E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 4,159.50 4,268.50 109.00 2.6% 4,184.75
High 4,271.75 4,304.50 32.75 0.8% 4,304.50
Low 4,150.25 4,255.50 105.25 2.5% 4,080.75
Close 4,263.00 4,282.75 19.75 0.5% 4,282.75
Range 121.50 49.00 -72.50 -59.7% 223.75
ATR 64.34 63.24 -1.10 -1.7% 0.00
Volume 386,503 290,155 -96,348 -24.9% 2,375,425
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,428.00 4,404.25 4,309.75
R3 4,379.00 4,355.25 4,296.25
R2 4,330.00 4,330.00 4,291.75
R1 4,306.25 4,306.25 4,287.25 4,318.00
PP 4,281.00 4,281.00 4,281.00 4,286.75
S1 4,257.25 4,257.25 4,278.25 4,269.00
S2 4,232.00 4,232.00 4,273.75
S3 4,183.00 4,208.25 4,269.25
S4 4,134.00 4,159.25 4,255.75
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,894.00 4,812.00 4,405.75
R3 4,670.25 4,588.25 4,344.25
R2 4,446.50 4,446.50 4,323.75
R1 4,364.50 4,364.50 4,303.25 4,405.50
PP 4,222.75 4,222.75 4,222.75 4,243.00
S1 4,140.75 4,140.75 4,262.25 4,181.75
S2 3,999.00 3,999.00 4,241.75
S3 3,775.25 3,917.00 4,221.25
S4 3,551.50 3,693.25 4,159.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,304.50 4,080.75 223.75 5.2% 92.75 2.2% 90% True False 475,085
10 4,315.25 4,080.75 234.50 5.5% 83.00 1.9% 86% False False 297,431
20 4,342.25 4,080.75 261.50 6.1% 59.25 1.4% 77% False False 149,418
40 4,342.25 3,972.00 370.25 8.6% 50.00 1.2% 84% False False 74,950
60 4,342.25 3,687.00 655.25 15.3% 58.25 1.4% 91% False False 50,061
80 4,342.25 3,687.00 655.25 15.3% 52.25 1.2% 91% False False 37,552
100 4,342.25 3,687.00 655.25 15.3% 44.50 1.0% 91% False False 30,042
120 4,342.25 3,687.00 655.25 15.3% 38.50 0.9% 91% False False 25,036
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 15.95
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,512.75
2.618 4,432.75
1.618 4,383.75
1.000 4,353.50
0.618 4,334.75
HIGH 4,304.50
0.618 4,285.75
0.500 4,280.00
0.382 4,274.25
LOW 4,255.50
0.618 4,225.25
1.000 4,206.50
1.618 4,176.25
2.618 4,127.25
4.250 4,047.25
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 4,281.75 4,252.75
PP 4,281.00 4,223.00
S1 4,280.00 4,193.00

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

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