E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 4,342.75 4,373.50 30.75 0.7% 4,226.50
High 4,382.00 4,388.50 6.50 0.1% 4,382.00
Low 4,340.75 4,364.50 23.75 0.5% 4,201.50
Close 4,377.00 4,381.75 4.75 0.1% 4,377.00
Range 41.25 24.00 -17.25 -41.8% 180.50
ATR 68.00 64.86 -3.14 -4.6% 0.00
Volume 190,386 194,620 4,234 2.2% 1,040,785
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,450.25 4,440.00 4,395.00
R3 4,426.25 4,416.00 4,388.25
R2 4,402.25 4,402.25 4,386.25
R1 4,392.00 4,392.00 4,384.00 4,397.00
PP 4,378.25 4,378.25 4,378.25 4,380.75
S1 4,368.00 4,368.00 4,379.50 4,373.00
S2 4,354.25 4,354.25 4,377.25
S3 4,330.25 4,344.00 4,375.25
S4 4,306.25 4,320.00 4,368.50
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,861.75 4,799.75 4,476.25
R3 4,681.25 4,619.25 4,426.75
R2 4,500.75 4,500.75 4,410.00
R1 4,438.75 4,438.75 4,393.50 4,469.75
PP 4,320.25 4,320.25 4,320.25 4,335.50
S1 4,258.25 4,258.25 4,360.50 4,289.25
S2 4,139.75 4,139.75 4,344.00
S3 3,959.25 4,077.75 4,327.25
S4 3,778.75 3,897.25 4,277.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,388.50 4,211.00 177.50 4.1% 50.00 1.1% 96% True False 207,436
10 4,388.50 4,165.75 222.75 5.1% 52.50 1.2% 97% True False 224,218
20 4,388.50 4,085.50 303.00 6.9% 68.50 1.6% 98% True False 272,747
40 4,388.50 4,041.50 347.00 7.9% 68.75 1.6% 98% True False 272,129
60 4,388.50 4,041.50 347.00 7.9% 64.00 1.5% 98% True False 220,006
80 4,388.50 3,936.25 452.25 10.3% 58.75 1.3% 99% True False 165,090
100 4,388.50 3,687.00 701.50 16.0% 62.25 1.4% 99% True False 132,123
120 4,388.50 3,687.00 701.50 16.0% 56.50 1.3% 99% True False 110,106
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.65
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4,490.50
2.618 4,451.25
1.618 4,427.25
1.000 4,412.50
0.618 4,403.25
HIGH 4,388.50
0.618 4,379.25
0.500 4,376.50
0.382 4,373.75
LOW 4,364.50
0.618 4,349.75
1.000 4,340.50
1.618 4,325.75
2.618 4,301.75
4.250 4,262.50
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 4,380.00 4,367.00
PP 4,378.25 4,352.00
S1 4,376.50 4,337.00

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

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