E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 4,327.50 4,370.00 42.50 1.0% 4,448.50
High 4,381.75 4,375.75 -6.00 -0.1% 4,461.25
Low 4,315.75 4,320.75 5.00 0.1% 4,270.00
Close 4,372.50 4,329.50 -43.00 -1.0% 4,325.75
Range 66.00 55.00 -11.00 -16.7% 191.25
ATR 52.34 52.53 0.19 0.4% 0.00
Volume 202,012 224,928 22,916 11.3% 1,220,078
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 4,507.00 4,473.25 4,359.75
R3 4,452.00 4,418.25 4,344.50
R2 4,397.00 4,397.00 4,339.50
R1 4,363.25 4,363.25 4,334.50 4,352.50
PP 4,342.00 4,342.00 4,342.00 4,336.75
S1 4,308.25 4,308.25 4,324.50 4,297.50
S2 4,287.00 4,287.00 4,319.50
S3 4,232.00 4,253.25 4,314.50
S4 4,177.00 4,198.25 4,299.25
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 4,438.50 4,270.00 168.50 3.9% 67.25 1.6% 35% False False 262,610
10 4,472.25 4,270.00 202.25 4.7% 57.75 1.3% 29% False False 240,245
20 4,472.25 4,270.00 202.25 4.7% 54.00 1.2% 29% False False 168,841
40 4,476.50 4,176.00 300.50 6.9% 45.50 1.0% 51% False False 84,494
60 4,476.50 4,039.00 437.50 10.1% 52.50 1.2% 66% False False 56,341
80 4,476.50 4,039.00 437.50 10.1% 49.50 1.1% 66% False False 42,260
100 4,476.50 4,039.00 437.50 10.1% 40.50 0.9% 66% False False 33,808
120 4,476.50 3,722.75 753.75 17.4% 36.00 0.8% 80% False False 28,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,609.50
2.618 4,519.75
1.618 4,464.75
1.000 4,430.75
0.618 4,409.75
HIGH 4,375.75
0.618 4,354.75
0.500 4,348.25
0.382 4,341.75
LOW 4,320.75
0.618 4,286.75
1.000 4,265.75
1.618 4,231.75
2.618 4,176.75
4.250 4,087.00
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 4,348.25 4,339.50
PP 4,342.00 4,336.25
S1 4,335.75 4,332.75

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

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