E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 3,862.00 3,922.00 60.00 1.6% 3,897.00
High 3,927.25 3,926.75 -0.50 0.0% 3,932.75
Low 3,848.25 3,903.00 54.75 1.4% 3,848.25
Close 3,922.75 3,918.25 -4.50 -0.1% 3,922.75
Range 79.00 23.75 -55.25 -69.9% 84.50
ATR 37.05 36.10 -0.95 -2.6% 0.00
Volume 366 790 424 115.8% 1,179
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 3,987.25 3,976.50 3,931.25
R3 3,963.50 3,952.75 3,924.75
R2 3,939.75 3,939.75 3,922.50
R1 3,929.00 3,929.00 3,920.50 3,922.50
PP 3,916.00 3,916.00 3,916.00 3,912.75
S1 3,905.25 3,905.25 3,916.00 3,898.75
S2 3,892.25 3,892.25 3,914.00
S3 3,868.50 3,881.50 3,911.75
S4 3,844.75 3,857.75 3,905.25
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,154.75 4,123.25 3,969.25
R3 4,070.25 4,038.75 3,946.00
R2 3,985.75 3,985.75 3,938.25
R1 3,954.25 3,954.25 3,930.50 3,970.00
PP 3,901.25 3,901.25 3,901.25 3,909.00
S1 3,869.75 3,869.75 3,915.00 3,885.50
S2 3,816.75 3,816.75 3,907.25
S3 3,732.25 3,785.25 3,899.50
S4 3,647.75 3,700.75 3,876.25
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 3,848.25 84.50 2.2% 49.25 1.3% 83% False False 359
10 3,932.75 3,825.00 107.75 2.7% 44.50 1.1% 87% False False 390
20 3,932.75 3,776.75 156.00 4.0% 36.50 0.9% 91% False False 319
40 3,932.75 3,643.00 289.75 7.4% 26.25 0.7% 95% False False 166
60 3,932.75 3,488.75 444.00 11.3% 23.00 0.6% 97% False False 112
80 3,932.75 3,409.75 523.00 13.3% 23.75 0.6% 97% False False 85
100 3,932.75 3,409.75 523.00 13.3% 19.75 0.5% 97% False False 68
120 3,932.75 3,409.75 523.00 13.3% 17.75 0.5% 97% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,027.75
2.618 3,989.00
1.618 3,965.25
1.000 3,950.50
0.618 3,941.50
HIGH 3,926.75
0.618 3,917.75
0.500 3,915.00
0.382 3,912.00
LOW 3,903.00
0.618 3,888.25
1.000 3,879.25
1.618 3,864.50
2.618 3,840.75
4.250 3,802.00
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 3,917.00 3,908.00
PP 3,916.00 3,898.00
S1 3,915.00 3,887.75

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

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