E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 3,549.75 3,563.25 13.50 0.4% 3,530.50
High 3,572.00 3,566.50 -5.50 -0.2% 3,577.00
Low 3,529.50 3,492.50 -37.00 -1.0% 3,505.75
Close 3,561.50 3,509.50 -52.00 -1.5% 3,561.50
Range 42.50 74.00 31.50 74.1% 71.25
ATR 33.54 36.43 2.89 8.6% 0.00
Volume 263,424 333,010 69,586 26.4% 1,124,036
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,744.75 3,701.25 3,550.25
R3 3,670.75 3,627.25 3,529.75
R2 3,596.75 3,596.75 3,523.00
R1 3,553.25 3,553.25 3,516.25 3,538.00
PP 3,522.75 3,522.75 3,522.75 3,515.25
S1 3,479.25 3,479.25 3,502.75 3,464.00
S2 3,448.75 3,448.75 3,496.00
S3 3,374.75 3,405.25 3,489.25
S4 3,300.75 3,331.25 3,468.75
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,761.75 3,733.00 3,600.75
R3 3,690.50 3,661.75 3,581.00
R2 3,619.25 3,619.25 3,574.50
R1 3,590.50 3,590.50 3,568.00 3,605.00
PP 3,548.00 3,548.00 3,548.00 3,555.25
S1 3,519.25 3,519.25 3,555.00 3,533.50
S2 3,476.75 3,476.75 3,548.50
S3 3,405.50 3,448.00 3,542.00
S4 3,334.25 3,376.75 3,522.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,577.00 3,492.50 84.50 2.4% 45.00 1.3% 20% False True 242,207
10 3,594.75 3,492.50 102.25 2.9% 37.50 1.1% 17% False True 201,088
20 3,594.75 3,415.25 179.50 5.1% 36.75 1.0% 53% False False 198,511
40 3,594.75 3,354.00 240.75 6.9% 32.00 0.9% 65% False False 104,212
60 3,594.75 3,250.00 344.75 9.8% 31.75 0.9% 75% False False 69,518
80 3,594.75 3,110.00 484.75 13.8% 31.50 0.9% 82% False False 52,195
100 3,594.75 3,045.00 549.75 15.7% 26.00 0.7% 84% False False 41,757
120 3,594.75 3,035.00 559.75 15.9% 22.00 0.6% 85% False False 34,797
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 6.68
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3,881.00
2.618 3,760.25
1.618 3,686.25
1.000 3,640.50
0.618 3,612.25
HIGH 3,566.50
0.618 3,538.25
0.500 3,529.50
0.382 3,520.75
LOW 3,492.50
0.618 3,446.75
1.000 3,418.50
1.618 3,372.75
2.618 3,298.75
4.250 3,178.00
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 3,529.50 3,534.75
PP 3,522.75 3,526.25
S1 3,516.25 3,518.00

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

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