E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 3,549.25 3,611.50 62.25 1.8% 3,583.25
High 3,613.50 3,624.25 10.75 0.3% 3,603.75
Low 3,548.25 3,603.50 55.25 1.6% 3,497.50
Close 3,607.75 3,608.75 1.00 0.0% 3,548.00
Range 65.25 20.75 -44.50 -68.2% 106.25
ATR 56.91 54.33 -2.58 -4.5% 0.00
Volume 246,729 221,779 -24,950 -10.1% 1,652,104
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 3,674.50 3,662.25 3,620.25
R3 3,653.75 3,641.50 3,614.50
R2 3,633.00 3,633.00 3,612.50
R1 3,620.75 3,620.75 3,610.75 3,616.50
PP 3,612.25 3,612.25 3,612.25 3,610.00
S1 3,600.00 3,600.00 3,606.75 3,595.75
S2 3,591.50 3,591.50 3,605.00
S3 3,570.75 3,579.25 3,603.00
S4 3,550.00 3,558.50 3,597.25
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 3,624.25 3,497.50 126.75 3.5% 51.50 1.4% 88% True False 324,850
10 3,624.25 3,497.50 126.75 3.5% 47.50 1.3% 88% True False 290,212
20 3,624.25 3,404.75 219.50 6.1% 53.50 1.5% 93% True False 314,851
40 3,712.75 3,404.75 308.00 8.5% 59.75 1.7% 66% False False 347,706
60 3,733.25 3,404.75 328.50 9.1% 53.75 1.5% 62% False False 246,745
80 3,733.25 3,404.75 328.50 9.1% 52.25 1.4% 62% False False 185,169
100 3,733.25 3,404.75 328.50 9.1% 47.00 1.3% 62% False False 148,140
120 3,733.25 3,354.00 379.25 10.5% 40.00 1.1% 67% False False 123,451
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 12.73
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 3,712.50
2.618 3,678.50
1.618 3,657.75
1.000 3,645.00
0.618 3,637.00
HIGH 3,624.25
0.618 3,616.25
0.500 3,614.00
0.382 3,611.50
LOW 3,603.50
0.618 3,590.75
1.000 3,582.75
1.618 3,570.00
2.618 3,549.25
4.250 3,515.25
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 3,614.00 3,595.00
PP 3,612.25 3,581.25
S1 3,610.50 3,567.50

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

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