E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 4,180.75 4,207.75 27.00 0.6% 4,249.50
High 4,222.75 4,243.00 20.25 0.5% 4,278.25
Low 4,165.75 4,187.50 21.75 0.5% 4,095.75
Close 4,216.25 4,204.00 -12.25 -0.3% 4,141.25
Range 57.00 55.50 -1.50 -2.6% 182.50
ATR 78.69 77.03 -1.66 -2.1% 0.00
Volume 283,374 269,497 -13,877 -4.9% 1,618,721
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,378.00 4,346.50 4,234.50
R3 4,322.50 4,291.00 4,219.25
R2 4,267.00 4,267.00 4,214.25
R1 4,235.50 4,235.50 4,209.00 4,223.50
PP 4,211.50 4,211.50 4,211.50 4,205.50
S1 4,180.00 4,180.00 4,199.00 4,168.00
S2 4,156.00 4,156.00 4,193.75
S3 4,100.50 4,124.50 4,188.75
S4 4,045.00 4,069.00 4,173.50
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 4,719.25 4,612.75 4,241.50
R3 4,536.75 4,430.25 4,191.50
R2 4,354.25 4,354.25 4,174.75
R1 4,247.75 4,247.75 4,158.00 4,209.75
PP 4,171.75 4,171.75 4,171.75 4,152.75
S1 4,065.25 4,065.25 4,124.50 4,027.25
S2 3,989.25 3,989.25 4,107.75
S3 3,806.75 3,882.75 4,091.00
S4 3,624.25 3,700.25 4,041.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,243.00 4,085.50 157.50 3.7% 78.25 1.9% 75% True False 322,179
10 4,286.25 4,085.50 200.75 4.8% 82.25 2.0% 59% False False 309,099
20 4,286.25 4,041.50 244.75 5.8% 83.25 2.0% 66% False False 338,489
40 4,322.00 4,041.50 280.50 6.7% 75.00 1.8% 58% False False 287,338
60 4,342.25 4,041.50 300.75 7.2% 61.75 1.5% 54% False False 191,902
80 4,342.25 3,687.00 655.25 15.6% 63.25 1.5% 79% False False 144,011
100 4,342.25 3,687.00 655.25 15.6% 61.25 1.5% 79% False False 115,232
120 4,342.25 3,687.00 655.25 15.6% 53.50 1.3% 79% False False 96,028
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 19.88
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,479.00
2.618 4,388.25
1.618 4,332.75
1.000 4,298.50
0.618 4,277.25
HIGH 4,243.00
0.618 4,221.75
0.500 4,215.25
0.382 4,208.75
LOW 4,187.50
0.618 4,153.25
1.000 4,132.00
1.618 4,097.75
2.618 4,042.25
4.250 3,951.50
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 4,215.25 4,190.75
PP 4,211.50 4,177.50
S1 4,207.75 4,164.25

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

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