E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 4,384.50 4,390.25 5.75 0.1% 4,226.50
High 4,393.50 4,417.25 23.75 0.5% 4,382.00
Low 4,373.75 4,376.00 2.25 0.1% 4,201.50
Close 4,386.00 4,413.25 27.25 0.6% 4,377.00
Range 19.75 41.25 21.50 108.9% 180.50
ATR 61.64 60.18 -1.46 -2.4% 0.00
Volume 146,465 168,236 21,771 14.9% 1,040,785
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,526.00 4,510.75 4,436.00
R3 4,484.75 4,469.50 4,424.50
R2 4,443.50 4,443.50 4,420.75
R1 4,428.25 4,428.25 4,417.00 4,436.00
PP 4,402.25 4,402.25 4,402.25 4,406.00
S1 4,387.00 4,387.00 4,409.50 4,394.50
S2 4,361.00 4,361.00 4,405.75
S3 4,319.75 4,345.75 4,402.00
S4 4,278.50 4,304.50 4,390.50
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 4,417.25 4,285.75 131.50 3.0% 37.50 0.8% 97% True False 183,812
10 4,417.25 4,181.50 235.75 5.3% 47.25 1.1% 98% True False 200,401
20 4,417.25 4,085.50 331.75 7.5% 64.75 1.5% 99% True False 254,750
40 4,417.25 4,041.50 375.75 8.5% 66.25 1.5% 99% True False 263,080
60 4,417.25 4,041.50 375.75 8.5% 63.75 1.4% 99% True False 225,193
80 4,417.25 3,972.00 445.25 10.1% 58.00 1.3% 99% True False 169,015
100 4,417.25 3,687.00 730.25 16.5% 61.50 1.4% 99% True False 135,269
120 4,417.25 3,687.00 730.25 16.5% 57.00 1.3% 99% True False 112,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,592.50
2.618 4,525.25
1.618 4,484.00
1.000 4,458.50
0.618 4,442.75
HIGH 4,417.25
0.618 4,401.50
0.500 4,396.50
0.382 4,391.75
LOW 4,376.00
0.618 4,350.50
1.000 4,334.75
1.618 4,309.25
2.618 4,268.00
4.250 4,200.75
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 4,407.75 4,405.75
PP 4,402.25 4,398.25
S1 4,396.50 4,391.00

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

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