E-mini NASDAQ-100 Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 4,509.75 4,501.75 -8.00 -0.2% 4,452.50
High 4,526.50 4,534.00 7.50 0.2% 4,507.50
Low 4,496.50 4,482.25 -14.25 -0.3% 4,374.50
Close 4,501.25 4,505.50 4.25 0.1% 4,488.75
Range 30.00 51.75 21.75 72.5% 133.00
ATR 55.43 55.17 -0.26 -0.5% 0.00
Volume 127,690 170,963 43,273 33.9% 953,817
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 4,662.50 4,635.75 4,534.00
R3 4,610.75 4,584.00 4,519.75
R2 4,559.00 4,559.00 4,515.00
R1 4,532.25 4,532.25 4,510.25 4,545.50
PP 4,507.25 4,507.25 4,507.25 4,514.00
S1 4,480.50 4,480.50 4,500.75 4,494.00
S2 4,455.50 4,455.50 4,496.00
S3 4,403.75 4,428.75 4,491.25
S4 4,352.00 4,377.00 4,477.00
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 4,856.00 4,805.25 4,562.00
R3 4,723.00 4,672.25 4,525.25
R2 4,590.00 4,590.00 4,513.25
R1 4,539.25 4,539.25 4,501.00 4,564.50
PP 4,457.00 4,457.00 4,457.00 4,469.50
S1 4,406.25 4,406.25 4,476.50 4,431.50
S2 4,324.00 4,324.00 4,464.25
S3 4,191.00 4,273.25 4,452.25
S4 4,058.00 4,140.25 4,415.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,534.00 4,412.75 121.25 2.7% 47.75 1.1% 76% True False 150,479
10 4,534.00 4,332.50 201.50 4.5% 52.00 1.2% 86% True False 184,676
20 4,555.50 4,332.50 223.00 4.9% 58.50 1.3% 78% False False 224,364
40 4,555.50 4,259.00 296.50 6.6% 57.50 1.3% 83% False False 219,850
60 4,555.50 4,259.00 296.50 6.6% 53.50 1.2% 83% False False 180,986
80 4,555.50 4,084.25 471.25 10.5% 53.00 1.2% 89% False False 135,762
100 4,555.50 4,039.00 516.50 11.5% 53.00 1.2% 90% False False 108,615
120 4,555.50 4,039.00 516.50 11.5% 49.50 1.1% 90% False False 90,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,754.00
2.618 4,669.50
1.618 4,617.75
1.000 4,585.75
0.618 4,566.00
HIGH 4,534.00
0.618 4,514.25
0.500 4,508.00
0.382 4,502.00
LOW 4,482.25
0.618 4,450.25
1.000 4,430.50
1.618 4,398.50
2.618 4,346.75
4.250 4,262.25
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 4,508.00 4,504.50
PP 4,507.25 4,503.25
S1 4,506.50 4,502.25

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

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