E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 3,870.50 3,929.50 59.00 1.5% 3,898.00
High 3,935.75 3,934.25 -1.50 0.0% 3,941.00
Low 3,854.00 3,909.75 55.75 1.4% 3,854.00
Close 3,930.25 3,925.75 -4.50 -0.1% 3,930.25
Range 81.75 24.50 -57.25 -70.0% 87.00
ATR 41.24 40.05 -1.20 -2.9% 0.00
Volume 291,934 219,804 -72,130 -24.7% 1,383,696
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 3,996.75 3,985.75 3,939.25
R3 3,972.25 3,961.25 3,932.50
R2 3,947.75 3,947.75 3,930.25
R1 3,936.75 3,936.75 3,928.00 3,930.00
PP 3,923.25 3,923.25 3,923.25 3,920.00
S1 3,912.25 3,912.25 3,923.50 3,905.50
S2 3,898.75 3,898.75 3,921.25
S3 3,874.25 3,887.75 3,919.00
S4 3,849.75 3,863.25 3,912.25
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,169.50 4,136.75 3,978.00
R3 4,082.50 4,049.75 3,954.25
R2 3,995.50 3,995.50 3,946.25
R1 3,962.75 3,962.75 3,938.25 3,979.00
PP 3,908.50 3,908.50 3,908.50 3,916.50
S1 3,875.75 3,875.75 3,922.25 3,892.00
S2 3,821.50 3,821.50 3,914.25
S3 3,734.50 3,788.75 3,906.25
S4 3,647.50 3,701.75 3,882.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,941.00 3,854.00 87.00 2.2% 51.25 1.3% 82% False False 287,924
10 3,941.00 3,831.50 109.50 2.8% 47.50 1.2% 86% False False 269,755
20 3,941.00 3,781.25 159.75 4.1% 39.25 1.0% 90% False False 230,506
40 3,941.00 3,639.25 301.75 7.7% 34.50 0.9% 95% False False 155,141
60 3,941.00 3,476.00 465.00 11.8% 37.00 0.9% 97% False False 103,528
80 3,941.00 3,404.00 537.00 13.7% 41.00 1.0% 97% False False 77,658
100 3,941.00 3,404.00 537.00 13.7% 40.50 1.0% 97% False False 62,130
120 3,941.00 3,404.00 537.00 13.7% 35.50 0.9% 97% False False 51,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.88
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,038.50
2.618 3,998.50
1.618 3,974.00
1.000 3,958.75
0.618 3,949.50
HIGH 3,934.25
0.618 3,925.00
0.500 3,922.00
0.382 3,919.00
LOW 3,909.75
0.618 3,894.50
1.000 3,885.25
1.618 3,870.00
2.618 3,845.50
4.250 3,805.50
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 3,924.50 3,915.50
PP 3,923.25 3,905.25
S1 3,922.00 3,895.00

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

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