E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 4,491.25 4,509.75 18.50 0.4% 4,452.50
High 4,517.75 4,526.50 8.75 0.2% 4,507.50
Low 4,470.50 4,496.50 26.00 0.6% 4,374.50
Close 4,507.25 4,501.25 -6.00 -0.1% 4,488.75
Range 47.25 30.00 -17.25 -36.5% 133.00
ATR 57.39 55.43 -1.96 -3.4% 0.00
Volume 128,602 127,690 -912 -0.7% 953,817
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 4,598.00 4,579.75 4,517.75
R3 4,568.00 4,549.75 4,509.50
R2 4,538.00 4,538.00 4,506.75
R1 4,519.75 4,519.75 4,504.00 4,514.00
PP 4,508.00 4,508.00 4,508.00 4,505.25
S1 4,489.75 4,489.75 4,498.50 4,484.00
S2 4,478.00 4,478.00 4,495.75
S3 4,448.00 4,459.75 4,493.00
S4 4,418.00 4,429.75 4,484.75
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 4,856.00 4,805.25 4,562.00
R3 4,723.00 4,672.25 4,525.25
R2 4,590.00 4,590.00 4,513.25
R1 4,539.25 4,539.25 4,501.00 4,564.50
PP 4,457.00 4,457.00 4,457.00 4,469.50
S1 4,406.25 4,406.25 4,476.50 4,431.50
S2 4,324.00 4,324.00 4,464.25
S3 4,191.00 4,273.25 4,452.25
S4 4,058.00 4,140.25 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,526.50 4,412.75 113.75 2.5% 45.50 1.0% 78% True False 156,459
10 4,526.50 4,332.50 194.00 4.3% 55.00 1.2% 87% True False 201,093
20 4,555.50 4,332.50 223.00 5.0% 59.00 1.3% 76% False False 225,658
40 4,555.50 4,259.00 296.50 6.6% 57.00 1.3% 82% False False 220,181
60 4,555.50 4,259.00 296.50 6.6% 53.00 1.2% 82% False False 178,138
80 4,555.50 4,084.25 471.25 10.5% 52.50 1.2% 88% False False 133,625
100 4,555.50 4,039.00 516.50 11.5% 52.75 1.2% 89% False False 106,905
120 4,555.50 4,039.00 516.50 11.5% 49.25 1.1% 89% False False 89,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,654.00
2.618 4,605.00
1.618 4,575.00
1.000 4,556.50
0.618 4,545.00
HIGH 4,526.50
0.618 4,515.00
0.500 4,511.50
0.382 4,508.00
LOW 4,496.50
0.618 4,478.00
1.000 4,466.50
1.618 4,448.00
2.618 4,418.00
4.250 4,369.00
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 4,511.50 4,500.25
PP 4,508.00 4,499.50
S1 4,504.75 4,498.50

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

View Archives - Comment on this page... - Back to Index of Symbols