E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 4,098.75 4,091.75 -7.00 -0.2% 4,051.50
High 4,118.75 4,092.00 -26.75 -0.6% 4,118.75
Low 4,076.00 4,035.75 -40.25 -1.0% 4,004.25
Close 4,093.00 4,052.75 -40.25 -1.0% 4,093.00
Range 42.75 56.25 13.50 31.6% 114.50
ATR 39.42 40.69 1.27 3.2% 0.00
Volume 279,619 295,630 16,011 5.7% 1,583,374
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,229.00 4,197.00 4,083.75
R3 4,172.75 4,140.75 4,068.25
R2 4,116.50 4,116.50 4,063.00
R1 4,084.50 4,084.50 4,058.00 4,072.50
PP 4,060.25 4,060.25 4,060.25 4,054.00
S1 4,028.25 4,028.25 4,047.50 4,016.00
S2 4,004.00 4,004.00 4,042.50
S3 3,947.75 3,972.00 4,037.25
S4 3,891.50 3,915.75 4,021.75
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% 49.00 1.2% 42% False False 299,848
10 4,118.75 4,004.25 114.50 2.8% 48.00 1.2% 42% False False 233,979
20 4,118.75 4,004.25 114.50 2.8% 37.50 0.9% 42% False False 118,515
40 4,118.75 3,819.75 299.00 7.4% 38.50 1.0% 78% False False 59,605
60 4,118.75 3,803.75 315.00 7.8% 37.75 0.9% 79% False False 39,854
80 4,118.75 3,692.75 426.00 10.5% 33.00 0.8% 85% False False 29,901
100 4,118.75 3,511.75 607.00 15.0% 29.75 0.7% 89% False False 23,922
120 4,118.75 3,409.75 709.00 17.5% 29.00 0.7% 91% False False 19,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 11.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,331.00
2.618 4,239.25
1.618 4,183.00
1.000 4,148.25
0.618 4,126.75
HIGH 4,092.00
0.618 4,070.50
0.500 4,064.00
0.382 4,057.25
LOW 4,035.75
0.618 4,001.00
1.000 3,979.50
1.618 3,944.75
2.618 3,888.50
4.250 3,796.75
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 4,064.00 4,077.25
PP 4,060.25 4,069.00
S1 4,056.50 4,061.00

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

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