E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 4,080.00 4,084.75 4.75 0.1% 4,072.00
High 4,097.25 4,102.50 5.25 0.1% 4,106.00
Low 4,068.00 4,045.75 -22.25 -0.5% 4,044.75
Close 4,085.50 4,058.25 -27.25 -0.7% 4,079.00
Range 29.25 56.75 27.50 94.0% 61.25
ATR 32.51 34.24 1.73 5.3% 0.00
Volume 5,661 19,118 13,457 237.7% 19,198
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,239.00 4,205.50 4,089.50
R3 4,182.25 4,148.75 4,073.75
R2 4,125.50 4,125.50 4,068.75
R1 4,092.00 4,092.00 4,063.50 4,080.50
PP 4,068.75 4,068.75 4,068.75 4,063.00
S1 4,035.25 4,035.25 4,053.00 4,023.50
S2 4,012.00 4,012.00 4,047.75
S3 3,955.25 3,978.50 4,042.75
S4 3,898.50 3,921.75 4,027.00
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,260.25 4,231.00 4,112.75
R3 4,199.00 4,169.75 4,095.75
R2 4,137.75 4,137.75 4,090.25
R1 4,108.50 4,108.50 4,084.50 4,123.00
PP 4,076.50 4,076.50 4,076.50 4,084.00
S1 4,047.25 4,047.25 4,073.50 4,062.00
S2 4,015.25 4,015.25 4,067.75
S3 3,954.00 3,986.00 4,062.25
S4 3,892.75 3,924.75 4,045.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,106.00 4,044.75 61.25 1.5% 44.00 1.1% 22% False False 8,399
10 4,106.00 4,044.75 61.25 1.5% 30.75 0.8% 22% False False 4,813
20 4,106.00 3,877.75 228.25 5.6% 29.50 0.7% 79% False False 2,845
40 4,106.00 3,819.75 286.25 7.1% 37.25 0.9% 83% False False 1,665
60 4,106.00 3,757.00 349.00 8.6% 34.50 0.9% 86% False False 1,189
80 4,106.00 3,569.75 536.25 13.2% 29.50 0.7% 91% False False 893
100 4,106.00 3,488.75 617.25 15.2% 27.00 0.7% 92% False False 715
120 4,106.00 3,409.75 696.25 17.2% 26.50 0.7% 93% False False 597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.73
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,343.75
2.618 4,251.00
1.618 4,194.25
1.000 4,159.25
0.618 4,137.50
HIGH 4,102.50
0.618 4,080.75
0.500 4,074.00
0.382 4,067.50
LOW 4,045.75
0.618 4,010.75
1.000 3,989.00
1.618 3,954.00
2.618 3,897.25
4.250 3,804.50
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 4,074.00 4,073.50
PP 4,068.75 4,068.50
S1 4,063.50 4,063.50

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

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