E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 4,095.50 4,070.00 -25.50 -0.6% 4,037.75
High 4,105.00 4,073.75 -31.25 -0.8% 4,105.00
Low 4,073.00 4,032.00 -41.00 -1.0% 3,998.50
Close 4,086.50 4,046.25 -40.25 -1.0% 4,086.50
Range 32.00 41.75 9.75 30.5% 106.50
ATR 29.90 31.65 1.76 5.9% 0.00
Volume 23 45 22 95.7% 110
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,176.00 4,152.75 4,069.25
R3 4,134.25 4,111.00 4,057.75
R2 4,092.50 4,092.50 4,054.00
R1 4,069.25 4,069.25 4,050.00 4,060.00
PP 4,050.75 4,050.75 4,050.75 4,046.00
S1 4,027.50 4,027.50 4,042.50 4,018.25
S2 4,009.00 4,009.00 4,038.50
S3 3,967.25 3,985.75 4,034.75
S4 3,925.50 3,944.00 4,023.25
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,382.75 4,341.25 4,145.00
R3 4,276.25 4,234.75 4,115.75
R2 4,169.75 4,169.75 4,106.00
R1 4,128.25 4,128.25 4,096.25 4,149.00
PP 4,063.25 4,063.25 4,063.25 4,073.75
S1 4,021.75 4,021.75 4,076.75 4,042.50
S2 3,956.75 3,956.75 4,067.00
S3 3,850.25 3,915.25 4,057.25
S4 3,743.75 3,808.75 4,028.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,105.00 3,998.50 106.50 2.6% 40.50 1.0% 45% False False 28
10 4,105.00 3,998.50 106.50 2.6% 38.75 1.0% 45% False False 21
20 4,105.00 3,998.50 106.50 2.6% 26.75 0.7% 45% False False 16
40 4,105.00 3,825.00 280.00 6.9% 21.25 0.5% 79% False False 10
60 4,105.00 3,817.75 287.25 7.1% 16.00 0.4% 80% False False 8
80 4,105.00 3,706.25 398.75 9.9% 12.25 0.3% 85% False False 6
100 4,105.00 3,516.75 588.25 14.5% 10.25 0.3% 90% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,251.25
2.618 4,183.00
1.618 4,141.25
1.000 4,115.50
0.618 4,099.50
HIGH 4,073.75
0.618 4,057.75
0.500 4,053.00
0.382 4,048.00
LOW 4,032.00
0.618 4,006.25
1.000 3,990.25
1.618 3,964.50
2.618 3,922.75
4.250 3,854.50
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 4,053.00 4,068.50
PP 4,050.75 4,061.00
S1 4,048.50 4,053.75

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

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