E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 3,965.00 3,985.00 20.00 0.5% 3,869.50
High 3,987.00 4,011.75 24.75 0.6% 3,987.00
Low 3,940.75 3,985.00 44.25 1.1% 3,869.50
Close 3,977.75 4,006.00 28.25 0.7% 3,977.75
Range 46.25 26.75 -19.50 -42.2% 117.50
ATR 42.12 41.54 -0.58 -1.4% 0.00
Volume 1,498 901 -597 -39.9% 4,288
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,081.25 4,070.25 4,020.75
R3 4,054.50 4,043.50 4,013.25
R2 4,027.75 4,027.75 4,011.00
R1 4,016.75 4,016.75 4,008.50 4,022.25
PP 4,001.00 4,001.00 4,001.00 4,003.50
S1 3,990.00 3,990.00 4,003.50 3,995.50
S2 3,974.25 3,974.25 4,001.00
S3 3,947.50 3,963.25 3,998.75
S4 3,920.75 3,936.50 3,991.25
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,297.25 4,255.00 4,042.50
R3 4,179.75 4,137.50 4,010.00
R2 4,062.25 4,062.25 3,999.25
R1 4,020.00 4,020.00 3,988.50 4,041.00
PP 3,944.75 3,944.75 3,944.75 3,955.25
S1 3,902.50 3,902.50 3,967.00 3,923.50
S2 3,827.25 3,827.25 3,956.25
S3 3,709.75 3,785.00 3,945.50
S4 3,592.25 3,667.50 3,913.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,011.75 3,877.75 134.00 3.3% 36.25 0.9% 96% True False 867
10 4,011.75 3,819.75 192.00 4.8% 42.75 1.1% 97% True False 767
20 4,011.75 3,819.75 192.00 4.8% 41.75 1.0% 97% True False 612
40 4,011.75 3,776.75 235.00 5.9% 39.00 1.0% 98% True False 465
60 4,011.75 3,643.00 368.75 9.2% 31.50 0.8% 98% True False 315
80 4,011.75 3,488.75 523.00 13.1% 27.75 0.7% 99% True False 237
100 4,011.75 3,409.75 602.00 15.0% 27.50 0.7% 99% True False 190
120 4,011.75 3,409.75 602.00 15.0% 23.50 0.6% 99% True False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.53
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,125.50
2.618 4,081.75
1.618 4,055.00
1.000 4,038.50
0.618 4,028.25
HIGH 4,011.75
0.618 4,001.50
0.500 3,998.50
0.382 3,995.25
LOW 3,985.00
0.618 3,968.50
1.000 3,958.25
1.618 3,941.75
2.618 3,915.00
4.250 3,871.25
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 4,003.50 3,994.75
PP 4,001.00 3,983.50
S1 3,998.50 3,972.50

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

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