E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 4,500.00 4,530.50 30.50 0.7% 4,491.25
High 4,536.50 4,542.00 5.50 0.1% 4,542.00
Low 4,486.50 4,522.00 35.50 0.8% 4,470.50
Close 4,528.75 4,528.75 0.00 0.0% 4,528.75
Range 50.00 20.00 -30.00 -60.0% 71.50
ATR 54.80 52.31 -2.49 -4.5% 0.00
Volume 123,530 100,980 -22,550 -18.3% 651,765
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 4,591.00 4,579.75 4,539.75
R3 4,571.00 4,559.75 4,534.25
R2 4,551.00 4,551.00 4,532.50
R1 4,539.75 4,539.75 4,530.50 4,535.50
PP 4,531.00 4,531.00 4,531.00 4,528.75
S1 4,519.75 4,519.75 4,527.00 4,515.50
S2 4,511.00 4,511.00 4,525.00
S3 4,491.00 4,499.75 4,523.25
S4 4,471.00 4,479.75 4,517.75
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 4,728.25 4,700.00 4,568.00
R3 4,656.75 4,628.50 4,548.50
R2 4,585.25 4,585.25 4,541.75
R1 4,557.00 4,557.00 4,535.25 4,571.00
PP 4,513.75 4,513.75 4,513.75 4,520.75
S1 4,485.50 4,485.50 4,522.25 4,499.50
S2 4,442.25 4,442.25 4,515.75
S3 4,370.75 4,414.00 4,509.00
S4 4,299.25 4,342.50 4,489.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,542.00 4,470.50 71.50 1.6% 39.75 0.9% 81% True False 130,353
10 4,542.00 4,374.50 167.50 3.7% 45.00 1.0% 92% True False 160,558
20 4,555.50 4,332.50 223.00 4.9% 55.75 1.2% 88% False False 212,724
40 4,555.50 4,259.00 296.50 6.5% 54.75 1.2% 91% False False 208,548
60 4,555.50 4,259.00 296.50 6.5% 53.75 1.2% 91% False False 184,725
80 4,555.50 4,084.25 471.25 10.4% 51.00 1.1% 94% False False 138,567
100 4,555.50 4,039.00 516.50 11.4% 53.50 1.2% 95% False False 110,860
120 4,555.50 4,039.00 516.50 11.4% 50.00 1.1% 95% False False 92,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.38
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 4,627.00
2.618 4,594.25
1.618 4,574.25
1.000 4,562.00
0.618 4,554.25
HIGH 4,542.00
0.618 4,534.25
0.500 4,532.00
0.382 4,529.75
LOW 4,522.00
0.618 4,509.75
1.000 4,502.00
1.618 4,489.75
2.618 4,469.75
4.250 4,437.00
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 4,532.00 4,523.25
PP 4,531.00 4,517.75
S1 4,529.75 4,512.00

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

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