E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 4,216.50 4,237.25 20.75 0.5% 4,213.75
High 4,241.75 4,278.00 36.25 0.9% 4,278.00
Low 4,198.25 4,232.50 34.25 0.8% 4,185.75
Close 4,239.75 4,244.00 4.25 0.1% 4,244.00
Range 43.50 45.50 2.00 4.6% 92.25
ATR 45.81 45.79 -0.02 0.0% 0.00
Volume 1,522 787 -735 -48.3% 5,325
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,388.00 4,361.50 4,269.00
R3 4,342.50 4,316.00 4,256.50
R2 4,297.00 4,297.00 4,252.25
R1 4,270.50 4,270.50 4,248.25 4,283.75
PP 4,251.50 4,251.50 4,251.50 4,258.00
S1 4,225.00 4,225.00 4,239.75 4,238.25
S2 4,206.00 4,206.00 4,235.75
S3 4,160.50 4,179.50 4,231.50
S4 4,115.00 4,134.00 4,219.00
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,512.75 4,470.50 4,294.75
R3 4,420.50 4,378.25 4,269.25
R2 4,328.25 4,328.25 4,261.00
R1 4,286.00 4,286.00 4,252.50 4,307.00
PP 4,236.00 4,236.00 4,236.00 4,246.50
S1 4,193.75 4,193.75 4,235.50 4,215.00
S2 4,143.75 4,143.75 4,227.00
S3 4,051.50 4,101.50 4,218.75
S4 3,959.25 4,009.25 4,193.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,278.00 4,185.75 92.25 2.2% 39.50 0.9% 63% True False 1,065
10 4,278.00 4,138.00 140.00 3.3% 34.50 0.8% 76% True False 706
20 4,278.00 4,003.50 274.50 6.5% 39.75 0.9% 88% True False 512
40 4,278.00 3,687.00 591.00 13.9% 58.00 1.4% 94% True False 399
60 4,278.00 3,687.00 591.00 13.9% 50.50 1.2% 94% True False 276
80 4,278.00 3,687.00 591.00 13.9% 40.75 1.0% 94% True False 208
100 4,278.00 3,687.00 591.00 13.9% 34.75 0.8% 94% True False 167
120 4,278.00 3,687.00 591.00 13.9% 29.25 0.7% 94% True False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.98
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,471.50
2.618 4,397.00
1.618 4,351.50
1.000 4,323.50
0.618 4,306.00
HIGH 4,278.00
0.618 4,260.50
0.500 4,255.25
0.382 4,250.00
LOW 4,232.50
0.618 4,204.50
1.000 4,187.00
1.618 4,159.00
2.618 4,113.50
4.250 4,039.00
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 4,255.25 4,242.00
PP 4,251.50 4,240.00
S1 4,247.75 4,238.00

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

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