E-mini NASDAQ-100 Future September 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	4,065.50	4,093.00	27.50	0.7%	4,078.75
High	4,096.25	4,097.00	0.75	0.0%	4,113.75
Low	4,054.75	4,060.00	5.25	0.1%	4,052.00
Close	4,093.00	4,091.00	-2.00	0.0%	4,086.50
Range	41.50	37.00	-4.50	-10.8%	61.75
ATR	35.77	35.86	0.09	0.2%	0.00
Volume	257,236	307,246	50,010	19.4%	1,020,427

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,193.75	4,179.25	4,111.25
R3	4,156.75	4,142.25	4,101.25
R2	4,119.75	4,119.75	4,097.75
R1	4,105.25	4,105.25	4,094.50	4,094.00
PP	4,082.75	4,082.75	4,082.75	4,077.00
S1	4,068.25	4,068.25	4,087.50	4,057.00
S2	4,045.75	4,045.75	4,084.25
S3	4,008.75	4,031.25	4,080.75
S4	3,971.75	3,994.25	4,070.75

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,269.25	4,239.75	4,120.50
R3	4,207.50	4,178.00	4,103.50
R2	4,145.75	4,145.75	4,097.75
R1	4,116.25	4,116.25	4,092.25	4,131.00
PP	4,084.00	4,084.00	4,084.00	4,091.50
S1	4,054.50	4,054.50	4,080.75	4,069.25
S2	4,022.25	4,022.25	4,075.25
S3	3,960.50	3,992.75	4,069.50
S4	3,898.75	3,931.00	4,052.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,110.50	4,052.00	58.50	1.4%	41.00	1.0%	67%	False	False	288,373
10	4,113.75	4,052.00	61.75	1.5%	36.75	0.9%	63%	False	False	251,295
20	4,113.75	3,939.50	174.25	4.3%	30.50	0.7%	87%	False	False	216,338
40	4,113.75	3,826.50	287.25	7.0%	38.50	0.9%	92%	False	False	244,603
60	4,113.75	3,755.00	358.75	8.8%	37.25	0.9%	94%	False	False	235,959
80	4,113.75	3,579.00	534.75	13.1%	35.75	0.9%	96%	False	False	188,772
100	4,113.75	3,476.00	637.75	15.6%	37.25	0.9%	96%	False	False	151,037
120	4,113.75	3,404.00	709.75	17.3%	40.50	1.0%	97%	False	False	125,874

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	11.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,254.25
2.618	4,193.75
1.618	4,156.75
1.000	4,134.00
0.618	4,119.75
HIGH	4,097.00
0.618	4,082.75
0.500	4,078.50
0.382	4,074.25
LOW	4,060.00
0.618	4,037.25
1.000	4,023.00
1.618	4,000.25
2.618	3,963.25
4.250	3,902.75

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	4,086.75	4,088.00
PP	4,082.75	4,085.00
S1	4,078.50	4,082.00

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