E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 3,490.75 3,560.25 69.50 2.0% 3,514.00
High 3,561.75 3,581.75 20.00 0.6% 3,561.75
Low 3,479.50 3,550.50 71.00 2.0% 3,412.00
Close 3,558.00 3,577.50 19.50 0.5% 3,558.00
Range 82.25 31.25 -51.00 -62.0% 149.75
ATR 53.85 52.23 -1.61 -3.0% 0.00
Volume 367,851 205,066 -162,785 -44.3% 1,755,202
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,663.75 3,651.75 3,594.75
R3 3,632.50 3,620.50 3,586.00
R2 3,601.25 3,601.25 3,583.25
R1 3,589.25 3,589.25 3,580.25 3,595.25
PP 3,570.00 3,570.00 3,570.00 3,573.00
S1 3,558.00 3,558.00 3,574.75 3,564.00
S2 3,538.75 3,538.75 3,571.75
S3 3,507.50 3,526.75 3,569.00
S4 3,476.25 3,495.50 3,560.25
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,959.75 3,908.75 3,640.25
R3 3,810.00 3,759.00 3,599.25
R2 3,660.25 3,660.25 3,585.50
R1 3,609.25 3,609.25 3,571.75 3,634.75
PP 3,510.50 3,510.50 3,510.50 3,523.50
S1 3,459.50 3,459.50 3,544.25 3,485.00
S2 3,360.75 3,360.75 3,530.50
S3 3,211.00 3,309.75 3,516.75
S4 3,061.25 3,160.00 3,475.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,581.75 3,412.00 169.75 4.7% 51.75 1.4% 97% True False 304,399
10 3,581.75 3,412.00 169.75 4.7% 60.50 1.7% 97% True False 329,718
20 3,635.25 3,412.00 223.25 6.2% 56.25 1.6% 74% False False 304,086
40 3,635.25 3,412.00 223.25 6.2% 45.25 1.3% 74% False False 246,358
60 3,635.25 3,343.00 292.25 8.2% 39.75 1.1% 80% False False 165,287
80 3,635.25 3,238.00 397.25 11.1% 37.25 1.0% 85% False False 123,998
100 3,635.25 3,110.00 525.25 14.7% 35.75 1.0% 89% False False 99,243
120 3,635.25 3,045.00 590.25 16.5% 30.50 0.9% 90% False False 82,703
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 9.90
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,714.50
2.618 3,663.50
1.618 3,632.25
1.000 3,613.00
0.618 3,601.00
HIGH 3,581.75
0.618 3,569.75
0.500 3,566.00
0.382 3,562.50
LOW 3,550.50
0.618 3,531.25
1.000 3,519.25
1.618 3,500.00
2.618 3,468.75
4.250 3,417.75
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 3,573.75 3,556.50
PP 3,570.00 3,535.75
S1 3,566.00 3,514.75

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

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