E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 4,088.25 4,159.50 71.25 1.7% 4,307.75
High 4,173.00 4,271.75 98.75 2.4% 4,315.25
Low 4,081.50 4,150.25 68.75 1.7% 4,184.00
Close 4,159.50 4,263.00 103.50 2.5% 4,185.75
Range 91.50 121.50 30.00 32.8% 131.25
ATR 59.94 64.34 4.40 7.3% 0.00
Volume 509,046 386,503 -122,543 -24.1% 598,892
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,592.75 4,549.50 4,329.75
R3 4,471.25 4,428.00 4,296.50
R2 4,349.75 4,349.75 4,285.25
R1 4,306.50 4,306.50 4,274.25 4,328.00
PP 4,228.25 4,228.25 4,228.25 4,239.25
S1 4,185.00 4,185.00 4,251.75 4,206.50
S2 4,106.75 4,106.75 4,240.75
S3 3,985.25 4,063.50 4,229.50
S4 3,863.75 3,942.00 4,196.25
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 4,271.75 4,080.75 191.00 4.5% 96.50 2.3% 95% True False 497,572
10 4,320.50 4,080.75 239.75 5.6% 80.50 1.9% 76% False False 268,579
20 4,342.25 4,080.75 261.50 6.1% 59.00 1.4% 70% False False 134,987
40 4,342.25 3,937.25 405.00 9.5% 50.50 1.2% 80% False False 67,702
60 4,342.25 3,687.00 655.25 15.4% 59.00 1.4% 88% False False 45,226
80 4,342.25 3,687.00 655.25 15.4% 51.75 1.2% 88% False False 33,925
100 4,342.25 3,687.00 655.25 15.4% 44.25 1.0% 88% False False 27,140
120 4,342.25 3,687.00 655.25 15.4% 38.00 0.9% 88% False False 22,618
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 15.60
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 4,788.00
2.618 4,589.75
1.618 4,468.25
1.000 4,393.25
0.618 4,346.75
HIGH 4,271.75
0.618 4,225.25
0.500 4,211.00
0.382 4,196.75
LOW 4,150.25
0.618 4,075.25
1.000 4,028.75
1.618 3,953.75
2.618 3,832.25
4.250 3,634.00
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 4,245.75 4,234.00
PP 4,228.25 4,205.25
S1 4,211.00 4,176.25

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

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