E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 4,230.00 4,184.75 -45.25 -1.1% 4,307.75
High 4,251.25 4,234.00 -17.25 -0.4% 4,315.25
Low 4,184.00 4,141.00 -43.00 -1.0% 4,184.00
Close 4,185.75 4,160.25 -25.50 -0.6% 4,185.75
Range 67.25 93.00 25.75 38.3% 131.25
ATR 50.52 53.56 3.03 6.0% 0.00
Volume 402,592 549,934 147,342 36.6% 598,892
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,457.50 4,401.75 4,211.50
R3 4,364.50 4,308.75 4,185.75
R2 4,271.50 4,271.50 4,177.25
R1 4,215.75 4,215.75 4,168.75 4,197.00
PP 4,178.50 4,178.50 4,178.50 4,169.00
S1 4,122.75 4,122.75 4,151.75 4,104.00
S2 4,085.50 4,085.50 4,143.25
S3 3,992.50 4,029.75 4,134.75
S4 3,899.50 3,936.75 4,109.00
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,622.00 4,535.25 4,258.00
R3 4,490.75 4,404.00 4,221.75
R2 4,359.50 4,359.50 4,209.75
R1 4,272.75 4,272.75 4,197.75 4,250.50
PP 4,228.25 4,228.25 4,228.25 4,217.25
S1 4,141.50 4,141.50 4,173.75 4,119.25
S2 4,097.00 4,097.00 4,161.75
S3 3,965.75 4,010.25 4,149.75
S4 3,834.50 3,879.00 4,113.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,294.00 4,141.00 153.00 3.7% 79.75 1.9% 13% False True 228,908
10 4,323.50 4,141.00 182.50 4.4% 57.75 1.4% 11% False True 115,624
20 4,342.25 4,141.00 201.25 4.8% 48.25 1.2% 10% False True 58,371
40 4,342.25 3,787.50 554.75 13.3% 49.00 1.2% 67% False False 29,358
60 4,342.25 3,687.00 655.25 15.8% 55.50 1.3% 72% False False 19,640
80 4,342.25 3,687.00 655.25 15.8% 48.00 1.2% 72% False False 14,733
100 4,342.25 3,687.00 655.25 15.8% 41.50 1.0% 72% False False 11,787
120 4,342.25 3,687.00 655.25 15.8% 35.50 0.9% 72% False False 9,823
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 14.28
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4,629.25
2.618 4,477.50
1.618 4,384.50
1.000 4,327.00
0.618 4,291.50
HIGH 4,234.00
0.618 4,198.50
0.500 4,187.50
0.382 4,176.50
LOW 4,141.00
0.618 4,083.50
1.000 4,048.00
1.618 3,990.50
2.618 3,897.50
4.250 3,745.75
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 4,187.50 4,217.50
PP 4,178.50 4,198.50
S1 4,169.25 4,179.25

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

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