E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 4,438.50 4,460.50 22.00 0.5% 4,439.75
High 4,464.75 4,462.75 -2.00 0.0% 4,464.75
Low 4,431.00 4,435.00 4.00 0.1% 4,427.00
Close 4,461.75 4,442.50 -19.25 -0.4% 4,442.50
Range 33.75 27.75 -6.00 -17.8% 37.75
ATR 51.55 49.85 -1.70 -3.3% 0.00
Volume 193,611 173,304 -20,307 -10.5% 837,035
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,530.00 4,514.00 4,457.75
R3 4,502.25 4,486.25 4,450.25
R2 4,474.50 4,474.50 4,447.50
R1 4,458.50 4,458.50 4,445.00 4,452.50
PP 4,446.75 4,446.75 4,446.75 4,443.75
S1 4,430.75 4,430.75 4,440.00 4,425.00
S2 4,419.00 4,419.00 4,437.50
S3 4,391.25 4,403.00 4,434.75
S4 4,363.50 4,375.25 4,427.25
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 4,558.00 4,538.00 4,463.25
R3 4,520.25 4,500.25 4,453.00
R2 4,482.50 4,482.50 4,449.50
R1 4,462.50 4,462.50 4,446.00 4,472.50
PP 4,444.75 4,444.75 4,444.75 4,449.75
S1 4,424.75 4,424.75 4,439.00 4,434.75
S2 4,407.00 4,407.00 4,435.50
S3 4,369.25 4,387.00 4,432.00
S4 4,331.50 4,349.25 4,421.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,464.75 4,427.00 37.75 0.8% 28.25 0.6% 41% False False 167,407
10 4,464.75 4,340.75 124.00 2.8% 31.75 0.7% 82% False False 177,189
20 4,464.75 4,085.50 379.25 8.5% 47.50 1.1% 94% False False 216,426
40 4,464.75 4,041.50 423.25 9.5% 66.00 1.5% 95% False False 274,059
60 4,464.75 4,041.50 423.25 9.5% 63.00 1.4% 95% False False 242,952
80 4,464.75 4,041.50 423.25 9.5% 56.50 1.3% 95% False False 182,399
100 4,464.75 3,687.00 777.75 17.5% 60.25 1.4% 97% False False 145,975
120 4,464.75 3,687.00 777.75 17.5% 57.50 1.3% 97% False False 121,662
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,580.75
2.618 4,535.50
1.618 4,507.75
1.000 4,490.50
0.618 4,480.00
HIGH 4,462.75
0.618 4,452.25
0.500 4,449.00
0.382 4,445.50
LOW 4,435.00
0.618 4,417.75
1.000 4,407.25
1.618 4,390.00
2.618 4,362.25
4.250 4,317.00
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 4,449.00 4,447.00
PP 4,446.75 4,445.50
S1 4,444.50 4,444.00

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

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