E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	3,420.75	3,463.50	42.75	1.2%	3,526.50
High	3,470.00	3,493.50	23.50	0.7%	3,589.00
Low	3,418.75	3,404.00	-14.75	-0.4%	3,437.00
Close	3,463.25	3,484.25	21.00	0.6%	3,437.00
Range	51.25	89.50	38.25	74.6%	152.00
ATR	54.18	56.70	2.52	4.7%	0.00
Volume	25	37	12	48.0%	258

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,729.00	3,696.25	3,533.50
R3	3,639.50	3,606.75	3,508.75
R2	3,550.00	3,550.00	3,500.75
R1	3,517.25	3,517.25	3,492.50	3,533.50
PP	3,460.50	3,460.50	3,460.50	3,468.75
S1	3,427.75	3,427.75	3,476.00	3,444.00
S2	3,371.00	3,371.00	3,467.75
S3	3,281.50	3,338.25	3,459.75
S4	3,192.00	3,248.75	3,435.00

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,943.75	3,842.25	3,520.50
R3	3,791.75	3,690.25	3,478.75
R2	3,639.75	3,639.75	3,464.75
R1	3,538.25	3,538.25	3,451.00	3,513.00
PP	3,487.75	3,487.75	3,487.75	3,475.00
S1	3,386.25	3,386.25	3,423.00	3,361.00
S2	3,335.75	3,335.75	3,409.25
S3	3,183.75	3,234.25	3,395.25
S4	3,031.75	3,082.25	3,353.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,589.00	3,404.00	185.00	5.3%	73.75	2.1%	43%	False	True	36
10	3,661.50	3,404.00	257.50	7.4%	67.50	1.9%	31%	False	True	63
20	3,701.00	3,404.00	297.00	8.5%	59.00	1.7%	27%	False	True	55
40	3,722.75	3,404.00	318.75	9.1%	41.50	1.2%	25%	False	True	31
60	3,722.75	3,404.00	318.75	9.1%	30.75	0.9%	25%	False	True	22
80	3,722.75	3,404.00	318.75	9.1%	23.50	0.7%	25%	False	True	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,874.00
2.618	3,727.75
1.618	3,638.25
1.000	3,583.00
0.618	3,548.75
HIGH	3,493.50
0.618	3,459.25
0.500	3,448.75
0.382	3,438.25
LOW	3,404.00
0.618	3,348.75
1.000	3,314.50
1.618	3,259.25
2.618	3,169.75
4.250	3,023.50

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	3,472.50	3,472.50
PP	3,460.50	3,460.50
S1	3,448.75	3,448.75

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