E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 3,770.00 3,791.25 21.25 0.6% 3,726.25
High 3,791.50 3,795.75 4.25 0.1% 3,791.50
Low 3,765.50 3,776.25 10.75 0.3% 3,700.25
Close 3,790.75 3,786.50 -4.25 -0.1% 3,790.75
Range 26.00 19.50 -6.50 -25.0% 91.25
ATR 37.38 36.10 -1.28 -3.4% 0.00
Volume 2,053 3,779 1,726 84.1% 10,186
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,844.75 3,835.00 3,797.25
R3 3,825.25 3,815.50 3,791.75
R2 3,805.75 3,805.75 3,790.00
R1 3,796.00 3,796.00 3,788.25 3,791.00
PP 3,786.25 3,786.25 3,786.25 3,783.75
S1 3,776.50 3,776.50 3,784.75 3,771.50
S2 3,766.75 3,766.75 3,783.00
S3 3,747.25 3,757.00 3,781.25
S4 3,727.75 3,737.50 3,775.75
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4,034.50 4,004.00 3,841.00
R3 3,943.25 3,912.75 3,815.75
R2 3,852.00 3,852.00 3,807.50
R1 3,821.50 3,821.50 3,799.00 3,836.75
PP 3,760.75 3,760.75 3,760.75 3,768.50
S1 3,730.25 3,730.25 3,782.50 3,745.50
S2 3,669.50 3,669.50 3,774.00
S3 3,578.25 3,639.00 3,765.75
S4 3,487.00 3,547.75 3,740.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,795.75 3,706.50 89.25 2.4% 29.75 0.8% 90% True False 2,514
10 3,795.75 3,673.00 122.75 3.2% 29.50 0.8% 92% True False 2,400
20 3,795.75 3,532.75 263.00 6.9% 34.50 0.9% 96% True False 1,512
40 3,795.75 3,404.00 391.75 10.3% 39.75 1.0% 98% True False 788
60 3,795.75 3,404.00 391.75 10.3% 45.25 1.2% 98% True False 543
80 3,795.75 3,404.00 391.75 10.3% 38.50 1.0% 98% True False 408
100 3,795.75 3,404.00 391.75 10.3% 32.50 0.9% 98% True False 328
120 3,795.75 3,404.00 391.75 10.3% 28.00 0.7% 98% True False 274
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 6.55
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3,878.50
2.618 3,846.75
1.618 3,827.25
1.000 3,815.25
0.618 3,807.75
HIGH 3,795.75
0.618 3,788.25
0.500 3,786.00
0.382 3,783.75
LOW 3,776.25
0.618 3,764.25
1.000 3,756.75
1.618 3,744.75
2.618 3,725.25
4.250 3,693.50
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 3,786.25 3,778.00
PP 3,786.25 3,769.75
S1 3,786.00 3,761.25

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

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