E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 3,650.50 3,660.00 9.50 0.3% 3,560.25
High 3,668.00 3,684.75 16.75 0.5% 3,668.00
Low 3,638.00 3,654.00 16.00 0.4% 3,550.50
Close 3,661.00 3,675.00 14.00 0.4% 3,661.00
Range 30.00 30.75 0.75 2.5% 117.50
ATR 49.11 47.80 -1.31 -2.7% 0.00
Volume 212,826 220,169 7,343 3.5% 1,207,766
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,763.50 3,750.00 3,692.00
R3 3,732.75 3,719.25 3,683.50
R2 3,702.00 3,702.00 3,680.75
R1 3,688.50 3,688.50 3,677.75 3,695.25
PP 3,671.25 3,671.25 3,671.25 3,674.50
S1 3,657.75 3,657.75 3,672.25 3,664.50
S2 3,640.50 3,640.50 3,669.25
S3 3,609.75 3,627.00 3,666.50
S4 3,579.00 3,596.25 3,658.00
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,979.00 3,937.50 3,725.50
R3 3,861.50 3,820.00 3,693.25
R2 3,744.00 3,744.00 3,682.50
R1 3,702.50 3,702.50 3,671.75 3,723.25
PP 3,626.50 3,626.50 3,626.50 3,637.00
S1 3,585.00 3,585.00 3,650.25 3,605.75
S2 3,509.00 3,509.00 3,639.50
S3 3,391.50 3,467.50 3,628.75
S4 3,274.00 3,350.00 3,596.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,684.75 3,578.50 106.25 2.9% 38.25 1.0% 91% True False 244,573
10 3,684.75 3,412.00 272.75 7.4% 45.00 1.2% 96% True False 274,486
20 3,684.75 3,412.00 272.75 7.4% 54.00 1.5% 96% True False 301,284
40 3,684.75 3,412.00 272.75 7.4% 44.25 1.2% 96% True False 243,412
60 3,684.75 3,354.00 330.75 9.0% 40.50 1.1% 97% True False 185,654
80 3,684.75 3,308.25 376.50 10.2% 37.50 1.0% 97% True False 139,276
100 3,684.75 3,110.00 574.75 15.6% 37.00 1.0% 98% True False 111,467
120 3,684.75 3,045.00 639.75 17.4% 32.00 0.9% 98% True False 92,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,815.50
2.618 3,765.25
1.618 3,734.50
1.000 3,715.50
0.618 3,703.75
HIGH 3,684.75
0.618 3,673.00
0.500 3,669.50
0.382 3,665.75
LOW 3,654.00
0.618 3,635.00
1.000 3,623.25
1.618 3,604.25
2.618 3,573.50
4.250 3,523.25
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 3,673.00 3,663.50
PP 3,671.25 3,652.25
S1 3,669.50 3,640.75

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

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