E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 4,041.50 4,050.25 8.75 0.2% 3,985.00
High 4,053.25 4,071.50 18.25 0.5% 4,053.25
Low 4,030.00 4,050.00 20.00 0.5% 3,985.00
Close 4,047.50 4,056.25 8.75 0.2% 4,047.50
Range 23.25 21.50 -1.75 -7.5% 68.25
ATR 36.08 35.22 -0.86 -2.4% 0.00
Volume 531 1,493 962 181.2% 3,853
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,123.75 4,111.50 4,068.00
R3 4,102.25 4,090.00 4,062.25
R2 4,080.75 4,080.75 4,060.25
R1 4,068.50 4,068.50 4,058.25 4,074.50
PP 4,059.25 4,059.25 4,059.25 4,062.25
S1 4,047.00 4,047.00 4,054.25 4,053.00
S2 4,037.75 4,037.75 4,052.25
S3 4,016.25 4,025.50 4,050.25
S4 3,994.75 4,004.00 4,044.50
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,233.25 4,208.75 4,085.00
R3 4,165.00 4,140.50 4,066.25
R2 4,096.75 4,096.75 4,060.00
R1 4,072.25 4,072.25 4,053.75 4,084.50
PP 4,028.50 4,028.50 4,028.50 4,034.75
S1 4,004.00 4,004.00 4,041.25 4,016.25
S2 3,960.25 3,960.25 4,035.00
S3 3,892.00 3,935.75 4,028.75
S4 3,823.75 3,867.50 4,010.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,071.50 4,010.50 61.00 1.5% 19.75 0.5% 75% True False 889
10 4,071.50 3,877.75 193.75 4.8% 28.00 0.7% 92% True False 878
20 4,071.50 3,819.75 251.75 6.2% 38.50 1.0% 94% True False 746
40 4,071.50 3,819.75 251.75 6.2% 37.75 0.9% 94% True False 551
60 4,071.50 3,692.75 378.75 9.3% 31.75 0.8% 96% True False 388
80 4,071.50 3,511.75 559.75 13.8% 28.00 0.7% 97% True False 292
100 4,071.50 3,409.75 661.75 16.3% 27.50 0.7% 98% True False 234
120 4,071.50 3,409.75 661.75 16.3% 24.25 0.6% 98% True False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,163.00
2.618 4,127.75
1.618 4,106.25
1.000 4,093.00
0.618 4,084.75
HIGH 4,071.50
0.618 4,063.25
0.500 4,060.75
0.382 4,058.25
LOW 4,050.00
0.618 4,036.75
1.000 4,028.50
1.618 4,015.25
2.618 3,993.75
4.250 3,958.50
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 4,060.75 4,053.75
PP 4,059.25 4,051.25
S1 4,057.75 4,049.00

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

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