E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 3,680.25 3,703.75 23.50 0.6% 3,665.75
High 3,706.75 3,722.50 15.75 0.4% 3,722.50
Low 3,661.25 3,665.00 3.75 0.1% 3,655.00
Close 3,701.50 3,695.25 -6.25 -0.2% 3,695.25
Range 45.50 57.50 12.00 26.4% 67.50
ATR 43.63 44.62 0.99 2.3% 0.00
Volume 264,249 325,511 61,262 23.2% 1,303,898
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,866.75 3,838.50 3,727.00
R3 3,809.25 3,781.00 3,711.00
R2 3,751.75 3,751.75 3,705.75
R1 3,723.50 3,723.50 3,700.50 3,709.00
PP 3,694.25 3,694.25 3,694.25 3,687.00
S1 3,666.00 3,666.00 3,690.00 3,651.50
S2 3,636.75 3,636.75 3,684.75
S3 3,579.25 3,608.50 3,679.50
S4 3,521.75 3,551.00 3,663.50
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,893.50 3,861.75 3,732.50
R3 3,826.00 3,794.25 3,713.75
R2 3,758.50 3,758.50 3,707.50
R1 3,726.75 3,726.75 3,701.50 3,742.50
PP 3,691.00 3,691.00 3,691.00 3,698.75
S1 3,659.25 3,659.25 3,689.00 3,675.00
S2 3,623.50 3,623.50 3,683.00
S3 3,556.00 3,591.75 3,676.75
S4 3,488.50 3,524.25 3,658.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,722.50 3,655.00 67.50 1.8% 43.50 1.2% 60% True False 260,779
10 3,722.50 3,638.00 84.50 2.3% 37.75 1.0% 68% True False 247,077
20 3,722.50 3,412.00 310.50 8.4% 46.25 1.3% 91% True False 277,388
40 3,722.50 3,412.00 310.50 8.4% 47.00 1.3% 91% True False 271,460
60 3,722.50 3,412.00 310.50 8.4% 42.00 1.1% 91% True False 219,524
80 3,722.50 3,308.25 414.25 11.2% 39.00 1.1% 93% True False 164,729
100 3,722.50 3,110.00 612.50 16.6% 38.00 1.0% 96% True False 131,817
120 3,722.50 3,110.00 612.50 16.6% 34.25 0.9% 96% True False 109,875
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 12.00
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,967.00
2.618 3,873.00
1.618 3,815.50
1.000 3,780.00
0.618 3,758.00
HIGH 3,722.50
0.618 3,700.50
0.500 3,693.75
0.382 3,687.00
LOW 3,665.00
0.618 3,629.50
1.000 3,607.50
1.618 3,572.00
2.618 3,514.50
4.250 3,420.50
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 3,694.75 3,694.00
PP 3,694.25 3,693.00
S1 3,693.75 3,692.00

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

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