E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 3,505.75 3,514.50 8.75 0.2% 3,489.50
High 3,519.25 3,518.75 -0.50 0.0% 3,505.00
Low 3,501.75 3,502.50 0.75 0.0% 3,447.75
Close 3,513.00 3,510.50 -2.50 -0.1% 3,498.25
Range 17.50 16.25 -1.25 -7.1% 57.25
ATR 28.74 27.84 -0.89 -3.1% 0.00
Volume 6,189 4,938 -1,251 -20.2% 11,032
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,559.25 3,551.25 3,519.50
R3 3,543.00 3,535.00 3,515.00
R2 3,526.75 3,526.75 3,513.50
R1 3,518.75 3,518.75 3,512.00 3,514.50
PP 3,510.50 3,510.50 3,510.50 3,508.50
S1 3,502.50 3,502.50 3,509.00 3,498.50
S2 3,494.25 3,494.25 3,507.50
S3 3,478.00 3,486.25 3,506.00
S4 3,461.75 3,470.00 3,501.50
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% 26.00 0.7% 88% False False 4,241
10 3,519.25 3,418.00 101.25 2.9% 25.50 0.7% 91% False False 2,397
20 3,519.25 3,341.50 177.75 5.1% 27.00 0.8% 95% False False 1,400
40 3,519.25 3,228.50 290.75 8.3% 28.75 0.8% 97% False False 768
60 3,519.25 3,110.00 409.25 11.7% 28.75 0.8% 98% False False 585
80 3,519.25 3,045.00 474.25 13.5% 22.50 0.6% 98% False False 439
100 3,519.25 3,012.75 506.50 14.4% 18.50 0.5% 98% False False 352
120 3,519.25 2,831.25 688.00 19.6% 15.75 0.4% 99% False False 294
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.50
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,587.75
2.618 3,561.25
1.618 3,545.00
1.000 3,535.00
0.618 3,528.75
HIGH 3,518.75
0.618 3,512.50
0.500 3,510.50
0.382 3,508.75
LOW 3,502.50
0.618 3,492.50
1.000 3,486.25
1.618 3,476.25
2.618 3,460.00
4.250 3,433.50
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 3,510.50 3,505.50
PP 3,510.50 3,500.25
S1 3,510.50 3,495.25

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

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