E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 3,660.00 3,676.00 16.00 0.4% 3,560.25
High 3,684.75 3,679.50 -5.25 -0.1% 3,668.00
Low 3,654.00 3,645.25 -8.75 -0.2% 3,550.50
Close 3,675.00 3,654.50 -20.50 -0.6% 3,661.00
Range 30.75 34.25 3.50 11.4% 117.50
ATR 47.80 46.83 -0.97 -2.0% 0.00
Volume 220,169 277,354 57,185 26.0% 1,207,766
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,762.50 3,742.75 3,673.25
R3 3,728.25 3,708.50 3,664.00
R2 3,694.00 3,694.00 3,660.75
R1 3,674.25 3,674.25 3,657.75 3,667.00
PP 3,659.75 3,659.75 3,659.75 3,656.00
S1 3,640.00 3,640.00 3,651.25 3,632.75
S2 3,625.50 3,625.50 3,648.25
S3 3,591.25 3,605.75 3,645.00
S4 3,557.00 3,571.50 3,635.75
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,979.00 3,937.50 3,725.50
R3 3,861.50 3,820.00 3,693.25
R2 3,744.00 3,744.00 3,682.50
R1 3,702.50 3,702.50 3,671.75 3,723.25
PP 3,626.50 3,626.50 3,626.50 3,637.00
S1 3,585.00 3,585.00 3,650.25 3,605.75
S2 3,509.00 3,509.00 3,639.50
S3 3,391.50 3,467.50 3,628.75
S4 3,274.00 3,350.00 3,596.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,684.75 3,596.75 88.00 2.4% 35.50 1.0% 66% False False 250,073
10 3,684.75 3,412.00 272.75 7.5% 44.00 1.2% 89% False False 269,782
20 3,684.75 3,412.00 272.75 7.5% 54.00 1.5% 89% False False 304,628
40 3,684.75 3,412.00 272.75 7.5% 44.25 1.2% 89% False False 244,022
60 3,684.75 3,356.00 328.75 9.0% 40.50 1.1% 91% False False 190,262
80 3,684.75 3,308.25 376.50 10.3% 37.75 1.0% 92% False False 142,740
100 3,684.75 3,110.00 574.75 15.7% 37.25 1.0% 95% False False 114,240
120 3,684.75 3,055.00 629.75 17.2% 32.00 0.9% 95% False False 95,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,825.00
2.618 3,769.25
1.618 3,735.00
1.000 3,713.75
0.618 3,700.75
HIGH 3,679.50
0.618 3,666.50
0.500 3,662.50
0.382 3,658.25
LOW 3,645.25
0.618 3,624.00
1.000 3,611.00
1.618 3,589.75
2.618 3,555.50
4.250 3,499.75
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 3,662.50 3,661.50
PP 3,659.75 3,659.00
S1 3,657.00 3,656.75

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

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