E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 3,583.25 3,650.50 67.25 1.9% 3,640.25
High 3,652.75 3,668.50 15.75 0.4% 3,657.00
Low 3,578.50 3,642.50 64.00 1.8% 3,535.25
Close 3,650.25 3,658.25 8.00 0.2% 3,563.00
Range 74.25 26.00 -48.25 -65.0% 121.75
ATR 54.44 52.41 -2.03 -3.7% 0.00
Volume 265,363 239,816 -25,547 -9.6% 1,874,918
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 3,734.50 3,722.25 3,672.50
R3 3,708.50 3,696.25 3,665.50
R2 3,682.50 3,682.50 3,663.00
R1 3,670.25 3,670.25 3,660.75 3,676.50
PP 3,656.50 3,656.50 3,656.50 3,659.50
S1 3,644.25 3,644.25 3,655.75 3,650.50
S2 3,630.50 3,630.50 3,653.50
S3 3,604.50 3,618.25 3,651.00
S4 3,578.50 3,592.25 3,644.00
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 3,668.50 3,535.25 133.25 3.6% 47.75 1.3% 92% True False 311,982
10 3,712.75 3,535.25 177.50 4.9% 57.75 1.6% 69% False False 332,025
20 3,733.25 3,535.25 198.00 5.4% 54.25 1.5% 62% False False 245,790
40 3,733.25 3,408.00 325.25 8.9% 46.75 1.3% 77% False False 123,430
60 3,733.25 3,408.00 325.25 8.9% 46.00 1.3% 77% False False 82,357
80 3,733.25 3,408.00 325.25 8.9% 38.25 1.0% 77% False False 61,769
100 3,733.25 3,307.00 426.25 11.7% 31.25 0.9% 82% False False 49,416
120 3,733.25 3,179.00 554.25 15.2% 26.75 0.7% 86% False False 41,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.20
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3,779.00
2.618 3,736.50
1.618 3,710.50
1.000 3,694.50
0.618 3,684.50
HIGH 3,668.50
0.618 3,658.50
0.500 3,655.50
0.382 3,652.50
LOW 3,642.50
0.618 3,626.50
1.000 3,616.50
1.618 3,600.50
2.618 3,574.50
4.250 3,532.00
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 3,657.25 3,645.75
PP 3,656.50 3,633.00
S1 3,655.50 3,620.50

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

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