E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 4,371.50 4,404.00 32.50 0.7% 4,471.75
High 4,409.25 4,462.75 53.50 1.2% 4,503.50
Low 4,332.50 4,401.00 68.50 1.6% 4,332.50
Close 4,402.50 4,448.75 46.25 1.1% 4,448.75
Range 76.75 61.75 -15.00 -19.5% 171.00
ATR 61.71 61.71 0.00 0.0% 0.00
Volume 249,245 216,447 -32,798 -13.2% 1,298,926
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 4,622.75 4,597.50 4,482.75
R3 4,561.00 4,535.75 4,465.75
R2 4,499.25 4,499.25 4,460.00
R1 4,474.00 4,474.00 4,454.50 4,486.50
PP 4,437.50 4,437.50 4,437.50 4,443.75
S1 4,412.25 4,412.25 4,443.00 4,425.00
S2 4,375.75 4,375.75 4,437.50
S3 4,314.00 4,350.50 4,431.75
S4 4,252.25 4,288.75 4,414.75
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 4,941.25 4,866.00 4,542.75
R3 4,770.25 4,695.00 4,495.75
R2 4,599.25 4,599.25 4,480.00
R1 4,524.00 4,524.00 4,464.50 4,476.00
PP 4,428.25 4,428.25 4,428.25 4,404.25
S1 4,353.00 4,353.00 4,433.00 4,305.00
S2 4,257.25 4,257.25 4,417.50
S3 4,086.25 4,182.00 4,401.75
S4 3,915.25 4,011.00 4,354.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,503.50 4,332.50 171.00 3.8% 69.50 1.6% 68% False False 259,785
10 4,555.50 4,332.50 223.00 5.0% 66.50 1.5% 52% False False 264,890
20 4,555.50 4,324.00 231.50 5.2% 60.50 1.4% 54% False False 237,013
40 4,555.50 4,259.00 296.50 6.7% 58.25 1.3% 64% False False 233,058
60 4,555.50 4,259.00 296.50 6.7% 51.25 1.1% 64% False False 157,989
80 4,555.50 4,039.00 516.50 11.6% 53.75 1.2% 79% False False 118,503
100 4,555.50 4,039.00 516.50 11.6% 52.75 1.2% 79% False False 94,806
120 4,555.50 4,039.00 516.50 11.6% 46.75 1.1% 79% False False 79,006
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,725.25
2.618 4,624.50
1.618 4,562.75
1.000 4,524.50
0.618 4,501.00
HIGH 4,462.75
0.618 4,439.25
0.500 4,432.00
0.382 4,424.50
LOW 4,401.00
0.618 4,362.75
1.000 4,339.25
1.618 4,301.00
2.618 4,239.25
4.250 4,138.50
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 4,443.00 4,431.75
PP 4,437.50 4,414.75
S1 4,432.00 4,397.50

These figures are updated between 7pm and 10pm EST after a trading day.

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