E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	3,874.00	3,907.50	33.50	0.9%	3,873.00
High	3,917.75	3,917.25	-0.50	0.0%	3,915.75
Low	3,873.75	3,883.25	9.50	0.2%	3,826.50
Close	3,905.00	3,903.50	-1.50	0.0%	3,873.50
Range	44.00	34.00	-10.00	-22.7%	89.25
ATR	45.08	44.28	-0.79	-1.8%	0.00
Volume	178,453	220,589	42,136	23.6%	1,544,791

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,003.25	3,987.50	3,922.25
R3	3,969.25	3,953.50	3,912.75
R2	3,935.25	3,935.25	3,909.75
R1	3,919.50	3,919.50	3,906.50	3,910.50
PP	3,901.25	3,901.25	3,901.25	3,896.75
S1	3,885.50	3,885.50	3,900.50	3,876.50
S2	3,867.25	3,867.25	3,897.25
S3	3,833.25	3,851.50	3,894.25
S4	3,799.25	3,817.50	3,884.75

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,139.75	4,095.75	3,922.50
R3	4,050.50	4,006.50	3,898.00
R2	3,961.25	3,961.25	3,889.75
R1	3,917.25	3,917.25	3,881.75	3,939.25
PP	3,872.00	3,872.00	3,872.00	3,883.00
S1	3,828.00	3,828.00	3,865.25	3,850.00
S2	3,782.75	3,782.75	3,857.25
S3	3,693.50	3,738.75	3,849.00
S4	3,604.25	3,649.50	3,824.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,917.75	3,826.50	91.25	2.3%	47.75	1.2%	84%	False	False	267,305
10	3,983.00	3,826.50	156.50	4.0%	50.75	1.3%	49%	False	False	310,481
20	3,991.25	3,826.50	164.75	4.2%	45.50	1.2%	47%	False	False	273,535
40	3,991.25	3,755.00	236.25	6.1%	40.00	1.0%	63%	False	False	247,318
60	3,991.25	3,558.75	432.50	11.1%	37.50	1.0%	80%	False	False	176,222
80	3,991.25	3,476.00	515.25	13.2%	38.75	1.0%	83%	False	False	132,188
100	3,991.25	3,404.00	587.25	15.0%	42.75	1.1%	85%	False	False	105,761
120	3,991.25	3,404.00	587.25	15.0%	40.00	1.0%	85%	False	False	88,136

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	10.65
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,061.75
2.618	4,006.25
1.618	3,972.25
1.000	3,951.25
0.618	3,938.25
HIGH	3,917.25
0.618	3,904.25
0.500	3,900.25
0.382	3,896.25
LOW	3,883.25
0.618	3,862.25
1.000	3,849.25
1.618	3,828.25
2.618	3,794.25
4.250	3,738.75

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	3,902.50	3,893.00
PP	3,901.25	3,882.50
S1	3,900.25	3,872.00

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