E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 3,808.25 3,806.50 -1.75 0.0% 3,786.50
High 3,814.00 3,829.25 15.25 0.4% 3,829.25
Low 3,783.50 3,803.75 20.25 0.5% 3,776.75
Close 3,810.50 3,824.25 13.75 0.4% 3,824.25
Range 30.50 25.50 -5.00 -16.4% 52.50
ATR 24.61 24.67 0.06 0.3% 0.00
Volume 177 403 226 127.7% 1,017
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,895.50 3,885.50 3,838.25
R3 3,870.00 3,860.00 3,831.25
R2 3,844.50 3,844.50 3,829.00
R1 3,834.50 3,834.50 3,826.50 3,839.50
PP 3,819.00 3,819.00 3,819.00 3,821.50
S1 3,809.00 3,809.00 3,822.00 3,814.00
S2 3,793.50 3,793.50 3,819.50
S3 3,768.00 3,783.50 3,817.25
S4 3,742.50 3,758.00 3,810.25
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,967.50 3,948.50 3,853.00
R3 3,915.00 3,896.00 3,838.75
R2 3,862.50 3,862.50 3,834.00
R1 3,843.50 3,843.50 3,829.00 3,853.00
PP 3,810.00 3,810.00 3,810.00 3,815.00
S1 3,791.00 3,791.00 3,819.50 3,800.50
S2 3,757.50 3,757.50 3,814.50
S3 3,705.00 3,738.50 3,809.75
S4 3,652.50 3,686.00 3,795.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,829.25 3,776.75 52.50 1.4% 30.75 0.8% 90% True False 203
10 3,829.25 3,757.00 72.25 1.9% 25.50 0.7% 93% True False 115
20 3,829.25 3,692.75 136.50 3.6% 19.50 0.5% 96% True False 62
40 3,829.25 3,511.75 317.50 8.3% 18.00 0.5% 98% True False 33
60 3,829.25 3,409.75 419.50 11.0% 20.50 0.5% 99% True False 23
80 3,829.25 3,409.75 419.50 11.0% 17.50 0.5% 99% True False 18
100 3,829.25 3,409.75 419.50 11.0% 14.50 0.4% 99% True False 15
Crabel Price Patterns
NR True
NR4 True
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 4.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,937.50
2.618 3,896.00
1.618 3,870.50
1.000 3,854.75
0.618 3,845.00
HIGH 3,829.25
0.618 3,819.50
0.500 3,816.50
0.382 3,813.50
LOW 3,803.75
0.618 3,788.00
1.000 3,778.25
1.618 3,762.50
2.618 3,737.00
4.250 3,695.50
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 3,821.75 3,817.25
PP 3,819.00 3,810.00
S1 3,816.50 3,803.00

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

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