E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 4,327.00 4,313.00 -14.00 -0.3% 4,448.50
High 4,331.00 4,333.50 2.50 0.1% 4,461.25
Low 4,270.00 4,297.25 27.25 0.6% 4,270.00
Close 4,310.75 4,325.75 15.00 0.3% 4,325.75
Range 61.00 36.25 -24.75 -40.6% 191.25
ATR 52.45 51.29 -1.16 -2.2% 0.00
Volume 356,229 209,529 -146,700 -41.2% 1,220,078
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,427.50 4,413.00 4,345.75
R3 4,391.25 4,376.75 4,335.75
R2 4,355.00 4,355.00 4,332.50
R1 4,340.50 4,340.50 4,329.00 4,347.75
PP 4,318.75 4,318.75 4,318.75 4,322.50
S1 4,304.25 4,304.25 4,322.50 4,311.50
S2 4,282.50 4,282.50 4,319.00
S3 4,246.25 4,268.00 4,315.75
S4 4,210.00 4,231.75 4,305.75
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,926.00 4,817.25 4,431.00
R3 4,734.75 4,626.00 4,378.25
R2 4,543.50 4,543.50 4,360.75
R1 4,434.75 4,434.75 4,343.25 4,393.50
PP 4,352.25 4,352.25 4,352.25 4,331.75
S1 4,243.50 4,243.50 4,308.25 4,202.25
S2 4,161.00 4,161.00 4,290.75
S3 3,969.75 4,052.25 4,273.25
S4 3,778.50 3,861.00 4,220.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,461.25 4,270.00 191.25 4.4% 55.50 1.3% 29% False False 244,015
10 4,472.25 4,270.00 202.25 4.7% 56.50 1.3% 28% False False 248,188
20 4,476.50 4,270.00 206.50 4.8% 52.00 1.2% 27% False False 147,544
40 4,476.50 4,084.25 392.25 9.1% 46.00 1.1% 62% False False 73,823
60 4,476.50 4,039.00 437.50 10.1% 52.75 1.2% 66% False False 49,226
80 4,476.50 4,039.00 437.50 10.1% 48.25 1.1% 66% False False 36,923
100 4,476.50 4,039.00 437.50 10.1% 39.75 0.9% 66% False False 29,539
120 4,476.50 3,722.75 753.75 17.4% 35.25 0.8% 80% False False 24,616
Crabel Price Patterns
NR True
NR4 True
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 12.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,487.50
2.618 4,428.50
1.618 4,392.25
1.000 4,369.75
0.618 4,356.00
HIGH 4,333.50
0.618 4,319.75
0.500 4,315.50
0.382 4,311.00
LOW 4,297.25
0.618 4,274.75
1.000 4,261.00
1.618 4,238.50
2.618 4,202.25
4.250 4,143.25
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 4,322.25 4,354.25
PP 4,318.75 4,344.75
S1 4,315.50 4,335.25

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

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