E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	3,584.50	3,595.75	11.25	0.3%	3,435.75
High	3,599.50	3,618.25	18.75	0.5%	3,542.50
Low	3,546.00	3,544.00	-2.00	-0.1%	3,404.75
Close	3,554.50	3,584.75	30.25	0.9%	3,523.25
Range	53.50	74.25	20.75	38.8%	137.75
ATR	59.82	60.85	1.03	1.7%	0.00
Volume	249,723	393,068	143,345	57.4%	1,650,631

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,805.00	3,769.25	3,625.50
R3	3,730.75	3,695.00	3,605.25
R2	3,656.50	3,656.50	3,598.25
R1	3,620.75	3,620.75	3,591.50	3,601.50
PP	3,582.25	3,582.25	3,582.25	3,572.75
S1	3,546.50	3,546.50	3,578.00	3,527.25
S2	3,508.00	3,508.00	3,571.25
S3	3,433.75	3,472.25	3,564.25
S4	3,359.50	3,398.00	3,544.00

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,903.50	3,851.00	3,599.00
R3	3,765.75	3,713.25	3,561.25
R2	3,628.00	3,628.00	3,548.50
R1	3,575.50	3,575.50	3,536.00	3,601.75
PP	3,490.25	3,490.25	3,490.25	3,503.25
S1	3,437.75	3,437.75	3,510.50	3,464.00
S2	3,352.50	3,352.50	3,498.00
S3	3,214.75	3,300.00	3,485.25
S4	3,077.00	3,162.25	3,447.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,618.25	3,492.50	125.75	3.5%	51.50	1.4%	73%	True	False	255,650
10	3,618.25	3,404.75	213.50	6.0%	65.00	1.8%	84%	True	False	372,155
20	3,669.00	3,404.75	264.25	7.4%	63.25	1.8%	68%	False	False	370,596
40	3,733.25	3,404.75	328.50	9.2%	58.25	1.6%	55%	False	False	269,462
60	3,733.25	3,404.75	328.50	9.2%	53.75	1.5%	55%	False	False	179,867
80	3,733.25	3,404.75	328.50	9.2%	48.50	1.4%	55%	False	False	134,918
100	3,733.25	3,404.75	328.50	9.2%	41.00	1.1%	55%	False	False	107,935
120	3,733.25	3,307.00	426.25	11.9%	34.75	1.0%	65%	False	False	89,946

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.05
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,933.75
2.618	3,812.75
1.618	3,738.50
1.000	3,692.50
0.618	3,664.25
HIGH	3,618.25
0.618	3,590.00
0.500	3,581.00
0.382	3,572.25
LOW	3,544.00
0.618	3,498.00
1.000	3,469.75
1.618	3,423.75
2.618	3,349.50
4.250	3,228.50

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	3,583.50	3,583.50
PP	3,582.25	3,582.25
S1	3,581.00	3,581.00

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