E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 3,773.25 3,794.75 21.50 0.6% 3,791.25
High 3,800.25 3,803.25 3.00 0.1% 3,799.50
Low 3,755.00 3,774.25 19.25 0.5% 3,744.75
Close 3,795.75 3,789.00 -6.75 -0.2% 3,769.00
Range 45.25 29.00 -16.25 -35.9% 54.75
ATR 34.75 34.33 -0.41 -1.2% 0.00
Volume 277,906 218,554 -59,352 -21.4% 397,326
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,875.75 3,861.50 3,805.00
R3 3,846.75 3,832.50 3,797.00
R2 3,817.75 3,817.75 3,794.25
R1 3,803.50 3,803.50 3,791.75 3,796.00
PP 3,788.75 3,788.75 3,788.75 3,785.25
S1 3,774.50 3,774.50 3,786.25 3,767.00
S2 3,759.75 3,759.75 3,783.75
S3 3,730.75 3,745.50 3,781.00
S4 3,701.75 3,716.50 3,773.00
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 3,803.25 3,750.25 53.00 1.4% 31.25 0.8% 73% True False 252,980
10 3,803.25 3,744.75 58.50 1.5% 30.00 0.8% 76% True False 141,718
20 3,803.25 3,625.00 178.25 4.7% 30.50 0.8% 92% True False 71,998
40 3,803.25 3,476.00 327.25 8.6% 37.50 1.0% 96% True False 36,066
60 3,803.25 3,404.00 399.25 10.5% 42.75 1.1% 96% True False 24,061
80 3,803.25 3,404.00 399.25 10.5% 41.00 1.1% 96% True False 18,050
100 3,803.25 3,404.00 399.25 10.5% 34.75 0.9% 96% True False 14,441
120 3,803.25 3,404.00 399.25 10.5% 29.50 0.8% 96% True False 12,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 9.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,926.50
2.618 3,879.25
1.618 3,850.25
1.000 3,832.25
0.618 3,821.25
HIGH 3,803.25
0.618 3,792.25
0.500 3,788.75
0.382 3,785.25
LOW 3,774.25
0.618 3,756.25
1.000 3,745.25
1.618 3,727.25
2.618 3,698.25
4.250 3,651.00
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 3,789.00 3,785.75
PP 3,788.75 3,782.50
S1 3,788.75 3,779.00

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

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