E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 3,599.00 3,631.50 32.50 0.9% 3,549.25
High 3,635.75 3,659.75 24.00 0.7% 3,624.25
Low 3,593.25 3,631.25 38.00 1.1% 3,540.25
Close 3,633.50 3,648.00 14.50 0.4% 3,582.75
Range 42.50 28.50 -14.00 -32.9% 84.00
ATR 51.43 49.79 -1.64 -3.2% 0.00
Volume 257,181 217,632 -39,549 -15.4% 1,396,514
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 3,731.75 3,718.50 3,663.75
R3 3,703.25 3,690.00 3,655.75
R2 3,674.75 3,674.75 3,653.25
R1 3,661.50 3,661.50 3,650.50 3,668.00
PP 3,646.25 3,646.25 3,646.25 3,649.75
S1 3,633.00 3,633.00 3,645.50 3,639.50
S2 3,617.75 3,617.75 3,642.75
S3 3,589.25 3,604.50 3,640.25
S4 3,560.75 3,576.00 3,632.25
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 3,834.50 3,792.50 3,629.00
R3 3,750.50 3,708.50 3,605.75
R2 3,666.50 3,666.50 3,598.25
R1 3,624.50 3,624.50 3,590.50 3,645.50
PP 3,582.50 3,582.50 3,582.50 3,593.00
S1 3,540.50 3,540.50 3,575.00 3,561.50
S2 3,498.50 3,498.50 3,567.25
S3 3,414.50 3,456.50 3,559.75
S4 3,330.50 3,372.50 3,536.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,659.75 3,543.00 116.75 3.2% 41.75 1.1% 90% True False 257,655
10 3,659.75 3,510.50 149.25 4.1% 43.50 1.2% 92% True False 271,008
20 3,659.75 3,480.50 179.25 4.9% 49.00 1.3% 93% True False 297,110
40 3,669.00 3,404.75 264.25 7.2% 56.00 1.5% 92% False False 333,853
60 3,733.25 3,404.75 328.50 9.0% 55.25 1.5% 74% False False 278,678
80 3,733.25 3,404.75 328.50 9.0% 52.50 1.4% 74% False False 209,178
100 3,733.25 3,404.75 328.50 9.0% 48.50 1.3% 74% False False 167,357
120 3,733.25 3,404.75 328.50 9.0% 42.25 1.2% 74% False False 139,465
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 10.00
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,781.00
2.618 3,734.25
1.618 3,705.75
1.000 3,688.25
0.618 3,677.25
HIGH 3,659.75
0.618 3,648.75
0.500 3,645.50
0.382 3,642.25
LOW 3,631.25
0.618 3,613.75
1.000 3,602.75
1.618 3,585.25
2.618 3,556.75
4.250 3,510.00
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 3,647.25 3,639.50
PP 3,646.25 3,630.75
S1 3,645.50 3,622.00

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

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