E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 4,091.75 4,044.50 -47.25 -1.2% 4,051.50
High 4,092.00 4,061.00 -31.00 -0.8% 4,118.75
Low 4,035.75 4,027.75 -8.00 -0.2% 4,004.25
Close 4,052.75 4,037.00 -15.75 -0.4% 4,093.00
Range 56.25 33.25 -23.00 -40.9% 114.50
ATR 40.69 40.16 -0.53 -1.3% 0.00
Volume 295,630 276,929 -18,701 -6.3% 1,583,374
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,141.75 4,122.50 4,055.25
R3 4,108.50 4,089.25 4,046.25
R2 4,075.25 4,075.25 4,043.00
R1 4,056.00 4,056.00 4,040.00 4,049.00
PP 4,042.00 4,042.00 4,042.00 4,038.50
S1 4,022.75 4,022.75 4,034.00 4,015.75
S2 4,008.75 4,008.75 4,031.00
S3 3,975.50 3,989.50 4,027.75
S4 3,942.25 3,956.25 4,018.75
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 4,027.75 91.00 2.3% 43.25 1.1% 10% False True 279,767
10 4,118.75 4,004.25 114.50 2.8% 45.50 1.1% 29% False False 259,760
20 4,118.75 4,004.25 114.50 2.8% 38.25 0.9% 29% False False 132,287
40 4,118.75 3,819.75 299.00 7.4% 38.25 1.0% 73% False False 66,516
60 4,118.75 3,819.75 299.00 7.4% 38.00 0.9% 73% False False 44,463
80 4,118.75 3,692.75 426.00 10.6% 33.25 0.8% 81% False False 33,363
100 4,118.75 3,511.75 607.00 15.0% 30.00 0.7% 87% False False 26,691
120 4,118.75 3,409.75 709.00 17.6% 29.25 0.7% 88% False False 22,243
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.85
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,202.25
2.618 4,148.00
1.618 4,114.75
1.000 4,094.25
0.618 4,081.50
HIGH 4,061.00
0.618 4,048.25
0.500 4,044.50
0.382 4,040.50
LOW 4,027.75
0.618 4,007.25
1.000 3,994.50
1.618 3,974.00
2.618 3,940.75
4.250 3,886.50
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 4,044.50 4,073.25
PP 4,042.00 4,061.25
S1 4,039.50 4,049.00

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

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