E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 3,681.25 3,698.25 17.00 0.5% 3,629.25
High 3,705.50 3,734.79 29.29 0.8% 3,734.79
Low 3,664.75 3,694.25 29.50 0.8% 3,608.50
Close 3,699.00 3,734.79 35.79 1.0% 3,734.79
Range 40.75 40.54 -0.21 -0.5% 126.29
ATR 48.15 47.61 -0.54 -1.1% 0.00
Volume 38,950 2,555 -36,395 -93.4% 338,316
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,843.00 3,829.50 3,757.00
R3 3,802.25 3,788.75 3,746.00
R2 3,761.75 3,761.75 3,742.25
R1 3,748.25 3,748.25 3,738.50 3,755.00
PP 3,721.25 3,721.25 3,721.25 3,724.75
S1 3,707.75 3,707.75 3,731.00 3,714.50
S2 3,680.75 3,680.75 3,727.25
S3 3,640.25 3,667.25 3,723.75
S4 3,599.75 3,626.75 3,712.50
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 4,071.50 4,029.50 3,804.25
R3 3,945.25 3,903.25 3,769.50
R2 3,819.00 3,819.00 3,758.00
R1 3,777.00 3,777.00 3,746.25 3,798.00
PP 3,692.75 3,692.75 3,692.75 3,703.25
S1 3,650.50 3,650.50 3,723.25 3,671.75
S2 3,566.50 3,566.50 3,711.75
S3 3,440.00 3,524.25 3,700.00
S4 3,313.75 3,398.00 3,665.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,734.79 3,608.50 126.29 3.4% 53.25 1.4% 100% True False 67,663
10 3,734.79 3,608.50 126.29 3.4% 50.75 1.4% 100% True False 172,827
20 3,740.50 3,608.50 132.00 3.5% 46.25 1.2% 96% False False 219,945
40 3,740.50 3,412.00 328.50 8.8% 49.75 1.3% 98% False False 261,923
60 3,740.50 3,412.00 328.50 8.8% 44.75 1.2% 98% False False 238,525
80 3,740.50 3,412.00 328.50 8.8% 42.00 1.1% 98% False False 203,365
100 3,740.50 3,308.25 432.25 11.6% 39.25 1.1% 99% False False 162,745
120 3,740.50 3,110.00 630.50 16.9% 39.00 1.0% 99% False False 135,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 13.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,907.00
2.618 3,841.00
1.618 3,800.50
1.000 3,775.25
0.618 3,759.75
HIGH 3,734.75
0.618 3,719.25
0.500 3,714.50
0.382 3,709.75
LOW 3,694.25
0.618 3,669.25
1.000 3,653.75
1.618 3,628.75
2.618 3,588.00
4.250 3,522.00
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 3,728.00 3,722.25
PP 3,721.25 3,709.75
S1 3,714.50 3,697.25

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

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