E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 3,874.25 3,898.00 23.75 0.6% 3,912.75
High 3,899.00 3,930.75 31.75 0.8% 3,916.75
Low 3,871.75 3,897.75 26.00 0.7% 3,831.50
Close 3,897.50 3,919.25 21.75 0.6% 3,897.50
Range 27.25 33.00 5.75 21.1% 85.25
ATR 35.20 35.06 -0.14 -0.4% 0.00
Volume 200,877 163,878 -36,999 -18.4% 1,269,488
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,015.00 4,000.00 3,937.50
R3 3,982.00 3,967.00 3,928.25
R2 3,949.00 3,949.00 3,925.25
R1 3,934.00 3,934.00 3,922.25 3,941.50
PP 3,916.00 3,916.00 3,916.00 3,919.50
S1 3,901.00 3,901.00 3,916.25 3,908.50
S2 3,883.00 3,883.00 3,913.25
S3 3,850.00 3,868.00 3,910.25
S4 3,817.00 3,835.00 3,901.00
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,137.75 4,102.75 3,944.50
R3 4,052.50 4,017.50 3,921.00
R2 3,967.25 3,967.25 3,913.25
R1 3,932.25 3,932.25 3,905.25 3,907.00
PP 3,882.00 3,882.00 3,882.00 3,869.25
S1 3,847.00 3,847.00 3,889.75 3,822.00
S2 3,796.75 3,796.75 3,881.75
S3 3,711.50 3,761.75 3,874.00
S4 3,626.25 3,676.50 3,850.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,930.75 3,831.50 99.25 2.5% 43.50 1.1% 88% True False 251,587
10 3,930.75 3,827.75 103.00 2.6% 35.50 0.9% 89% True False 205,536
20 3,930.75 3,750.25 180.50 4.6% 33.50 0.9% 94% True False 217,361
40 3,930.75 3,539.00 391.75 10.0% 33.00 0.8% 97% True False 119,267
60 3,930.75 3,476.00 454.75 11.6% 36.25 0.9% 97% True False 79,535
80 3,930.75 3,404.00 526.75 13.4% 41.75 1.1% 98% True False 59,666
100 3,930.75 3,404.00 526.75 13.4% 38.50 1.0% 98% True False 47,734
120 3,930.75 3,404.00 526.75 13.4% 33.75 0.9% 98% True False 39,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,071.00
2.618 4,017.25
1.618 3,984.25
1.000 3,963.75
0.618 3,951.25
HIGH 3,930.75
0.618 3,918.25
0.500 3,914.25
0.382 3,910.25
LOW 3,897.75
0.618 3,877.25
1.000 3,864.75
1.618 3,844.25
2.618 3,811.25
4.250 3,757.50
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 3,917.50 3,906.50
PP 3,916.00 3,893.75
S1 3,914.25 3,881.00

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

View Archives - Comment on this page... - Back to Index of Symbols