E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 3,473.50 3,505.75 32.25 0.9% 3,489.50
High 3,505.00 3,519.25 14.25 0.4% 3,505.00
Low 3,471.25 3,501.75 30.50 0.9% 3,447.75
Close 3,498.25 3,513.00 14.75 0.4% 3,498.25
Range 33.75 17.50 -16.25 -48.1% 57.25
ATR 29.33 28.74 -0.60 -2.0% 0.00
Volume 4,733 6,189 1,456 30.8% 11,032
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,563.75 3,556.00 3,522.50
R3 3,546.25 3,538.50 3,517.75
R2 3,528.75 3,528.75 3,516.25
R1 3,521.00 3,521.00 3,514.50 3,525.00
PP 3,511.25 3,511.25 3,511.25 3,513.25
S1 3,503.50 3,503.50 3,511.50 3,507.50
S2 3,493.75 3,493.75 3,509.75
S3 3,476.25 3,486.00 3,508.25
S4 3,458.75 3,468.50 3,503.50
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,655.50 3,634.00 3,529.75
R3 3,598.25 3,576.75 3,514.00
R2 3,541.00 3,541.00 3,508.75
R1 3,519.50 3,519.50 3,503.50 3,530.25
PP 3,483.75 3,483.75 3,483.75 3,489.00
S1 3,462.25 3,462.25 3,493.00 3,473.00
S2 3,426.50 3,426.50 3,487.75
S3 3,369.25 3,405.00 3,482.50
S4 3,312.00 3,347.75 3,466.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,519.25 3,447.75 71.50 2.0% 27.00 0.8% 91% True False 3,325
10 3,519.25 3,416.00 103.25 2.9% 25.25 0.7% 94% True False 1,936
20 3,519.25 3,340.00 179.25 5.1% 27.00 0.8% 97% True False 1,157
40 3,519.25 3,190.00 329.25 9.4% 29.75 0.8% 98% True False 645
60 3,519.25 3,110.00 409.25 11.6% 28.50 0.8% 98% True False 503
80 3,519.25 3,045.00 474.25 13.5% 22.25 0.6% 99% True False 378
100 3,519.25 3,012.75 506.50 14.4% 18.50 0.5% 99% True False 302
120 3,519.25 2,831.25 688.00 19.6% 16.00 0.5% 99% True False 253
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.48
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3,593.50
2.618 3,565.00
1.618 3,547.50
1.000 3,536.75
0.618 3,530.00
HIGH 3,519.25
0.618 3,512.50
0.500 3,510.50
0.382 3,508.50
LOW 3,501.75
0.618 3,491.00
1.000 3,484.25
1.618 3,473.50
2.618 3,456.00
4.250 3,427.50
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 3,512.25 3,505.75
PP 3,511.25 3,498.50
S1 3,510.50 3,491.25

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

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