E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 3,906.25 3,910.25 4.00 0.1% 3,905.75
High 3,932.75 3,917.00 -15.75 -0.4% 3,908.00
Low 3,906.25 3,850.50 -55.75 -1.4% 3,825.00
Close 3,915.00 3,868.75 -46.25 -1.2% 3,890.00
Range 26.50 66.50 40.00 150.9% 83.00
ATR 31.31 33.83 2.51 8.0% 0.00
Volume 344 163 -181 -52.6% 2,296
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,078.25 4,040.00 3,905.25
R3 4,011.75 3,973.50 3,887.00
R2 3,945.25 3,945.25 3,881.00
R1 3,907.00 3,907.00 3,874.75 3,893.00
PP 3,878.75 3,878.75 3,878.75 3,871.75
S1 3,840.50 3,840.50 3,862.75 3,826.50
S2 3,812.25 3,812.25 3,856.50
S3 3,745.75 3,774.00 3,850.50
S4 3,679.25 3,707.50 3,832.25
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 3,850.50 82.25 2.1% 39.25 1.0% 22% False True 270
10 3,932.75 3,825.00 107.75 2.8% 39.00 1.0% 41% False False 341
20 3,932.75 3,771.00 161.75 4.2% 33.00 0.9% 60% False False 267
40 3,932.75 3,612.50 320.25 8.3% 24.50 0.6% 80% False False 138
60 3,932.75 3,488.75 444.00 11.5% 22.25 0.6% 86% False False 93
80 3,932.75 3,409.75 523.00 13.5% 22.50 0.6% 88% False False 70
100 3,932.75 3,409.75 523.00 13.5% 19.00 0.5% 88% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 4,199.50
2.618 4,091.00
1.618 4,024.50
1.000 3,983.50
0.618 3,958.00
HIGH 3,917.00
0.618 3,891.50
0.500 3,883.75
0.382 3,876.00
LOW 3,850.50
0.618 3,809.50
1.000 3,784.00
1.618 3,743.00
2.618 3,676.50
4.250 3,568.00
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 3,883.75 3,891.50
PP 3,878.75 3,884.00
S1 3,873.75 3,876.50

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

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