E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 4,089.50 4,051.50 -38.00 -0.9% 4,080.00
High 4,089.75 4,068.50 -21.25 -0.5% 4,102.50
Low 4,049.00 4,010.50 -38.50 -1.0% 4,045.75
Close 4,062.00 4,025.50 -36.50 -0.9% 4,062.00
Range 40.75 58.00 17.25 42.3% 56.75
ATR 35.34 36.96 1.62 4.6% 0.00
Volume 305,246 379,764 74,518 24.4% 466,454
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,208.75 4,175.25 4,057.50
R3 4,150.75 4,117.25 4,041.50
R2 4,092.75 4,092.75 4,036.25
R1 4,059.25 4,059.25 4,030.75 4,047.00
PP 4,034.75 4,034.75 4,034.75 4,028.75
S1 4,001.25 4,001.25 4,020.25 3,989.00
S2 3,976.75 3,976.75 4,014.75
S3 3,918.75 3,943.25 4,009.50
S4 3,860.75 3,885.25 3,993.50
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 4,010.50 92.00 2.3% 46.75 1.2% 16% False True 168,111
10 4,106.00 4,010.50 95.50 2.4% 41.75 1.0% 16% False True 86,541
20 4,106.00 3,985.00 121.00 3.0% 30.50 0.8% 33% False False 43,745
40 4,106.00 3,819.75 286.25 7.1% 36.00 0.9% 72% False False 22,176
60 4,106.00 3,776.75 329.25 8.2% 36.00 0.9% 76% False False 14,878
80 4,106.00 3,619.00 487.00 12.1% 31.25 0.8% 83% False False 11,161
100 4,106.00 3,488.75 617.25 15.3% 28.50 0.7% 87% False False 8,930
120 4,106.00 3,409.75 696.25 17.3% 27.75 0.7% 88% False False 7,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.18
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4,315.00
2.618 4,220.25
1.618 4,162.25
1.000 4,126.50
0.618 4,104.25
HIGH 4,068.50
0.618 4,046.25
0.500 4,039.50
0.382 4,032.75
LOW 4,010.50
0.618 3,974.75
1.000 3,952.50
1.618 3,916.75
2.618 3,858.75
4.250 3,764.00
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 4,039.50 4,050.00
PP 4,034.75 4,042.00
S1 4,030.25 4,033.75

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

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