E-mini NASDAQ-100 Future March 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	3,575.75	3,560.25	-15.50	-0.4%	3,569.75
High	3,579.00	3,566.50	-12.50	-0.3%	3,594.75
Low	3,549.00	3,527.25	-21.75	-0.6%	3,527.25
Close	3,559.25	3,531.50	-27.75	-0.8%	3,531.50
Range	30.00	39.25	9.25	30.8%	67.50
ATR	31.28	31.85	0.57	1.8%	0.00
Volume	196,559	195,452	-1,107	-0.6%	553,842

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,659.50	3,634.75	3,553.00
R3	3,620.25	3,595.50	3,542.25
R2	3,581.00	3,581.00	3,538.75
R1	3,556.25	3,556.25	3,535.00	3,549.00
PP	3,541.75	3,541.75	3,541.75	3,538.00
S1	3,517.00	3,517.00	3,528.00	3,509.75
S2	3,502.50	3,502.50	3,524.25
S3	3,463.25	3,477.75	3,520.75
S4	3,424.00	3,438.50	3,510.00

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,753.75	3,710.00	3,568.50
R3	3,686.25	3,642.50	3,550.00
R2	3,618.75	3,618.75	3,544.00
R1	3,575.00	3,575.00	3,537.75	3,563.00
PP	3,551.25	3,551.25	3,551.25	3,545.25
S1	3,507.50	3,507.50	3,525.25	3,495.50
S2	3,483.75	3,483.75	3,519.00
S3	3,416.25	3,440.00	3,513.00
S4	3,348.75	3,372.50	3,494.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,594.75	3,527.25	67.50	1.9%	27.50	0.8%	6%	False	True	129,728
10	3,594.75	3,478.00	116.75	3.3%	27.00	0.8%	46%	False	False	130,787
20	3,594.75	3,415.25	179.50	5.1%	32.50	0.9%	65%	False	False	135,127
40	3,594.75	3,308.25	286.50	8.1%	31.50	0.9%	78%	False	False	67,791
60	3,594.75	3,110.00	484.75	13.7%	31.75	0.9%	87%	False	False	45,255
80	3,594.75	3,110.00	484.75	13.7%	28.75	0.8%	87%	False	False	33,983
100	3,594.75	3,045.00	549.75	15.6%	23.50	0.7%	88%	False	False	27,186
120	3,594.75	3,012.75	582.00	16.5%	20.00	0.6%	89%	False	False	22,655

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	3.25
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,733.25
2.618	3,669.25
1.618	3,630.00
1.000	3,605.75
0.618	3,590.75
HIGH	3,566.50
0.618	3,551.50
0.500	3,547.00
0.382	3,542.25
LOW	3,527.25
0.618	3,503.00
1.000	3,488.00
1.618	3,463.75
2.618	3,424.50
4.250	3,360.50

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	3,547.00	3,561.00
PP	3,541.75	3,551.25
S1	3,536.50	3,541.25

Download as Excel Spreadsheet

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

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