E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 3,873.00 3,894.75 21.75 0.6% 3,954.00
High 3,915.75 3,900.25 -15.50 -0.4% 3,983.00
Low 3,867.25 3,851.75 -15.50 -0.4% 3,847.50
Close 3,896.75 3,871.75 -25.00 -0.6% 3,873.25
Range 48.50 48.50 0.00 0.0% 135.50
ATR 42.50 42.93 0.43 1.0% 0.00
Volume 250,762 356,543 105,781 42.2% 1,591,203
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,020.00 3,994.50 3,898.50
R3 3,971.50 3,946.00 3,885.00
R2 3,923.00 3,923.00 3,880.75
R1 3,897.50 3,897.50 3,876.25 3,886.00
PP 3,874.50 3,874.50 3,874.50 3,869.00
S1 3,849.00 3,849.00 3,867.25 3,837.50
S2 3,826.00 3,826.00 3,862.75
S3 3,777.50 3,800.50 3,858.50
S4 3,729.00 3,752.00 3,845.00
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,307.75 4,226.00 3,947.75
R3 4,172.25 4,090.50 3,910.50
R2 4,036.75 4,036.75 3,898.00
R1 3,955.00 3,955.00 3,885.75 3,928.00
PP 3,901.25 3,901.25 3,901.25 3,887.75
S1 3,819.50 3,819.50 3,860.75 3,792.50
S2 3,765.75 3,765.75 3,848.50
S3 3,630.25 3,684.00 3,836.00
S4 3,494.75 3,548.50 3,798.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,983.00 3,847.50 135.50 3.5% 53.75 1.4% 18% False False 353,656
10 3,991.25 3,847.50 143.75 3.7% 43.50 1.1% 17% False False 282,793
20 3,991.25 3,831.50 159.75 4.1% 44.00 1.1% 25% False False 269,647
40 3,991.25 3,744.75 246.50 6.4% 38.00 1.0% 52% False False 230,179
60 3,991.25 3,532.75 458.50 11.8% 37.00 1.0% 74% False False 153,956
80 3,991.25 3,404.00 587.25 15.2% 39.00 1.0% 80% False False 115,483
100 3,991.25 3,404.00 587.25 15.2% 42.25 1.1% 80% False False 92,397
120 3,991.25 3,404.00 587.25 15.2% 38.50 1.0% 80% False False 76,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 7.03
Fibonacci Retracements and Extensions
4.250 4,106.50
2.618 4,027.25
1.618 3,978.75
1.000 3,948.75
0.618 3,930.25
HIGH 3,900.25
0.618 3,881.75
0.500 3,876.00
0.382 3,870.25
LOW 3,851.75
0.618 3,821.75
1.000 3,803.25
1.618 3,773.25
2.618 3,724.75
4.250 3,645.50
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 3,876.00 3,881.50
PP 3,874.50 3,878.25
S1 3,873.25 3,875.00

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

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