E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 3,718.50 3,731.50 13.00 0.3% 3,665.75
High 3,732.50 3,737.25 4.75 0.1% 3,722.50
Low 3,712.50 3,709.25 -3.25 -0.1% 3,655.00
Close 3,728.25 3,722.00 -6.25 -0.2% 3,695.25
Range 20.00 28.00 8.00 40.0% 67.50
ATR 44.36 43.19 -1.17 -2.6% 0.00
Volume 205,524 217,906 12,382 6.0% 1,303,898
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,806.75 3,792.50 3,737.50
R3 3,778.75 3,764.50 3,729.75
R2 3,750.75 3,750.75 3,727.25
R1 3,736.50 3,736.50 3,724.50 3,729.50
PP 3,722.75 3,722.75 3,722.75 3,719.50
S1 3,708.50 3,708.50 3,719.50 3,701.50
S2 3,694.75 3,694.75 3,716.75
S3 3,666.75 3,680.50 3,714.25
S4 3,638.75 3,652.50 3,706.50
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 3,737.25 3,637.00 100.25 2.7% 40.25 1.1% 85% True False 277,805
10 3,737.25 3,637.00 100.25 2.7% 38.75 1.0% 85% True False 255,421
20 3,737.25 3,447.75 289.50 7.8% 40.75 1.1% 95% True False 258,244
40 3,737.25 3,412.00 325.25 8.7% 47.00 1.3% 95% True False 277,305
60 3,737.25 3,412.00 325.25 8.7% 42.50 1.1% 95% True False 237,075
80 3,737.25 3,308.50 428.75 11.5% 39.00 1.0% 96% True False 178,019
100 3,737.25 3,188.75 548.50 14.7% 37.50 1.0% 97% True False 142,445
120 3,737.25 3,110.00 627.25 16.9% 35.25 1.0% 98% True False 118,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,856.25
2.618 3,810.50
1.618 3,782.50
1.000 3,765.25
0.618 3,754.50
HIGH 3,737.25
0.618 3,726.50
0.500 3,723.25
0.382 3,720.00
LOW 3,709.25
0.618 3,692.00
1.000 3,681.25
1.618 3,664.00
2.618 3,636.00
4.250 3,590.25
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 3,723.25 3,715.75
PP 3,722.75 3,709.75
S1 3,722.50 3,703.50

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

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