E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	3,906.00	3,946.50	40.50	1.0%	3,873.00
High	3,949.50	3,974.75	25.25	0.6%	3,915.75
Low	3,902.25	3,939.50	37.25	1.0%	3,826.50
Close	3,945.75	3,968.00	22.25	0.6%	3,873.50
Range	47.25	35.25	-12.00	-25.4%	89.25
ATR	44.50	43.84	-0.66	-1.5%	0.00
Volume	201,984	176,296	-25,688	-12.7%	1,544,791

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,066.50	4,052.50	3,987.50
R3	4,031.25	4,017.25	3,977.75
R2	3,996.00	3,996.00	3,974.50
R1	3,982.00	3,982.00	3,971.25	3,989.00
PP	3,960.75	3,960.75	3,960.75	3,964.25
S1	3,946.75	3,946.75	3,964.75	3,953.75
S2	3,925.50	3,925.50	3,961.50
S3	3,890.25	3,911.50	3,958.25
S4	3,855.00	3,876.25	3,948.50

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	3,974.75	3,826.50	148.25	3.7%	44.25	1.1%	95%	True	False	218,548
10	3,974.75	3,826.50	148.25	3.7%	47.25	1.2%	95%	True	False	278,462
20	3,991.25	3,826.50	164.75	4.2%	45.00	1.1%	86%	False	False	262,666
40	3,991.25	3,774.25	217.00	5.5%	40.50	1.0%	89%	False	False	243,229
60	3,991.25	3,586.50	404.75	10.2%	37.25	0.9%	94%	False	False	182,518
80	3,991.25	3,476.00	515.25	13.0%	39.00	1.0%	95%	False	False	136,916
100	3,991.25	3,404.00	587.25	14.8%	42.25	1.1%	96%	False	False	109,543
120	3,991.25	3,404.00	587.25	14.8%	40.50	1.0%	96%	False	False	91,288

Crabel Price Patterns
NR	True
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	11.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,124.50
2.618	4,067.00
1.618	4,031.75
1.000	4,010.00
0.618	3,996.50
HIGH	3,974.75
0.618	3,961.25
0.500	3,957.00
0.382	3,953.00
LOW	3,939.50
0.618	3,917.75
1.000	3,904.25
1.618	3,882.50
2.618	3,847.25
4.250	3,789.75

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	3,964.50	3,955.00
PP	3,960.75	3,942.00
S1	3,957.00	3,929.00

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