E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 3,667.25 3,658.75 -8.50 -0.2% 3,650.50
High 3,678.25 3,694.00 15.75 0.4% 3,678.25
Low 3,654.00 3,648.25 -5.75 -0.2% 3,632.75
Close 3,657.25 3,680.75 23.50 0.6% 3,657.25
Range 24.25 45.75 21.50 88.7% 45.50
ATR 39.83 40.26 0.42 1.1% 0.00
Volume 494 1,948 1,454 294.3% 2,174
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,811.50 3,792.00 3,706.00
R3 3,765.75 3,746.25 3,693.25
R2 3,720.00 3,720.00 3,689.25
R1 3,700.50 3,700.50 3,685.00 3,710.25
PP 3,674.25 3,674.25 3,674.25 3,679.25
S1 3,654.75 3,654.75 3,676.50 3,664.50
S2 3,628.50 3,628.50 3,672.25
S3 3,582.75 3,609.00 3,668.25
S4 3,537.00 3,563.25 3,655.50
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,792.50 3,770.50 3,682.25
R3 3,747.00 3,725.00 3,669.75
R2 3,701.50 3,701.50 3,665.50
R1 3,679.50 3,679.50 3,661.50 3,690.50
PP 3,656.00 3,656.00 3,656.00 3,661.50
S1 3,634.00 3,634.00 3,653.00 3,645.00
S2 3,610.50 3,610.50 3,649.00
S3 3,565.00 3,588.50 3,644.75
S4 3,519.50 3,543.00 3,632.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,694.00 3,632.75 61.25 1.7% 31.75 0.9% 78% True False 824
10 3,694.00 3,545.00 149.00 4.0% 33.25 0.9% 91% True False 719
20 3,694.00 3,408.00 286.00 7.8% 46.00 1.2% 95% True False 633
40 3,694.00 3,408.00 286.00 7.8% 37.50 1.0% 95% True False 336
60 3,694.00 3,408.00 286.00 7.8% 28.75 0.8% 95% True False 225
80 3,694.00 3,307.00 387.00 10.5% 22.00 0.6% 97% True False 169
100 3,694.00 3,119.75 574.25 15.6% 18.25 0.5% 98% True False 136
120 3,694.00 3,067.00 627.00 17.0% 15.25 0.4% 98% True False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.73
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,888.50
2.618 3,813.75
1.618 3,768.00
1.000 3,739.75
0.618 3,722.25
HIGH 3,694.00
0.618 3,676.50
0.500 3,671.00
0.382 3,665.75
LOW 3,648.25
0.618 3,620.00
1.000 3,602.50
1.618 3,574.25
2.618 3,528.50
4.250 3,453.75
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 3,677.50 3,675.00
PP 3,674.25 3,669.25
S1 3,671.00 3,663.50

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

View Archives - Comment on this page... - Back to Index of Symbols