E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 4,166.00 4,183.75 17.75 0.4% 4,201.25
High 4,205.25 4,269.00 63.75 1.5% 4,247.75
Low 4,137.00 4,164.50 27.50 0.7% 4,041.50
Close 4,182.75 4,264.75 82.00 2.0% 4,134.00
Range 68.25 104.50 36.25 53.1% 206.25
ATR 72.49 74.78 2.29 3.2% 0.00
Volume 327,200 338,354 11,154 3.4% 2,061,951
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 4,546.25 4,510.00 4,322.25
R3 4,441.75 4,405.50 4,293.50
R2 4,337.25 4,337.25 4,284.00
R1 4,301.00 4,301.00 4,274.25 4,319.00
PP 4,232.75 4,232.75 4,232.75 4,241.75
S1 4,196.50 4,196.50 4,255.25 4,214.50
S2 4,128.25 4,128.25 4,245.50
S3 4,023.75 4,092.00 4,236.00
S4 3,919.25 3,987.50 4,207.25
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4,759.75 4,653.25 4,247.50
R3 4,553.50 4,447.00 4,190.75
R2 4,347.25 4,347.25 4,171.75
R1 4,240.75 4,240.75 4,153.00 4,191.00
PP 4,141.00 4,141.00 4,141.00 4,116.25
S1 4,034.50 4,034.50 4,115.00 3,984.50
S2 3,934.75 3,934.75 4,096.25
S3 3,728.50 3,828.25 4,077.25
S4 3,522.25 3,622.00 4,020.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,269.00 4,041.50 227.50 5.3% 92.00 2.2% 98% True False 365,611
10 4,269.00 4,041.50 227.50 5.3% 88.75 2.1% 98% True False 368,897
20 4,322.00 4,041.50 280.50 6.6% 71.50 1.7% 80% False False 280,087
40 4,342.25 4,041.50 300.75 7.1% 65.00 1.5% 74% False False 218,854
60 4,342.25 4,003.50 338.75 7.9% 56.50 1.3% 77% False False 146,073
80 4,342.25 3,687.00 655.25 15.4% 61.50 1.4% 88% False False 109,627
100 4,342.25 3,687.00 655.25 15.4% 56.25 1.3% 88% False False 87,707
120 4,342.25 3,687.00 655.25 15.4% 48.75 1.1% 88% False False 73,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 25.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,713.00
2.618 4,542.50
1.618 4,438.00
1.000 4,373.50
0.618 4,333.50
HIGH 4,269.00
0.618 4,229.00
0.500 4,216.75
0.382 4,204.50
LOW 4,164.50
0.618 4,100.00
1.000 4,060.00
1.618 3,995.50
2.618 3,891.00
4.250 3,720.50
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 4,248.75 4,239.50
PP 4,232.75 4,214.25
S1 4,216.75 4,189.00

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

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