E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 4,027.25 4,032.00 4.75 0.1% 3,869.50
High 4,039.00 4,040.50 1.50 0.0% 3,987.00
Low 4,022.25 4,026.25 4.00 0.1% 3,869.50
Close 4,032.25 4,040.50 8.25 0.2% 3,977.75
Range 16.75 14.25 -2.50 -14.9% 117.50
ATR 38.82 37.07 -1.76 -4.5% 0.00
Volume 392 1,079 687 175.3% 4,288
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,078.50 4,073.75 4,048.25
R3 4,064.25 4,059.50 4,044.50
R2 4,050.00 4,050.00 4,043.00
R1 4,045.25 4,045.25 4,041.75 4,047.50
PP 4,035.75 4,035.75 4,035.75 4,037.00
S1 4,031.00 4,031.00 4,039.25 4,033.50
S2 4,021.50 4,021.50 4,038.00
S3 4,007.25 4,016.75 4,036.50
S4 3,993.00 4,002.50 4,032.75
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 4,040.50 3,940.75 99.75 2.5% 25.25 0.6% 100% True False 964
10 4,040.50 3,819.75 220.75 5.5% 33.50 0.8% 100% True False 834
20 4,040.50 3,819.75 220.75 5.5% 39.75 1.0% 100% True False 686
40 4,040.50 3,783.50 257.00 6.4% 38.00 0.9% 100% True False 515
60 4,040.50 3,692.75 347.75 8.6% 31.25 0.8% 100% True False 355
80 4,040.50 3,511.75 528.75 13.1% 27.25 0.7% 100% True False 267
100 4,040.50 3,409.75 630.75 15.6% 27.25 0.7% 100% True False 214
120 4,040.50 3,409.75 630.75 15.6% 24.00 0.6% 100% True False 179
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.08
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 4,101.00
2.618 4,077.75
1.618 4,063.50
1.000 4,054.75
0.618 4,049.25
HIGH 4,040.50
0.618 4,035.00
0.500 4,033.50
0.382 4,031.75
LOW 4,026.25
0.618 4,017.50
1.000 4,012.00
1.618 4,003.25
2.618 3,989.00
4.250 3,965.75
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 4,038.00 4,035.50
PP 4,035.75 4,030.50
S1 4,033.50 4,025.50

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

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