E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 3,847.00 3,885.50 38.50 1.0% 3,792.25
High 3,894.50 3,896.50 2.00 0.1% 3,837.75
Low 3,844.75 3,883.00 38.25 1.0% 3,781.25
Close 3,884.75 3,889.75 5.00 0.1% 3,831.50
Range 49.75 13.50 -36.25 -72.9% 56.50
ATR 34.20 32.73 -1.48 -4.3% 0.00
Volume 195,635 150,116 -45,519 -23.3% 1,115,146
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 3,930.25 3,923.50 3,897.25
R3 3,916.75 3,910.00 3,893.50
R2 3,903.25 3,903.25 3,892.25
R1 3,896.50 3,896.50 3,891.00 3,900.00
PP 3,889.75 3,889.75 3,889.75 3,891.50
S1 3,883.00 3,883.00 3,888.50 3,886.50
S2 3,876.25 3,876.25 3,887.25
S3 3,862.75 3,869.50 3,886.00
S4 3,849.25 3,856.00 3,882.25
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,986.25 3,965.50 3,862.50
R3 3,929.75 3,909.00 3,847.00
R2 3,873.25 3,873.25 3,841.75
R1 3,852.50 3,852.50 3,836.75 3,863.00
PP 3,816.75 3,816.75 3,816.75 3,822.00
S1 3,796.00 3,796.00 3,826.25 3,806.50
S2 3,760.25 3,760.25 3,821.25
S3 3,703.75 3,739.50 3,816.00
S4 3,647.25 3,683.00 3,800.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,896.50 3,789.00 107.50 2.8% 30.00 0.8% 94% True False 184,573
10 3,896.50 3,774.25 122.25 3.1% 30.25 0.8% 94% True False 199,320
20 3,896.50 3,726.75 169.75 4.4% 31.00 0.8% 96% True False 159,817
40 3,896.50 3,500.00 396.50 10.2% 34.00 0.9% 98% True False 80,413
60 3,896.50 3,404.00 492.50 12.7% 39.00 1.0% 99% True False 53,627
80 3,896.50 3,404.00 492.50 12.7% 42.25 1.1% 99% True False 40,232
100 3,896.50 3,404.00 492.50 12.7% 36.25 0.9% 99% True False 32,187
120 3,896.50 3,404.00 492.50 12.7% 31.50 0.8% 99% True False 26,823
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 6.35
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 3,954.00
2.618 3,931.75
1.618 3,918.25
1.000 3,910.00
0.618 3,904.75
HIGH 3,896.50
0.618 3,891.25
0.500 3,889.75
0.382 3,888.25
LOW 3,883.00
0.618 3,874.75
1.000 3,869.50
1.618 3,861.25
2.618 3,847.75
4.250 3,825.50
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 3,889.75 3,880.50
PP 3,889.75 3,871.25
S1 3,889.75 3,862.00

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

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