E-mini NASDAQ-100 Future March 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 4,415.25 4,334.25 -81.00 -1.8% 4,447.00
High 4,415.75 4,347.50 -68.25 -1.5% 4,483.25
Low 4,328.50 4,304.25 -24.25 -0.6% 4,389.25
Close 4,331.25 4,307.50 -23.75 -0.5% 4,405.00
Range 87.25 43.25 -44.00 -50.4% 94.00
ATR 49.96 49.48 -0.48 -1.0% 0.00
Volume 313,249 260,964 -52,285 -16.7% 1,076,695
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,449.50 4,421.75 4,331.25
R3 4,406.25 4,378.50 4,319.50
R2 4,363.00 4,363.00 4,315.50
R1 4,335.25 4,335.25 4,311.50 4,327.50
PP 4,319.75 4,319.75 4,319.75 4,316.00
S1 4,292.00 4,292.00 4,303.50 4,284.25
S2 4,276.50 4,276.50 4,299.50
S3 4,233.25 4,248.75 4,295.50
S4 4,190.00 4,205.50 4,283.75
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 4,464.75 4,304.25 160.50 3.7% 51.50 1.2% 2% False True 254,750
10 4,483.25 4,304.25 179.00 4.2% 44.25 1.0% 2% False True 223,557
20 4,483.25 4,271.00 212.25 4.9% 40.50 0.9% 17% False False 203,347
40 4,483.25 4,041.50 441.75 10.3% 60.25 1.4% 60% False False 261,325
60 4,483.25 4,041.50 441.75 10.3% 62.50 1.4% 60% False False 270,701
80 4,483.25 4,041.50 441.75 10.3% 57.75 1.3% 60% False False 205,722
100 4,483.25 3,687.00 796.25 18.5% 57.25 1.3% 78% False False 164,645
120 4,483.25 3,687.00 796.25 18.5% 58.25 1.4% 78% False False 137,233
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,531.25
2.618 4,460.75
1.618 4,417.50
1.000 4,390.75
0.618 4,374.25
HIGH 4,347.50
0.618 4,331.00
0.500 4,326.00
0.382 4,320.75
LOW 4,304.25
0.618 4,277.50
1.000 4,261.00
1.618 4,234.25
2.618 4,191.00
4.250 4,120.50
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 4,326.00 4,360.00
PP 4,319.75 4,342.50
S1 4,313.50 4,325.00

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

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