E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	3,929.50	3,924.50	-5.00	-0.1%	3,898.00
High	3,934.25	3,959.50	25.25	0.6%	3,941.00
Low	3,909.75	3,923.75	14.00	0.4%	3,854.00
Close	3,925.75	3,950.50	24.75	0.6%	3,930.25
Range	24.50	35.75	11.25	45.9%	87.00
ATR	40.05	39.74	-0.31	-0.8%	0.00
Volume	219,804	198,837	-20,967	-9.5%	1,383,696

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,051.75	4,037.00	3,970.25
R3	4,016.00	4,001.25	3,960.25
R2	3,980.25	3,980.25	3,957.00
R1	3,965.50	3,965.50	3,953.75	3,973.00
PP	3,944.50	3,944.50	3,944.50	3,948.25
S1	3,929.75	3,929.75	3,947.25	3,937.00
S2	3,908.75	3,908.75	3,944.00
S3	3,873.00	3,894.00	3,940.75
S4	3,837.25	3,858.25	3,930.75

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	3,959.50	3,854.00	105.50	2.7%	47.75	1.2%	91%	True	False	261,247
10	3,959.50	3,831.50	128.00	3.2%	44.50	1.1%	93%	True	False	256,501
20	3,959.50	3,781.25	178.25	4.5%	39.75	1.0%	95%	True	False	232,376
40	3,959.50	3,673.00	286.50	7.3%	34.50	0.9%	97%	True	False	160,080
60	3,959.50	3,476.00	483.50	12.2%	36.75	0.9%	98%	True	False	106,841
80	3,959.50	3,404.00	555.50	14.1%	41.25	1.0%	98%	True	False	80,143
100	3,959.50	3,404.00	555.50	14.1%	40.75	1.0%	98%	True	False	64,118
120	3,959.50	3,404.00	555.50	14.1%	36.00	0.9%	98%	True	False	53,433

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	5.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,111.50
2.618	4,053.00
1.618	4,017.25
1.000	3,995.25
0.618	3,981.50
HIGH	3,959.50
0.618	3,945.75
0.500	3,941.50
0.382	3,937.50
LOW	3,923.75
0.618	3,901.75
1.000	3,888.00
1.618	3,866.00
2.618	3,830.25
4.250	3,771.75

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	3,947.50	3,936.00
PP	3,944.50	3,921.25
S1	3,941.50	3,906.75

Download as Excel Spreadsheet

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

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