E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 4,026.50 4,056.00 29.50 0.7% 4,080.00
High 4,066.50 4,084.00 17.50 0.4% 4,102.50
Low 4,004.25 4,039.25 35.00 0.9% 4,045.75
Close 4,058.25 4,065.25 7.00 0.2% 4,062.00
Range 62.25 44.75 -17.50 -28.1% 56.75
ATR 38.76 39.19 0.43 1.1% 0.00
Volume 377,333 320,715 -56,618 -15.0% 466,454
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,197.00 4,176.00 4,089.75
R3 4,152.25 4,131.25 4,077.50
R2 4,107.50 4,107.50 4,073.50
R1 4,086.50 4,086.50 4,069.25 4,097.00
PP 4,062.75 4,062.75 4,062.75 4,068.00
S1 4,041.75 4,041.75 4,061.25 4,052.25
S2 4,018.00 4,018.00 4,057.00
S3 3,973.25 3,997.00 4,053.00
S4 3,928.50 3,952.25 4,040.75
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% 48.50 1.2% 71% False False 298,431
10 4,102.50 4,004.25 98.25 2.4% 45.25 1.1% 62% False False 155,825
20 4,106.00 4,004.25 101.75 2.5% 33.50 0.8% 60% False False 78,555
40 4,106.00 3,819.75 286.25 7.0% 37.50 0.9% 86% False False 39,600
60 4,106.00 3,776.75 329.25 8.1% 37.25 0.9% 88% False False 26,510
80 4,106.00 3,673.50 432.50 10.6% 32.00 0.8% 91% False False 19,887
100 4,106.00 3,488.75 617.25 15.2% 28.75 0.7% 93% False False 15,910
120 4,106.00 3,409.75 696.25 17.1% 28.25 0.7% 94% False False 13,259
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 13.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,274.25
2.618 4,201.25
1.618 4,156.50
1.000 4,128.75
0.618 4,111.75
HIGH 4,084.00
0.618 4,067.00
0.500 4,061.50
0.382 4,056.25
LOW 4,039.25
0.618 4,011.50
1.000 3,994.50
1.618 3,966.75
2.618 3,922.00
4.250 3,849.00
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 4,064.00 4,058.25
PP 4,062.75 4,051.25
S1 4,061.50 4,044.00

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

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