E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 3,772.75 3,773.25 0.50 0.0% 3,791.25
High 3,786.00 3,800.25 14.25 0.4% 3,799.50
Low 3,763.00 3,755.00 -8.00 -0.2% 3,744.75
Close 3,772.25 3,795.75 23.50 0.6% 3,769.00
Range 23.00 45.25 22.25 96.7% 54.75
ATR 33.94 34.75 0.81 2.4% 0.00
Volume 263,920 277,906 13,986 5.3% 397,326
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,919.50 3,902.75 3,820.75
R3 3,874.25 3,857.50 3,808.25
R2 3,829.00 3,829.00 3,804.00
R1 3,812.25 3,812.25 3,800.00 3,820.50
PP 3,783.75 3,783.75 3,783.75 3,787.75
S1 3,767.00 3,767.00 3,791.50 3,775.50
S2 3,738.50 3,738.50 3,787.50
S3 3,693.25 3,721.75 3,783.25
S4 3,648.00 3,676.50 3,770.75
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,935.25 3,907.00 3,799.00
R3 3,880.50 3,852.25 3,784.00
R2 3,825.75 3,825.75 3,779.00
R1 3,797.50 3,797.50 3,774.00 3,784.25
PP 3,771.00 3,771.00 3,771.00 3,764.50
S1 3,742.75 3,742.75 3,764.00 3,729.50
S2 3,716.25 3,716.25 3,759.00
S3 3,661.50 3,688.00 3,754.00
S4 3,606.75 3,633.25 3,739.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,800.25 3,744.75 55.50 1.5% 36.50 1.0% 92% True False 231,884
10 3,800.25 3,726.75 73.50 1.9% 31.75 0.8% 94% True False 120,314
20 3,800.25 3,586.50 213.75 5.6% 31.00 0.8% 98% True False 61,095
40 3,800.25 3,476.00 324.25 8.5% 37.50 1.0% 99% True False 30,603
60 3,800.25 3,404.00 396.25 10.4% 43.25 1.1% 99% True False 20,420
80 3,800.25 3,404.00 396.25 10.4% 40.75 1.1% 99% True False 15,318
100 3,800.25 3,404.00 396.25 10.4% 34.50 0.9% 99% True False 12,255
120 3,800.25 3,404.00 396.25 10.4% 29.25 0.8% 99% True False 10,213
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,992.50
2.618 3,918.75
1.618 3,873.50
1.000 3,845.50
0.618 3,828.25
HIGH 3,800.25
0.618 3,783.00
0.500 3,777.50
0.382 3,772.25
LOW 3,755.00
0.618 3,727.00
1.000 3,709.75
1.618 3,681.75
2.618 3,636.50
4.250 3,562.75
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 3,789.75 3,789.00
PP 3,783.75 3,782.00
S1 3,777.50 3,775.25

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

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