E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 4,059.75 4,086.50 26.75 0.7% 4,072.00
High 4,088.75 4,089.50 0.75 0.0% 4,106.00
Low 4,047.25 4,052.50 5.25 0.1% 4,044.75
Close 4,085.50 4,083.50 -2.00 0.0% 4,079.00
Range 41.50 37.00 -4.50 -10.8% 61.25
ATR 34.76 34.92 0.16 0.5% 0.00
Volume 27,331 109,098 81,767 299.2% 19,198
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,186.25 4,171.75 4,103.75
R3 4,149.25 4,134.75 4,093.75
R2 4,112.25 4,112.25 4,090.25
R1 4,097.75 4,097.75 4,087.00 4,086.50
PP 4,075.25 4,075.25 4,075.25 4,069.50
S1 4,060.75 4,060.75 4,080.00 4,049.50
S2 4,038.25 4,038.25 4,076.75
S3 4,001.25 4,023.75 4,073.25
S4 3,964.25 3,986.75 4,063.25
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 4,102.50 4,044.75 57.75 1.4% 40.75 1.0% 67% False False 33,208
10 4,106.00 4,044.75 61.25 1.5% 36.00 0.9% 63% False False 18,284
20 4,106.00 3,933.00 173.00 4.2% 29.50 0.7% 87% False False 9,598
40 4,106.00 3,819.75 286.25 7.0% 37.25 0.9% 92% False False 5,064
60 4,106.00 3,757.00 349.00 8.5% 35.25 0.9% 94% False False 3,462
80 4,106.00 3,571.75 534.25 13.1% 30.50 0.7% 96% False False 2,599
100 4,106.00 3,488.75 617.25 15.1% 27.50 0.7% 96% False False 2,079
120 4,106.00 3,409.75 696.25 17.1% 27.00 0.7% 97% False False 1,734
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 11.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,246.75
2.618 4,186.25
1.618 4,149.25
1.000 4,126.50
0.618 4,112.25
HIGH 4,089.50
0.618 4,075.25
0.500 4,071.00
0.382 4,066.75
LOW 4,052.50
0.618 4,029.75
1.000 4,015.50
1.618 3,992.75
2.618 3,955.75
4.250 3,895.25
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 4,079.25 4,080.50
PP 4,075.25 4,077.25
S1 4,071.00 4,074.00

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

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