E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 3,951.25 3,966.25 15.00 0.4% 3,922.00
High 3,975.25 3,966.25 -9.00 -0.2% 3,983.25
Low 3,946.50 3,875.00 -71.50 -1.8% 3,903.00
Close 3,961.00 3,877.50 -83.50 -2.1% 3,948.25
Range 28.75 91.25 62.50 217.4% 80.25
ATR 34.74 38.78 4.04 11.6% 0.00
Volume 359 612 253 70.5% 2,068
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,180.00 4,120.00 3,927.75
R3 4,088.75 4,028.75 3,902.50
R2 3,997.50 3,997.50 3,894.25
R1 3,937.50 3,937.50 3,885.75 3,922.00
PP 3,906.25 3,906.25 3,906.25 3,898.50
S1 3,846.25 3,846.25 3,869.25 3,830.50
S2 3,815.00 3,815.00 3,860.75
S3 3,723.75 3,755.00 3,852.50
S4 3,632.50 3,663.75 3,827.25
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 3,975.25 3,875.00 100.25 2.6% 43.25 1.1% 2% False True 444
10 3,983.25 3,848.25 135.00 3.5% 41.25 1.1% 22% False False 430
20 3,983.25 3,825.00 158.25 4.1% 40.25 1.0% 33% False False 386
40 3,983.25 3,730.25 253.00 6.5% 31.25 0.8% 58% False False 243
60 3,983.25 3,511.75 471.50 12.2% 25.25 0.7% 78% False False 164
80 3,983.25 3,409.75 573.50 14.8% 25.25 0.6% 82% False False 124
100 3,983.25 3,409.75 573.50 14.8% 22.50 0.6% 82% False False 99
120 3,983.25 3,409.75 573.50 14.8% 19.50 0.5% 82% False False 83
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 6.00
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 4,354.00
2.618 4,205.25
1.618 4,114.00
1.000 4,057.50
0.618 4,022.75
HIGH 3,966.25
0.618 3,931.50
0.500 3,920.50
0.382 3,909.75
LOW 3,875.00
0.618 3,818.50
1.000 3,783.75
1.618 3,727.25
2.618 3,636.00
4.250 3,487.25
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 3,920.50 3,925.00
PP 3,906.25 3,909.25
S1 3,892.00 3,893.50

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

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