E-mini NASDAQ-100 Future June 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 3,674.00 3,692.00 18.00 0.5% 3,658.75
High 3,699.00 3,715.50 16.50 0.4% 3,715.50
Low 3,656.75 3,658.00 1.25 0.0% 3,648.25
Close 3,694.25 3,688.00 -6.25 -0.2% 3,688.00
Range 42.25 57.50 15.25 36.1% 67.25
ATR 39.50 40.78 1.29 3.3% 0.00
Volume 1,483 1,442 -41 -2.8% 6,420
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,859.75 3,831.25 3,719.50
R3 3,802.25 3,773.75 3,703.75
R2 3,744.75 3,744.75 3,698.50
R1 3,716.25 3,716.25 3,693.25 3,701.75
PP 3,687.25 3,687.25 3,687.25 3,680.00
S1 3,658.75 3,658.75 3,682.75 3,644.25
S2 3,629.75 3,629.75 3,677.50
S3 3,572.25 3,601.25 3,672.25
S4 3,514.75 3,543.75 3,656.50
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,885.75 3,854.00 3,725.00
R3 3,818.50 3,786.75 3,706.50
R2 3,751.25 3,751.25 3,700.25
R1 3,719.50 3,719.50 3,694.25 3,735.50
PP 3,684.00 3,684.00 3,684.00 3,691.75
S1 3,652.25 3,652.25 3,681.75 3,668.00
S2 3,616.75 3,616.75 3,675.75
S3 3,549.50 3,585.00 3,669.50
S4 3,482.25 3,517.75 3,651.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,715.50 3,648.25 67.25 1.8% 42.25 1.1% 59% True False 1,284
10 3,715.50 3,632.75 82.75 2.2% 35.25 1.0% 67% True False 907
20 3,715.50 3,408.00 307.50 8.3% 42.75 1.2% 91% True False 796
40 3,715.50 3,408.00 307.50 8.3% 41.00 1.1% 91% True False 447
60 3,715.50 3,408.00 307.50 8.3% 30.75 0.8% 91% True False 300
80 3,715.50 3,307.00 408.50 11.1% 24.00 0.7% 93% True False 225
100 3,715.50 3,119.75 595.75 16.2% 20.00 0.5% 95% True False 180
120 3,715.50 3,119.75 595.75 16.2% 16.75 0.5% 95% True False 150
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 12.28
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,960.00
2.618 3,866.00
1.618 3,808.50
1.000 3,773.00
0.618 3,751.00
HIGH 3,715.50
0.618 3,693.50
0.500 3,686.75
0.382 3,680.00
LOW 3,658.00
0.618 3,622.50
1.000 3,600.50
1.618 3,565.00
2.618 3,507.50
4.250 3,413.50
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 3,687.50 3,687.25
PP 3,687.25 3,686.50
S1 3,686.75 3,685.75

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

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