E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 3,792.50 3,802.00 9.50 0.3% 3,735.00
High 3,802.75 3,804.75 2.00 0.1% 3,800.25
Low 3,784.75 3,779.50 -5.25 -0.1% 3,707.25
Close 3,800.50 3,798.25 -2.25 -0.1% 3,798.00
Range 18.00 25.25 7.25 40.3% 93.00
ATR 37.33 36.47 -0.86 -2.3% 0.00
Volume 154,780 203,579 48,799 31.5% 1,082,091
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,870.00 3,859.25 3,812.25
R3 3,844.75 3,834.00 3,805.25
R2 3,819.50 3,819.50 3,803.00
R1 3,808.75 3,808.75 3,800.50 3,801.50
PP 3,794.25 3,794.25 3,794.25 3,790.50
S1 3,783.50 3,783.50 3,796.00 3,776.25
S2 3,769.00 3,769.00 3,793.50
S3 3,743.75 3,758.25 3,791.25
S4 3,718.50 3,733.00 3,784.25
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4,047.50 4,015.75 3,849.25
R3 3,954.50 3,922.75 3,823.50
R2 3,861.50 3,861.50 3,815.00
R1 3,829.75 3,829.75 3,806.50 3,845.50
PP 3,768.50 3,768.50 3,768.50 3,776.50
S1 3,736.75 3,736.75 3,789.50 3,752.50
S2 3,675.50 3,675.50 3,781.00
S3 3,582.50 3,643.75 3,772.50
S4 3,489.50 3,550.75 3,746.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,804.75 3,734.00 70.75 1.9% 27.25 0.7% 91% True False 198,179
10 3,804.75 3,707.25 97.50 2.6% 27.50 0.7% 93% True False 198,858
20 3,804.75 3,540.25 264.50 7.0% 34.25 0.9% 98% True False 224,958
40 3,804.75 3,404.75 400.00 10.5% 43.75 1.2% 98% True False 269,904
60 3,804.75 3,404.75 400.00 10.5% 51.25 1.3% 98% True False 306,790
80 3,804.75 3,404.75 400.00 10.5% 48.75 1.3% 98% True False 241,298
100 3,804.75 3,404.75 400.00 10.5% 48.50 1.3% 98% True False 193,127
120 3,804.75 3,404.75 400.00 10.5% 45.00 1.2% 98% True False 160,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,912.00
2.618 3,870.75
1.618 3,845.50
1.000 3,830.00
0.618 3,820.25
HIGH 3,804.75
0.618 3,795.00
0.500 3,792.00
0.382 3,789.25
LOW 3,779.50
0.618 3,764.00
1.000 3,754.25
1.618 3,738.75
2.618 3,713.50
4.250 3,672.25
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 3,796.25 3,796.25
PP 3,794.25 3,794.25
S1 3,792.00 3,792.00

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

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