E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	4,011.75	4,027.25	15.50	0.4%	3,869.50
High	4,033.25	4,039.00	5.75	0.1%	3,987.00
Low	4,010.50	4,022.25	11.75	0.3%	3,869.50
Close	4,027.00	4,032.25	5.25	0.1%	3,977.75
Range	22.75	16.75	-6.00	-26.4%	117.50
ATR	40.52	38.82	-1.70	-4.2%	0.00
Volume	950	392	-558	-58.7%	4,288

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,081.50	4,073.50	4,041.50
R3	4,064.75	4,056.75	4,036.75
R2	4,048.00	4,048.00	4,035.25
R1	4,040.00	4,040.00	4,033.75	4,044.00
PP	4,031.25	4,031.25	4,031.25	4,033.00
S1	4,023.25	4,023.25	4,030.75	4,027.25
S2	4,014.50	4,014.50	4,029.25
S3	3,997.75	4,006.50	4,027.75
S4	3,981.00	3,989.75	4,023.00

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	4,039.00	3,933.00	106.00	2.6%	29.00	0.7%	94%	True	False	859
10	4,039.00	3,819.75	219.25	5.4%	37.25	0.9%	97%	True	False	783
20	4,039.00	3,819.75	219.25	5.4%	40.50	1.0%	97%	True	False	647
40	4,039.00	3,776.75	262.25	6.5%	38.50	1.0%	97%	True	False	492
60	4,039.00	3,692.75	346.25	8.6%	31.25	0.8%	98%	True	False	337
80	4,039.00	3,511.75	527.25	13.1%	27.25	0.7%	99%	True	False	253
100	4,039.00	3,409.75	629.25	15.6%	27.25	0.7%	99%	True	False	203
120	4,039.00	3,409.75	629.25	15.6%	23.75	0.6%	99%	True	False	170

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.83
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,110.25
2.618	4,082.75
1.618	4,066.00
1.000	4,055.75
0.618	4,049.25
HIGH	4,039.00
0.618	4,032.50
0.500	4,030.50
0.382	4,028.75
LOW	4,022.25
0.618	4,012.00
1.000	4,005.50
1.618	3,995.25
2.618	3,978.50
4.250	3,951.00

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	4,031.75	4,025.50
PP	4,031.25	4,018.75
S1	4,030.50	4,012.00

Download as Excel Spreadsheet

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

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