E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 4,184.75 4,162.25 -22.50 -0.5% 4,307.75
High 4,234.00 4,189.75 -44.25 -1.0% 4,315.25
Low 4,141.00 4,080.75 -60.25 -1.5% 4,184.00
Close 4,160.25 4,083.25 -77.00 -1.9% 4,185.75
Range 93.00 109.00 16.00 17.2% 131.25
ATR 53.56 57.52 3.96 7.4% 0.00
Volume 549,934 639,787 89,853 16.3% 598,892
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,445.00 4,373.00 4,143.25
R3 4,336.00 4,264.00 4,113.25
R2 4,227.00 4,227.00 4,103.25
R1 4,155.00 4,155.00 4,093.25 4,136.50
PP 4,118.00 4,118.00 4,118.00 4,108.50
S1 4,046.00 4,046.00 4,073.25 4,027.50
S2 4,009.00 4,009.00 4,063.25
S3 3,900.00 3,937.00 4,053.25
S4 3,791.00 3,828.00 4,023.25
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 4,080.75 213.25 5.2% 85.25 2.1% 1% False True 354,547
10 4,323.50 4,080.75 242.75 5.9% 65.75 1.6% 1% False True 179,446
20 4,342.25 4,080.75 261.50 6.4% 52.25 1.3% 1% False True 90,335
40 4,342.25 3,840.50 501.75 12.3% 49.50 1.2% 48% False False 45,339
60 4,342.25 3,687.00 655.25 16.0% 56.75 1.4% 60% False False 30,302
80 4,342.25 3,687.00 655.25 16.0% 49.25 1.2% 60% False False 22,731
100 4,342.25 3,687.00 655.25 16.0% 42.50 1.0% 60% False False 18,185
120 4,342.25 3,687.00 655.25 16.0% 36.25 0.9% 60% False False 15,155
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 16.75
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,653.00
2.618 4,475.00
1.618 4,366.00
1.000 4,298.75
0.618 4,257.00
HIGH 4,189.75
0.618 4,148.00
0.500 4,135.25
0.382 4,122.50
LOW 4,080.75
0.618 4,013.50
1.000 3,971.75
1.618 3,904.50
2.618 3,795.50
4.250 3,617.50
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 4,135.25 4,166.00
PP 4,118.00 4,138.50
S1 4,100.50 4,110.75

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

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