E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 4,058.00 4,066.50 8.50 0.2% 3,985.00
High 4,068.50 4,069.75 1.25 0.0% 4,053.25
Low 4,055.00 4,056.50 1.50 0.0% 3,985.00
Close 4,065.00 4,065.50 0.50 0.0% 4,047.50
Range 13.50 13.25 -0.25 -1.9% 68.25
ATR 33.67 32.21 -1.46 -4.3% 0.00
Volume 767 946 179 23.3% 3,853
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,103.75 4,097.75 4,072.75
R3 4,090.50 4,084.50 4,069.25
R2 4,077.25 4,077.25 4,068.00
R1 4,071.25 4,071.25 4,066.75 4,067.50
PP 4,064.00 4,064.00 4,064.00 4,062.00
S1 4,058.00 4,058.00 4,064.25 4,054.50
S2 4,050.75 4,050.75 4,063.00
S3 4,037.50 4,044.75 4,061.75
S4 4,024.25 4,031.50 4,058.25
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 4,026.25 45.25 1.1% 17.25 0.4% 87% False False 963
10 4,071.50 3,933.00 138.50 3.4% 23.00 0.6% 96% False False 911
20 4,071.50 3,819.75 251.75 6.2% 37.00 0.9% 98% False False 793
40 4,071.50 3,819.75 251.75 6.2% 36.75 0.9% 98% False False 580
60 4,071.50 3,729.50 342.00 8.4% 31.75 0.8% 98% False False 416
80 4,071.50 3,511.75 559.75 13.8% 27.75 0.7% 99% False False 313
100 4,071.50 3,409.75 661.75 16.3% 26.75 0.7% 99% False False 251
120 4,071.50 3,409.75 661.75 16.3% 24.50 0.6% 99% False False 210
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.85
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 4,126.00
2.618 4,104.50
1.618 4,091.25
1.000 4,083.00
0.618 4,078.00
HIGH 4,069.75
0.618 4,064.75
0.500 4,063.00
0.382 4,061.50
LOW 4,056.50
0.618 4,048.25
1.000 4,043.25
1.618 4,035.00
2.618 4,021.75
4.250 4,000.25
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 4,064.75 4,064.00
PP 4,064.00 4,062.25
S1 4,063.00 4,060.75

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

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