E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 4,063.25 4,064.00 0.75 0.0% 4,050.25
High 4,066.25 4,078.00 11.75 0.3% 4,078.00
Low 4,047.25 4,055.00 7.75 0.2% 4,047.25
Close 4,062.25 4,074.50 12.25 0.3% 4,074.50
Range 19.00 23.00 4.00 21.1% 30.75
ATR 31.27 30.68 -0.59 -1.9% 0.00
Volume 1,000 1,443 443 44.3% 5,649
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,138.25 4,129.25 4,087.25
R3 4,115.25 4,106.25 4,080.75
R2 4,092.25 4,092.25 4,078.75
R1 4,083.25 4,083.25 4,076.50 4,087.75
PP 4,069.25 4,069.25 4,069.25 4,071.50
S1 4,060.25 4,060.25 4,072.50 4,064.75
S2 4,046.25 4,046.25 4,070.25
S3 4,023.25 4,037.25 4,068.25
S4 4,000.25 4,014.25 4,061.75
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4,158.75 4,147.50 4,091.50
R3 4,128.00 4,116.75 4,083.00
R2 4,097.25 4,097.25 4,080.25
R1 4,086.00 4,086.00 4,077.25 4,091.50
PP 4,066.50 4,066.50 4,066.50 4,069.50
S1 4,055.25 4,055.25 4,071.75 4,061.00
S2 4,035.75 4,035.75 4,068.75
S3 4,005.00 4,024.50 4,066.00
S4 3,974.25 3,993.75 4,057.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,078.00 4,047.25 30.75 0.8% 18.00 0.4% 89% True False 1,129
10 4,078.00 3,985.00 93.00 2.3% 19.50 0.5% 96% True False 950
20 4,078.00 3,819.75 258.25 6.3% 32.00 0.8% 99% True False 847
40 4,078.00 3,819.75 258.25 6.3% 36.75 0.9% 99% True False 627
60 4,078.00 3,741.50 336.50 8.3% 32.00 0.8% 99% True False 457
80 4,078.00 3,511.75 566.25 13.9% 27.25 0.7% 99% True False 344
100 4,078.00 3,409.75 668.25 16.4% 27.00 0.7% 99% True False 276
120 4,078.00 3,409.75 668.25 16.4% 24.50 0.6% 99% True False 230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,175.75
2.618 4,138.25
1.618 4,115.25
1.000 4,101.00
0.618 4,092.25
HIGH 4,078.00
0.618 4,069.25
0.500 4,066.50
0.382 4,063.75
LOW 4,055.00
0.618 4,040.75
1.000 4,032.00
1.618 4,017.75
2.618 3,994.75
4.250 3,957.25
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 4,071.75 4,070.50
PP 4,069.25 4,066.50
S1 4,066.50 4,062.50

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

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