E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 4,086.50 4,089.50 3.00 0.1% 4,080.00
High 4,089.50 4,089.75 0.25 0.0% 4,102.50
Low 4,052.50 4,049.00 -3.50 -0.1% 4,045.75
Close 4,083.50 4,062.00 -21.50 -0.5% 4,062.00
Range 37.00 40.75 3.75 10.1% 56.75
ATR 34.92 35.34 0.42 1.2% 0.00
Volume 109,098 305,246 196,148 179.8% 466,454
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,189.25 4,166.25 4,084.50
R3 4,148.50 4,125.50 4,073.25
R2 4,107.75 4,107.75 4,069.50
R1 4,084.75 4,084.75 4,065.75 4,076.00
PP 4,067.00 4,067.00 4,067.00 4,062.50
S1 4,044.00 4,044.00 4,058.25 4,035.00
S2 4,026.25 4,026.25 4,054.50
S3 3,985.50 4,003.25 4,050.75
S4 3,944.75 3,962.50 4,039.50
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,240.25 4,208.00 4,093.25
R3 4,183.50 4,151.25 4,077.50
R2 4,126.75 4,126.75 4,072.50
R1 4,094.50 4,094.50 4,067.25 4,082.25
PP 4,070.00 4,070.00 4,070.00 4,064.00
S1 4,037.75 4,037.75 4,056.75 4,025.50
S2 4,013.25 4,013.25 4,051.50
S3 3,956.50 3,981.00 4,046.50
S4 3,899.75 3,924.25 4,030.75
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 4,045.75 56.75 1.4% 41.00 1.0% 29% False False 93,290
10 4,106.00 4,044.75 61.25 1.5% 38.25 0.9% 28% False False 48,709
20 4,106.00 3,940.75 165.25 4.1% 30.00 0.7% 73% False False 24,832
40 4,106.00 3,819.75 286.25 7.0% 36.50 0.9% 85% False False 12,691
60 4,106.00 3,771.00 335.00 8.2% 35.25 0.9% 87% False False 8,549
80 4,106.00 3,612.50 493.50 12.1% 30.50 0.8% 91% False False 6,414
100 4,106.00 3,488.75 617.25 15.2% 28.00 0.7% 93% False False 5,132
120 4,106.00 3,409.75 696.25 17.1% 27.25 0.7% 94% False False 4,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,263.00
2.618 4,196.50
1.618 4,155.75
1.000 4,130.50
0.618 4,115.00
HIGH 4,089.75
0.618 4,074.25
0.500 4,069.50
0.382 4,064.50
LOW 4,049.00
0.618 4,023.75
1.000 4,008.25
1.618 3,983.00
2.618 3,942.25
4.250 3,875.75
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 4,069.50 4,068.50
PP 4,067.00 4,066.25
S1 4,064.50 4,064.25

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

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