E-mini NASDAQ-100 Future June 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	3,774.75	3,780.25	5.50	0.1%	3,800.00
High	3,790.50	3,792.25	1.75	0.0%	3,806.50
Low	3,757.00	3,769.75	12.75	0.3%	3,751.50
Close	3,779.25	3,779.50	0.25	0.0%	3,775.75
Range	33.50	22.50	-11.00	-32.8%	55.00
ATR	36.69	35.67	-1.01	-2.8%	0.00
Volume	119,711	111,338	-8,373	-7.0%	961,632

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,848.00	3,836.25	3,792.00
R3	3,825.50	3,813.75	3,785.75
R2	3,803.00	3,803.00	3,783.50
R1	3,791.25	3,791.25	3,781.50	3,786.00
PP	3,780.50	3,780.50	3,780.50	3,777.75
S1	3,768.75	3,768.75	3,777.50	3,763.50
S2	3,758.00	3,758.00	3,775.50
S3	3,735.50	3,746.25	3,773.25
S4	3,713.00	3,723.75	3,767.00

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,943.00	3,914.25	3,806.00
R3	3,888.00	3,859.25	3,791.00
R2	3,833.00	3,833.00	3,785.75
R1	3,804.25	3,804.25	3,780.75	3,791.00
PP	3,778.00	3,778.00	3,778.00	3,771.25
S1	3,749.25	3,749.25	3,770.75	3,736.00
S2	3,723.00	3,723.00	3,765.75
S3	3,668.00	3,694.25	3,760.50
S4	3,613.00	3,639.25	3,745.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,806.50	3,751.50	55.00	1.5%	32.50	0.9%	51%	False	False	177,814
10	3,806.50	3,714.00	92.50	2.4%	30.75	0.8%	71%	False	False	186,519
20	3,806.50	3,584.50	222.00	5.9%	31.25	0.8%	88%	False	False	201,780
40	3,806.50	3,480.50	326.00	8.6%	41.50	1.1%	92%	False	False	251,552
60	3,806.50	3,404.75	401.75	10.6%	49.50	1.3%	93%	False	False	295,583
80	3,806.50	3,404.75	401.75	10.6%	49.25	1.3%	93%	False	False	249,840
100	3,806.50	3,404.75	401.75	10.6%	49.00	1.3%	93%	False	False	199,980
120	3,806.50	3,404.75	401.75	10.6%	45.00	1.2%	93%	False	False	166,656

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	8.93
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,888.00
2.618	3,851.25
1.618	3,828.75
1.000	3,814.75
0.618	3,806.25
HIGH	3,792.25
0.618	3,783.75
0.500	3,781.00
0.382	3,778.25
LOW	3,769.75
0.618	3,755.75
1.000	3,747.25
1.618	3,733.25
2.618	3,710.75
4.250	3,674.00

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	3,781.00	3,778.00
PP	3,780.50	3,776.25
S1	3,780.00	3,774.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols