E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 3,539.25 3,533.50 -5.75 -0.2% 3,583.25
High 3,579.75 3,552.25 -27.50 -0.8% 3,603.75
Low 3,518.50 3,510.50 -8.00 -0.2% 3,497.50
Close 3,537.50 3,548.00 10.50 0.3% 3,548.00
Range 61.25 41.75 -19.50 -31.8% 106.25
ATR 57.37 56.25 -1.12 -1.9% 0.00
Volume 388,610 319,908 -68,702 -17.7% 1,652,104
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 3,662.25 3,646.75 3,571.00
R3 3,620.50 3,605.00 3,559.50
R2 3,578.75 3,578.75 3,555.75
R1 3,563.25 3,563.25 3,551.75 3,571.00
PP 3,537.00 3,537.00 3,537.00 3,540.75
S1 3,521.50 3,521.50 3,544.25 3,529.25
S2 3,495.25 3,495.25 3,540.25
S3 3,453.50 3,479.75 3,536.50
S4 3,411.75 3,438.00 3,525.00
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 3,868.50 3,814.50 3,606.50
R3 3,762.25 3,708.25 3,577.25
R2 3,656.00 3,656.00 3,567.50
R1 3,602.00 3,602.00 3,557.75 3,576.00
PP 3,549.75 3,549.75 3,549.75 3,536.75
S1 3,495.75 3,495.75 3,538.25 3,469.50
S2 3,443.50 3,443.50 3,528.50
S3 3,337.25 3,389.50 3,518.75
S4 3,231.00 3,283.25 3,489.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,603.75 3,497.50 106.25 3.0% 55.75 1.6% 48% False False 330,420
10 3,605.50 3,480.50 125.00 3.5% 51.00 1.4% 54% False False 322,166
20 3,618.25 3,404.75 213.50 6.0% 55.25 1.6% 67% False False 337,272
40 3,712.75 3,404.75 308.00 8.7% 60.25 1.7% 47% False False 352,919
60 3,733.25 3,404.75 328.50 9.3% 53.75 1.5% 44% False False 238,961
80 3,733.25 3,404.75 328.50 9.3% 51.50 1.5% 44% False False 179,316
100 3,733.25 3,404.75 328.50 9.3% 46.25 1.3% 44% False False 143,455
120 3,733.25 3,354.00 379.25 10.7% 39.25 1.1% 51% False False 119,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.63
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,729.75
2.618 3,661.50
1.618 3,619.75
1.000 3,594.00
0.618 3,578.00
HIGH 3,552.25
0.618 3,536.25
0.500 3,531.50
0.382 3,526.50
LOW 3,510.50
0.618 3,484.75
1.000 3,468.75
1.618 3,443.00
2.618 3,401.25
4.250 3,333.00
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 3,542.50 3,545.00
PP 3,537.00 3,541.75
S1 3,531.50 3,538.50

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

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