E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 3,916.50 3,906.25 -10.25 -0.3% 3,905.75
High 3,925.00 3,932.75 7.75 0.2% 3,908.00
Low 3,874.25 3,906.25 32.00 0.8% 3,825.00
Close 3,905.25 3,915.00 9.75 0.2% 3,890.00
Range 50.75 26.50 -24.25 -47.8% 83.00
ATR 31.61 31.31 -0.29 -0.9% 0.00
Volume 135 344 209 154.8% 2,296
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 3,997.50 3,982.75 3,929.50
R3 3,971.00 3,956.25 3,922.25
R2 3,944.50 3,944.50 3,919.75
R1 3,929.75 3,929.75 3,917.50 3,937.00
PP 3,918.00 3,918.00 3,918.00 3,921.75
S1 3,903.25 3,903.25 3,912.50 3,910.50
S2 3,891.50 3,891.50 3,910.25
S3 3,865.00 3,876.75 3,907.75
S4 3,838.50 3,850.25 3,900.50
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,123.25 4,089.75 3,935.75
R3 4,040.25 4,006.75 3,912.75
R2 3,957.25 3,957.25 3,905.25
R1 3,923.75 3,923.75 3,897.50 3,899.00
PP 3,874.25 3,874.25 3,874.25 3,862.00
S1 3,840.75 3,840.75 3,882.50 3,816.00
S2 3,791.25 3,791.25 3,874.75
S3 3,708.25 3,757.75 3,867.25
S4 3,625.25 3,674.75 3,844.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,932.75 3,825.00 107.75 2.8% 37.00 0.9% 84% True False 329
10 3,932.75 3,825.00 107.75 2.8% 34.00 0.9% 84% True False 350
20 3,932.75 3,757.00 175.75 4.5% 31.25 0.8% 90% True False 259
40 3,932.75 3,571.75 361.00 9.2% 23.75 0.6% 95% True False 134
60 3,932.75 3,488.75 444.00 11.3% 21.00 0.5% 96% True False 90
80 3,932.75 3,409.75 523.00 13.4% 21.75 0.6% 97% True False 68
100 3,932.75 3,409.75 523.00 13.4% 18.25 0.5% 97% True False 55
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 2.98
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,045.50
2.618 4,002.25
1.618 3,975.75
1.000 3,959.25
0.618 3,949.25
HIGH 3,932.75
0.618 3,922.75
0.500 3,919.50
0.382 3,916.25
LOW 3,906.25
0.618 3,889.75
1.000 3,879.75
1.618 3,863.25
2.618 3,836.75
4.250 3,793.50
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 3,919.50 3,911.25
PP 3,918.00 3,907.25
S1 3,916.50 3,903.50

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

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