E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 4,044.50 4,031.75 -12.75 -0.3% 4,051.50
High 4,061.00 4,090.00 29.00 0.7% 4,118.75
Low 4,027.75 4,031.00 3.25 0.1% 4,004.25
Close 4,037.00 4,087.75 50.75 1.3% 4,093.00
Range 33.25 59.00 25.75 77.4% 114.50
ATR 40.16 41.50 1.35 3.4% 0.00
Volume 276,929 278,357 1,428 0.5% 1,583,374
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,246.50 4,226.25 4,120.25
R3 4,187.50 4,167.25 4,104.00
R2 4,128.50 4,128.50 4,098.50
R1 4,108.25 4,108.25 4,093.25 4,118.50
PP 4,069.50 4,069.50 4,069.50 4,074.75
S1 4,049.25 4,049.25 4,082.25 4,059.50
S2 4,010.50 4,010.50 4,077.00
S3 3,951.50 3,990.25 4,071.50
S4 3,892.50 3,931.25 4,055.25
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 2.2% 46.00 1.1% 66% False False 271,295
10 4,118.75 4,004.25 114.50 2.8% 47.25 1.2% 73% False False 284,863
20 4,118.75 4,004.25 114.50 2.8% 40.50 1.0% 73% False False 146,166
40 4,118.75 3,819.75 299.00 7.3% 39.25 1.0% 90% False False 73,465
60 4,118.75 3,819.75 299.00 7.3% 38.50 0.9% 90% False False 49,097
80 4,118.75 3,717.25 401.50 9.8% 33.75 0.8% 92% False False 36,842
100 4,118.75 3,511.75 607.00 14.8% 30.50 0.7% 95% False False 29,475
120 4,118.75 3,409.75 709.00 17.3% 29.75 0.7% 96% False False 24,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,340.75
2.618 4,244.50
1.618 4,185.50
1.000 4,149.00
0.618 4,126.50
HIGH 4,090.00
0.618 4,067.50
0.500 4,060.50
0.382 4,053.50
LOW 4,031.00
0.618 3,994.50
1.000 3,972.00
1.618 3,935.50
2.618 3,876.50
4.250 3,780.25
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 4,078.75 4,078.50
PP 4,069.50 4,069.25
S1 4,060.50 4,060.00

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

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