E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 4,423.00 4,425.75 2.75 0.1% 4,471.75
High 4,457.75 4,493.00 35.25 0.8% 4,503.50
Low 4,417.50 4,412.75 -4.75 -0.1% 4,332.50
Close 4,423.75 4,490.25 66.50 1.5% 4,448.75
Range 40.25 80.25 40.00 99.4% 171.00
ATR 58.82 60.35 1.53 2.6% 0.00
Volume 200,865 184,396 -16,469 -8.2% 1,298,926
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 4,706.00 4,678.50 4,534.50
R3 4,625.75 4,598.25 4,512.25
R2 4,545.50 4,545.50 4,505.00
R1 4,518.00 4,518.00 4,497.50 4,531.75
PP 4,465.25 4,465.25 4,465.25 4,472.25
S1 4,437.75 4,437.75 4,483.00 4,451.50
S2 4,385.00 4,385.00 4,475.50
S3 4,304.75 4,357.50 4,468.25
S4 4,224.50 4,277.25 4,446.00
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 4,493.00 4,374.50 118.50 2.6% 56.75 1.3% 98% True False 205,903
10 4,503.50 4,332.50 171.00 3.8% 63.00 1.4% 92% False False 230,915
20 4,555.50 4,324.00 231.50 5.2% 63.50 1.4% 72% False False 241,359
40 4,555.50 4,259.00 296.50 6.6% 57.00 1.3% 78% False False 224,977
60 4,555.50 4,259.00 296.50 6.6% 52.75 1.2% 78% False False 171,526
80 4,555.50 4,084.25 471.25 10.5% 53.25 1.2% 86% False False 128,664
100 4,555.50 4,039.00 516.50 11.5% 52.25 1.2% 87% False False 102,937
120 4,555.50 4,039.00 516.50 11.5% 48.50 1.1% 87% False False 85,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,834.00
2.618 4,703.00
1.618 4,622.75
1.000 4,573.25
0.618 4,542.50
HIGH 4,493.00
0.618 4,462.25
0.500 4,453.00
0.382 4,443.50
LOW 4,412.75
0.618 4,363.25
1.000 4,332.50
1.618 4,283.00
2.618 4,202.75
4.250 4,071.75
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 4,477.75 4,471.50
PP 4,465.25 4,452.50
S1 4,453.00 4,433.75

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

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