E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 4,265.00 4,339.75 74.75 1.8% 4,327.50
High 4,354.75 4,372.25 17.50 0.4% 4,381.75
Low 4,264.50 4,330.25 65.75 1.5% 4,259.00
Close 4,342.25 4,334.00 -8.25 -0.2% 4,307.25
Range 90.25 42.00 -48.25 -53.5% 122.75
ATR 55.30 54.35 -0.95 -1.7% 0.00
Volume 154,026 171,692 17,666 11.5% 907,291
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,471.50 4,444.75 4,357.00
R3 4,429.50 4,402.75 4,345.50
R2 4,387.50 4,387.50 4,341.75
R1 4,360.75 4,360.75 4,337.75 4,353.00
PP 4,345.50 4,345.50 4,345.50 4,341.75
S1 4,318.75 4,318.75 4,330.25 4,311.00
S2 4,303.50 4,303.50 4,326.25
S3 4,261.50 4,276.75 4,322.50
S4 4,219.50 4,234.75 4,311.00
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 4,684.25 4,618.50 4,374.75
R3 4,561.50 4,495.75 4,341.00
R2 4,438.75 4,438.75 4,329.75
R1 4,373.00 4,373.00 4,318.50 4,344.50
PP 4,316.00 4,316.00 4,316.00 4,301.75
S1 4,250.25 4,250.25 4,296.00 4,221.75
S2 4,193.25 4,193.25 4,284.75
S3 4,070.50 4,127.50 4,273.50
S4 3,947.75 4,004.75 4,239.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,375.75 4,259.00 116.75 2.7% 59.00 1.4% 64% False False 206,199
10 4,461.00 4,259.00 202.00 4.7% 61.25 1.4% 37% False False 230,334
20 4,472.25 4,259.00 213.25 4.9% 57.75 1.3% 35% False False 208,628
40 4,476.50 4,196.75 279.75 6.5% 46.50 1.1% 49% False False 104,641
60 4,476.50 4,039.00 437.50 10.1% 52.50 1.2% 67% False False 69,775
80 4,476.50 4,039.00 437.50 10.1% 51.25 1.2% 67% False False 52,336
100 4,476.50 4,039.00 437.50 10.1% 43.00 1.0% 67% False False 41,869
120 4,476.50 3,722.75 753.75 17.4% 37.00 0.9% 81% False False 34,891
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 8.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,550.75
2.618 4,482.25
1.618 4,440.25
1.000 4,414.25
0.618 4,398.25
HIGH 4,372.25
0.618 4,356.25
0.500 4,351.25
0.382 4,346.25
LOW 4,330.25
0.618 4,304.25
1.000 4,288.25
1.618 4,262.25
2.618 4,220.25
4.250 4,151.75
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 4,351.25 4,328.75
PP 4,345.50 4,323.50
S1 4,339.75 4,318.50

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

View Archives - Comment on this page... - Back to Index of Symbols