E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 4,051.50 4,026.50 -25.00 -0.6% 4,080.00
High 4,068.50 4,066.50 -2.00 0.0% 4,102.50
Low 4,010.50 4,004.25 -6.25 -0.2% 4,045.75
Close 4,025.50 4,058.25 32.75 0.8% 4,062.00
Range 58.00 62.25 4.25 7.3% 56.75
ATR 36.96 38.76 1.81 4.9% 0.00
Volume 379,764 377,333 -2,431 -0.6% 466,454
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,229.75 4,206.25 4,092.50
R3 4,167.50 4,144.00 4,075.25
R2 4,105.25 4,105.25 4,069.75
R1 4,081.75 4,081.75 4,064.00 4,093.50
PP 4,043.00 4,043.00 4,043.00 4,049.00
S1 4,019.50 4,019.50 4,052.50 4,031.25
S2 3,980.75 3,980.75 4,046.75
S3 3,918.50 3,957.25 4,041.25
S4 3,856.25 3,895.00 4,024.00
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 4,089.75 4,004.25 85.50 2.1% 48.00 1.2% 63% False True 239,754
10 4,106.00 4,004.25 101.75 2.5% 46.00 1.1% 53% False True 124,076
20 4,106.00 4,004.25 101.75 2.5% 32.25 0.8% 53% False True 62,567
40 4,106.00 3,819.75 286.25 7.1% 37.00 0.9% 83% False False 31,589
60 4,106.00 3,776.75 329.25 8.1% 36.75 0.9% 85% False False 21,166
80 4,106.00 3,643.00 463.00 11.4% 31.75 0.8% 90% False False 15,878
100 4,106.00 3,488.75 617.25 15.2% 28.50 0.7% 92% False False 12,703
120 4,106.00 3,409.75 696.25 17.2% 28.25 0.7% 93% False False 10,586
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 14.08
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4,331.00
2.618 4,229.50
1.618 4,167.25
1.000 4,128.75
0.618 4,105.00
HIGH 4,066.50
0.618 4,042.75
0.500 4,035.50
0.382 4,028.00
LOW 4,004.25
0.618 3,965.75
1.000 3,942.00
1.618 3,903.50
2.618 3,841.25
4.250 3,739.75
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 4,050.50 4,054.50
PP 4,043.00 4,050.75
S1 4,035.50 4,047.00

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

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