E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 3,905.00 3,863.50 -41.50 -1.1% 3,831.50
High 3,906.75 3,890.75 -16.00 -0.4% 3,918.00
Low 3,841.25 3,856.50 15.25 0.4% 3,827.75
Close 3,863.25 3,885.50 22.25 0.6% 3,915.75
Range 65.50 34.25 -31.25 -47.7% 90.25
ATR 34.09 34.10 0.01 0.0% 0.00
Volume 331,375 244,551 -86,824 -26.2% 621,994
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 3,980.25 3,967.25 3,904.25
R3 3,946.00 3,933.00 3,895.00
R2 3,911.75 3,911.75 3,891.75
R1 3,898.75 3,898.75 3,888.75 3,905.25
PP 3,877.50 3,877.50 3,877.50 3,881.00
S1 3,864.50 3,864.50 3,882.25 3,871.00
S2 3,843.25 3,843.25 3,879.25
S3 3,809.00 3,830.25 3,876.00
S4 3,774.75 3,796.00 3,866.75
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,158.00 4,127.00 3,965.50
R3 4,067.75 4,036.75 3,940.50
R2 3,977.50 3,977.50 3,932.25
R1 3,946.50 3,946.50 3,924.00 3,962.00
PP 3,887.25 3,887.25 3,887.25 3,895.00
S1 3,856.25 3,856.25 3,907.50 3,871.75
S2 3,797.00 3,797.00 3,899.25
S3 3,706.75 3,766.00 3,891.00
S4 3,616.50 3,675.75 3,866.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,918.00 3,841.25 76.75 2.0% 32.75 0.8% 58% False False 204,577
10 3,918.00 3,783.00 135.00 3.5% 34.00 0.9% 76% False False 204,546
20 3,918.00 3,744.75 173.25 4.5% 33.00 0.8% 81% False False 202,466
40 3,918.00 3,532.75 385.25 9.9% 32.75 0.8% 92% False False 102,224
60 3,918.00 3,404.00 514.00 13.2% 37.00 1.0% 94% False False 68,171
80 3,918.00 3,404.00 514.00 13.2% 42.00 1.1% 94% False False 51,142
100 3,918.00 3,404.00 514.00 13.2% 37.50 1.0% 94% False False 40,914
120 3,918.00 3,404.00 514.00 13.2% 32.75 0.8% 94% False False 34,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,036.25
2.618 3,980.50
1.618 3,946.25
1.000 3,925.00
0.618 3,912.00
HIGH 3,890.75
0.618 3,877.75
0.500 3,873.50
0.382 3,869.50
LOW 3,856.50
0.618 3,835.25
1.000 3,822.25
1.618 3,801.00
2.618 3,766.75
4.250 3,711.00
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 3,881.50 3,883.25
PP 3,877.50 3,881.25
S1 3,873.50 3,879.00

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

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