E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 4,073.50 4,071.50 -2.00 0.0% 3,991.00
High 4,077.00 4,076.25 -0.75 0.0% 4,061.00
Low 4,063.50 4,054.50 -9.00 -0.2% 3,991.00
Close 4,072.75 4,069.75 -3.00 -0.1% 4,054.75
Range 13.50 21.75 8.25 61.1% 70.00
ATR 33.57 32.73 -0.84 -2.5% 0.00
Volume 128,378 166,452 38,074 29.7% 830,603
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,132.00 4,122.75 4,081.75
R3 4,110.25 4,101.00 4,075.75
R2 4,088.50 4,088.50 4,073.75
R1 4,079.25 4,079.25 4,071.75 4,073.00
PP 4,066.75 4,066.75 4,066.75 4,063.75
S1 4,057.50 4,057.50 4,067.75 4,051.25
S2 4,045.00 4,045.00 4,065.75
S3 4,023.25 4,035.75 4,063.75
S4 4,001.50 4,014.00 4,057.75
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,245.50 4,220.25 4,093.25
R3 4,175.50 4,150.25 4,074.00
R2 4,105.50 4,105.50 4,067.50
R1 4,080.25 4,080.25 4,061.25 4,093.00
PP 4,035.50 4,035.50 4,035.50 4,042.00
S1 4,010.25 4,010.25 4,048.25 4,023.00
S2 3,965.50 3,965.50 4,042.00
S3 3,895.50 3,940.25 4,035.50
S4 3,825.50 3,870.25 4,016.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,078.50 4,036.50 42.00 1.0% 19.00 0.5% 79% False False 164,482
10 4,078.50 3,947.25 131.25 3.2% 23.00 0.6% 93% False False 180,396
20 4,078.50 3,826.50 252.00 6.2% 35.00 0.9% 97% False False 229,429
40 4,078.50 3,826.50 252.00 6.2% 38.75 0.9% 97% False False 238,498
60 4,078.50 3,726.75 351.75 8.6% 36.00 0.9% 98% False False 212,271
80 4,078.50 3,500.00 578.50 14.2% 36.25 0.9% 98% False False 159,456
100 4,078.50 3,404.00 674.50 16.6% 38.75 1.0% 99% False False 127,576
120 4,078.50 3,404.00 674.50 16.6% 41.00 1.0% 99% False False 106,321
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,168.75
2.618 4,133.25
1.618 4,111.50
1.000 4,098.00
0.618 4,089.75
HIGH 4,076.25
0.618 4,068.00
0.500 4,065.50
0.382 4,062.75
LOW 4,054.50
0.618 4,041.00
1.000 4,032.75
1.618 4,019.25
2.618 3,997.50
4.250 3,962.00
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 4,068.25 4,068.50
PP 4,066.75 4,067.00
S1 4,065.50 4,065.75

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

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