E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 4,031.75 4,085.25 53.50 1.3% 4,051.50
High 4,090.00 4,088.50 -1.50 0.0% 4,118.75
Low 4,031.00 3,998.25 -32.75 -0.8% 4,004.25
Close 4,087.75 4,007.50 -80.25 -2.0% 4,093.00
Range 59.00 90.25 31.25 53.0% 114.50
ATR 41.50 44.99 3.48 8.4% 0.00
Volume 278,357 442,898 164,541 59.1% 1,583,374
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,302.25 4,245.00 4,057.25
R3 4,212.00 4,154.75 4,032.25
R2 4,121.75 4,121.75 4,024.00
R1 4,064.50 4,064.50 4,015.75 4,048.00
PP 4,031.50 4,031.50 4,031.50 4,023.00
S1 3,974.25 3,974.25 3,999.25 3,957.75
S2 3,941.25 3,941.25 3,991.00
S3 3,851.00 3,884.00 3,982.75
S4 3,760.75 3,793.75 3,957.75
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 3,998.25 120.50 3.0% 56.25 1.4% 8% False True 314,686
10 4,118.75 3,998.25 120.50 3.0% 52.50 1.3% 8% False True 318,243
20 4,118.75 3,998.25 120.50 3.0% 44.25 1.1% 8% False True 168,264
40 4,118.75 3,819.75 299.00 7.5% 40.75 1.0% 63% False False 84,528
60 4,118.75 3,819.75 299.00 7.5% 39.25 1.0% 63% False False 56,475
80 4,118.75 3,729.50 389.25 9.7% 35.00 0.9% 71% False False 42,378
100 4,118.75 3,511.75 607.00 15.1% 31.00 0.8% 82% False False 33,903
120 4,118.75 3,409.75 709.00 17.7% 29.50 0.7% 84% False False 28,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.70
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,472.00
2.618 4,324.75
1.618 4,234.50
1.000 4,178.75
0.618 4,144.25
HIGH 4,088.50
0.618 4,054.00
0.500 4,043.50
0.382 4,032.75
LOW 3,998.25
0.618 3,942.50
1.000 3,908.00
1.618 3,852.25
2.618 3,762.00
4.250 3,614.75
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 4,043.50 4,044.00
PP 4,031.50 4,032.00
S1 4,019.50 4,019.75

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

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