E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 4,501.75 4,500.00 -1.75 0.0% 4,452.50
High 4,534.00 4,536.50 2.50 0.1% 4,507.50
Low 4,482.25 4,486.50 4.25 0.1% 4,374.50
Close 4,505.50 4,528.75 23.25 0.5% 4,488.75
Range 51.75 50.00 -1.75 -3.4% 133.00
ATR 55.17 54.80 -0.37 -0.7% 0.00
Volume 170,963 123,530 -47,433 -27.7% 953,817
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 4,667.25 4,648.00 4,556.25
R3 4,617.25 4,598.00 4,542.50
R2 4,567.25 4,567.25 4,538.00
R1 4,548.00 4,548.00 4,533.25 4,557.50
PP 4,517.25 4,517.25 4,517.25 4,522.00
S1 4,498.00 4,498.00 4,524.25 4,507.50
S2 4,467.25 4,467.25 4,519.50
S3 4,417.25 4,448.00 4,515.00
S4 4,367.25 4,398.00 4,501.25
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 4,536.50 4,470.50 66.00 1.5% 41.75 0.9% 88% True False 138,306
10 4,536.50 4,374.50 162.00 3.6% 49.25 1.1% 95% True False 172,104
20 4,555.50 4,332.50 223.00 4.9% 57.00 1.3% 88% False False 217,912
40 4,555.50 4,259.00 296.50 6.5% 55.75 1.2% 91% False False 214,929
60 4,555.50 4,259.00 296.50 6.5% 53.75 1.2% 91% False False 183,044
80 4,555.50 4,084.25 471.25 10.4% 52.00 1.2% 94% False False 137,306
100 4,555.50 4,039.00 516.50 11.4% 53.50 1.2% 95% False False 109,850
120 4,555.50 4,039.00 516.50 11.4% 50.00 1.1% 95% False False 91,544
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 11.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,749.00
2.618 4,667.50
1.618 4,617.50
1.000 4,586.50
0.618 4,567.50
HIGH 4,536.50
0.618 4,517.50
0.500 4,511.50
0.382 4,505.50
LOW 4,486.50
0.618 4,455.50
1.000 4,436.50
1.618 4,405.50
2.618 4,355.50
4.250 4,274.00
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 4,523.00 4,522.25
PP 4,517.25 4,515.75
S1 4,511.50 4,509.50

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

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