E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 3,557.25 3,577.00 19.75 0.6% 3,525.00
High 3,578.00 3,605.50 27.50 0.8% 3,618.25
Low 3,539.00 3,570.50 31.50 0.9% 3,516.50
Close 3,573.25 3,586.75 13.50 0.4% 3,530.50
Range 39.00 35.00 -4.00 -10.3% 101.75
ATR 60.00 58.21 -1.79 -3.0% 0.00
Volume 288,746 195,192 -93,554 -32.4% 1,339,481
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 3,692.50 3,674.75 3,606.00
R3 3,657.50 3,639.75 3,596.50
R2 3,622.50 3,622.50 3,593.25
R1 3,604.75 3,604.75 3,590.00 3,613.50
PP 3,587.50 3,587.50 3,587.50 3,592.00
S1 3,569.75 3,569.75 3,583.50 3,578.50
S2 3,552.50 3,552.50 3,580.25
S3 3,517.50 3,534.75 3,577.00
S4 3,482.50 3,499.75 3,567.50
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 3,860.25 3,797.25 3,586.50
R3 3,758.50 3,695.50 3,558.50
R2 3,656.75 3,656.75 3,549.25
R1 3,593.75 3,593.75 3,539.75 3,625.25
PP 3,555.00 3,555.00 3,555.00 3,571.00
S1 3,492.00 3,492.00 3,521.25 3,523.50
S2 3,453.25 3,453.25 3,511.75
S3 3,351.50 3,390.25 3,502.50
S4 3,249.75 3,288.50 3,474.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,605.50 3,480.50 125.00 3.5% 54.00 1.5% 85% True False 320,471
10 3,618.25 3,480.50 137.75 3.8% 52.75 1.5% 77% False False 288,061
20 3,669.00 3,404.75 264.25 7.4% 65.00 1.8% 69% False False 372,719
40 3,733.25 3,404.75 328.50 9.2% 59.50 1.7% 55% False False 309,254
60 3,733.25 3,404.75 328.50 9.2% 52.75 1.5% 55% False False 206,526
80 3,733.25 3,404.75 328.50 9.2% 50.75 1.4% 55% False False 154,947
100 3,733.25 3,404.75 328.50 9.2% 43.50 1.2% 55% False False 123,959
120 3,733.25 3,307.00 426.25 11.9% 37.00 1.0% 66% False False 103,299
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 13.13
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3,754.25
2.618 3,697.25
1.618 3,662.25
1.000 3,640.50
0.618 3,627.25
HIGH 3,605.50
0.618 3,592.25
0.500 3,588.00
0.382 3,583.75
LOW 3,570.50
0.618 3,548.75
1.000 3,535.50
1.618 3,513.75
2.618 3,478.75
4.250 3,421.75
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 3,588.00 3,580.50
PP 3,587.50 3,574.00
S1 3,587.25 3,567.75

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

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