E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 3,514.50 3,512.25 -2.25 -0.1% 3,489.50
High 3,518.75 3,516.50 -2.25 -0.1% 3,505.00
Low 3,502.50 3,459.25 -43.25 -1.2% 3,447.75
Close 3,510.50 3,465.50 -45.00 -1.3% 3,498.25
Range 16.25 57.25 41.00 252.3% 57.25
ATR 27.84 29.94 2.10 7.5% 0.00
Volume 4,938 34,905 29,967 606.9% 11,032
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,652.25 3,616.00 3,497.00
R3 3,595.00 3,558.75 3,481.25
R2 3,537.75 3,537.75 3,476.00
R1 3,501.50 3,501.50 3,470.75 3,491.00
PP 3,480.50 3,480.50 3,480.50 3,475.00
S1 3,444.25 3,444.25 3,460.25 3,433.75
S2 3,423.25 3,423.25 3,455.00
S3 3,366.00 3,387.00 3,449.75
S4 3,308.75 3,329.75 3,434.00
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 3,459.25 60.00 1.7% 29.50 0.8% 10% False True 10,795
10 3,519.25 3,440.00 79.25 2.3% 28.00 0.8% 32% False False 5,880
20 3,519.25 3,343.00 176.25 5.1% 28.75 0.8% 70% False False 3,144
40 3,519.25 3,238.00 281.25 8.1% 29.50 0.9% 81% False False 1,638
60 3,519.25 3,110.00 409.25 11.8% 29.50 0.9% 87% False False 1,167
80 3,519.25 3,045.00 474.25 13.7% 23.00 0.7% 89% False False 876
100 3,519.25 3,012.75 506.50 14.6% 19.00 0.6% 89% False False 701
120 3,519.25 2,831.25 688.00 19.9% 16.25 0.5% 92% False False 585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.30
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,759.75
2.618 3,666.50
1.618 3,609.25
1.000 3,573.75
0.618 3,552.00
HIGH 3,516.50
0.618 3,494.75
0.500 3,488.00
0.382 3,481.00
LOW 3,459.25
0.618 3,423.75
1.000 3,402.00
1.618 3,366.50
2.618 3,309.25
4.250 3,216.00
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 3,488.00 3,489.25
PP 3,480.50 3,481.25
S1 3,473.00 3,473.50

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

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