E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 3,956.00 3,951.25 -4.75 -0.1% 3,922.00
High 3,958.00 3,963.75 5.75 0.1% 3,983.25
Low 3,930.25 3,922.00 -8.25 -0.2% 3,903.00
Close 3,948.25 3,952.50 4.25 0.1% 3,948.25
Range 27.75 41.75 14.00 50.5% 80.25
ATR 35.23 35.69 0.47 1.3% 0.00
Volume 346 477 131 37.9% 2,068
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,071.25 4,053.75 3,975.50
R3 4,029.50 4,012.00 3,964.00
R2 3,987.75 3,987.75 3,960.25
R1 3,970.25 3,970.25 3,956.25 3,979.00
PP 3,946.00 3,946.00 3,946.00 3,950.50
S1 3,928.50 3,928.50 3,948.75 3,937.25
S2 3,904.25 3,904.25 3,944.75
S3 3,862.50 3,886.75 3,941.00
S4 3,820.75 3,845.00 3,929.50
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,185.50 4,147.25 3,992.50
R3 4,105.25 4,067.00 3,970.25
R2 4,025.00 4,025.00 3,963.00
R1 3,986.75 3,986.75 3,955.50 4,006.00
PP 3,944.75 3,944.75 3,944.75 3,954.50
S1 3,906.50 3,906.50 3,941.00 3,925.50
S2 3,864.50 3,864.50 3,933.50
S3 3,784.25 3,826.25 3,926.25
S4 3,704.00 3,746.00 3,904.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,983.25 3,922.00 61.25 1.5% 32.50 0.8% 50% False True 351
10 3,983.25 3,848.25 135.00 3.4% 41.00 1.0% 77% False False 355
20 3,983.25 3,824.25 159.00 4.0% 37.00 0.9% 81% False False 356
40 3,983.25 3,692.75 290.50 7.3% 28.25 0.7% 89% False False 209
60 3,983.25 3,511.75 471.50 11.9% 24.25 0.6% 93% False False 141
80 3,983.25 3,409.75 573.50 14.5% 24.75 0.6% 95% False False 106
100 3,983.25 3,409.75 573.50 14.5% 21.25 0.5% 95% False False 86
120 3,983.25 3,409.75 573.50 14.5% 18.25 0.5% 95% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,141.25
2.618 4,073.00
1.618 4,031.25
1.000 4,005.50
0.618 3,989.50
HIGH 3,963.75
0.618 3,947.75
0.500 3,943.00
0.382 3,938.00
LOW 3,922.00
0.618 3,896.25
1.000 3,880.25
1.618 3,854.50
2.618 3,812.75
4.250 3,744.50
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 3,949.25 3,952.50
PP 3,946.00 3,952.50
S1 3,943.00 3,952.50

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

View Archives - Comment on this page... - Back to Index of Symbols