E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 4,071.00 4,098.75 27.75 0.7% 4,051.50
High 4,099.75 4,118.75 19.00 0.5% 4,118.75
Low 4,061.00 4,076.00 15.00 0.4% 4,004.25
Close 4,096.50 4,093.00 -3.50 -0.1% 4,093.00
Range 38.75 42.75 4.00 10.3% 114.50
ATR 39.16 39.42 0.26 0.7% 0.00
Volume 225,943 279,619 53,676 23.8% 1,583,374
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,224.25 4,201.25 4,116.50
R3 4,181.50 4,158.50 4,104.75
R2 4,138.75 4,138.75 4,100.75
R1 4,115.75 4,115.75 4,097.00 4,106.00
PP 4,096.00 4,096.00 4,096.00 4,091.00
S1 4,073.00 4,073.00 4,089.00 4,063.00
S2 4,053.25 4,053.25 4,085.25
S3 4,010.50 4,030.25 4,081.25
S4 3,967.75 3,987.50 4,069.50
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,415.50 4,368.75 4,156.00
R3 4,301.00 4,254.25 4,124.50
R2 4,186.50 4,186.50 4,114.00
R1 4,139.75 4,139.75 4,103.50 4,163.00
PP 4,072.00 4,072.00 4,072.00 4,083.75
S1 4,025.25 4,025.25 4,082.50 4,048.50
S2 3,957.50 3,957.50 4,072.00
S3 3,843.00 3,910.75 4,061.50
S4 3,728.50 3,796.25 4,030.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,118.75 4,004.25 114.50 2.8% 49.25 1.2% 78% True False 316,674
10 4,118.75 4,004.25 114.50 2.8% 45.25 1.1% 78% True False 204,982
20 4,118.75 4,004.25 114.50 2.8% 36.00 0.9% 78% True False 103,760
40 4,118.75 3,819.75 299.00 7.3% 37.75 0.9% 91% True False 52,223
60 4,118.75 3,783.50 335.25 8.2% 37.25 0.9% 92% True False 34,930
80 4,118.75 3,692.75 426.00 10.4% 32.25 0.8% 94% True False 26,206
100 4,118.75 3,511.75 607.00 14.8% 29.00 0.7% 96% True False 20,965
120 4,118.75 3,409.75 709.00 17.3% 28.75 0.7% 96% True False 17,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,300.50
2.618 4,230.75
1.618 4,188.00
1.000 4,161.50
0.618 4,145.25
HIGH 4,118.75
0.618 4,102.50
0.500 4,097.50
0.382 4,092.25
LOW 4,076.00
0.618 4,049.50
1.000 4,033.25
1.618 4,006.75
2.618 3,964.00
4.250 3,894.25
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 4,097.50 4,088.25
PP 4,096.00 4,083.75
S1 4,094.50 4,079.00

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

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