E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	3,572.50	3,583.25	10.75	0.3%	3,640.25
High	3,611.25	3,652.75	41.50	1.1%	3,657.00
Low	3,572.50	3,578.50	6.00	0.2%	3,535.25
Close	3,586.25	3,650.25	64.00	1.8%	3,563.00
Range	38.75	74.25	35.50	91.6%	121.75
ATR	52.92	54.44	1.52	2.9%	0.00
Volume	297,696	265,363	-32,333	-10.9%	1,874,918

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,850.00	3,824.25	3,691.00
R3	3,775.75	3,750.00	3,670.75
R2	3,701.50	3,701.50	3,663.75
R1	3,675.75	3,675.75	3,657.00	3,688.50
PP	3,627.25	3,627.25	3,627.25	3,633.50
S1	3,601.50	3,601.50	3,643.50	3,614.50
S2	3,553.00	3,553.00	3,636.75
S3	3,478.75	3,527.25	3,629.75
S4	3,404.50	3,453.00	3,609.50

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,950.25	3,878.50	3,630.00
R3	3,828.50	3,756.75	3,596.50
R2	3,706.75	3,706.75	3,585.25
R1	3,635.00	3,635.00	3,574.25	3,610.00
PP	3,585.00	3,585.00	3,585.00	3,572.50
S1	3,513.25	3,513.25	3,551.75	3,488.25
S2	3,463.25	3,463.25	3,540.75
S3	3,341.50	3,391.50	3,529.50
S4	3,219.75	3,269.75	3,496.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,652.75	3,535.25	117.50	3.2%	58.00	1.6%	98%	True	False	334,589
10	3,712.75	3,535.25	177.50	4.9%	60.50	1.7%	65%	False	False	343,100
20	3,733.25	3,535.25	198.00	5.4%	54.00	1.5%	58%	False	False	233,885
40	3,733.25	3,408.00	325.25	8.9%	47.00	1.3%	74%	False	False	117,456
60	3,733.25	3,408.00	325.25	8.9%	46.00	1.3%	74%	False	False	78,360
80	3,733.25	3,408.00	325.25	8.9%	37.75	1.0%	74%	False	False	58,771
100	3,733.25	3,307.00	426.25	11.7%	31.00	0.9%	81%	False	False	47,017
120	3,733.25	3,119.75	613.50	16.8%	26.50	0.7%	86%	False	False	39,181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,968.25
2.618	3,847.25
1.618	3,773.00
1.000	3,727.00
0.618	3,698.75
HIGH	3,652.75
0.618	3,624.50
0.500	3,615.50
0.382	3,606.75
LOW	3,578.50
0.618	3,532.50
1.000	3,504.25
1.618	3,458.25
2.618	3,384.00
4.250	3,263.00

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	3,638.75	3,634.25
PP	3,627.25	3,618.25
S1	3,615.50	3,602.00

Download as Excel Spreadsheet

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

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