E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 3,653.75 3,695.75 42.00 1.1% 3,694.75
High 3,702.25 3,705.25 3.00 0.1% 3,719.00
Low 3,640.00 3,652.50 12.50 0.3% 3,619.25
Close 3,695.00 3,674.25 -20.75 -0.6% 3,621.00
Range 62.25 52.75 -9.50 -15.3% 99.75
ATR 46.78 47.21 0.43 0.9% 0.00
Volume 364,866 350,571 -14,295 -3.9% 569,063
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,835.50 3,807.75 3,703.25
R3 3,782.75 3,755.00 3,688.75
R2 3,730.00 3,730.00 3,684.00
R1 3,702.25 3,702.25 3,679.00 3,689.75
PP 3,677.25 3,677.25 3,677.25 3,671.00
S1 3,649.50 3,649.50 3,669.50 3,637.00
S2 3,624.50 3,624.50 3,664.50
S3 3,571.75 3,596.75 3,659.75
S4 3,519.00 3,544.00 3,645.25
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,952.25 3,886.50 3,675.75
R3 3,852.50 3,786.75 3,648.50
R2 3,752.75 3,752.75 3,639.25
R1 3,687.00 3,687.00 3,630.25 3,670.00
PP 3,653.00 3,653.00 3,653.00 3,644.50
S1 3,587.25 3,587.25 3,611.75 3,570.25
S2 3,553.25 3,553.25 3,602.75
S3 3,453.50 3,487.50 3,593.50
S4 3,353.75 3,387.75 3,566.25
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 3,602.00 113.50 3.1% 61.50 1.7% 64% False False 307,577
10 3,733.25 3,602.00 131.25 3.6% 51.00 1.4% 55% False False 159,554
20 3,733.25 3,602.00 131.25 3.6% 44.75 1.2% 55% False False 80,543
40 3,733.25 3,408.00 325.25 8.9% 46.50 1.3% 82% False False 40,517
60 3,733.25 3,408.00 325.25 8.9% 39.25 1.1% 82% False False 27,021
80 3,733.25 3,387.75 345.50 9.4% 31.50 0.9% 83% False False 20,266
100 3,733.25 3,307.00 426.25 11.6% 25.75 0.7% 86% False False 16,213
120 3,733.25 3,119.75 613.50 16.7% 22.00 0.6% 90% False False 13,511
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 14.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,929.50
2.618 3,843.25
1.618 3,790.50
1.000 3,758.00
0.618 3,737.75
HIGH 3,705.25
0.618 3,685.00
0.500 3,679.00
0.382 3,672.75
LOW 3,652.50
0.618 3,620.00
1.000 3,599.75
1.618 3,567.25
2.618 3,514.50
4.250 3,428.25
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 3,679.00 3,667.50
PP 3,677.25 3,660.50
S1 3,675.75 3,653.50

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

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