E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 4,444.25 4,451.50 7.25 0.2% 4,447.00
High 4,464.75 4,460.50 -4.25 -0.1% 4,483.25
Low 4,432.75 4,389.25 -43.50 -1.0% 4,389.25
Close 4,449.50 4,405.00 -44.50 -1.0% 4,405.00
Range 32.00 71.25 39.25 122.7% 94.00
ATR 47.13 48.85 1.72 3.7% 0.00
Volume 185,176 296,605 111,429 60.2% 1,076,695
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,632.00 4,589.75 4,444.25
R3 4,560.75 4,518.50 4,424.50
R2 4,489.50 4,489.50 4,418.00
R1 4,447.25 4,447.25 4,411.50 4,432.75
PP 4,418.25 4,418.25 4,418.25 4,411.00
S1 4,376.00 4,376.00 4,398.50 4,361.50
S2 4,347.00 4,347.00 4,392.00
S3 4,275.75 4,304.75 4,385.50
S4 4,204.50 4,233.50 4,365.75
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,707.75 4,650.50 4,456.75
R3 4,613.75 4,556.50 4,430.75
R2 4,519.75 4,519.75 4,422.25
R1 4,462.50 4,462.50 4,413.50 4,444.00
PP 4,425.75 4,425.75 4,425.75 4,416.75
S1 4,368.50 4,368.50 4,396.50 4,350.00
S2 4,331.75 4,331.75 4,387.75
S3 4,237.75 4,274.50 4,379.25
S4 4,143.75 4,180.50 4,353.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,483.25 4,389.25 94.00 2.1% 45.25 1.0% 17% False True 215,339
10 4,483.25 4,389.25 94.00 2.1% 36.75 0.8% 17% False True 191,373
20 4,483.25 4,201.50 281.75 6.4% 40.75 0.9% 72% False False 197,616
40 4,483.25 4,041.50 441.75 10.0% 62.25 1.4% 82% False False 264,862
60 4,483.25 4,041.50 441.75 10.0% 63.75 1.4% 82% False False 260,702
80 4,483.25 4,041.50 441.75 10.0% 56.75 1.3% 82% False False 195,834
100 4,483.25 3,687.00 796.25 18.1% 58.25 1.3% 90% False False 156,736
120 4,483.25 3,687.00 796.25 18.1% 58.25 1.3% 90% False False 130,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.28
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,763.25
2.618 4,647.00
1.618 4,575.75
1.000 4,531.75
0.618 4,504.50
HIGH 4,460.50
0.618 4,433.25
0.500 4,425.00
0.382 4,416.50
LOW 4,389.25
0.618 4,345.25
1.000 4,318.00
1.618 4,274.00
2.618 4,202.75
4.250 4,086.50
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 4,425.00 4,427.00
PP 4,418.25 4,419.75
S1 4,411.50 4,412.25

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

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