E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 4,085.25 4,005.00 -80.25 -2.0% 4,091.75
High 4,088.50 4,050.50 -38.00 -0.9% 4,092.00
Low 3,998.25 4,001.75 3.50 0.1% 3,998.25
Close 4,007.50 4,045.75 38.25 1.0% 4,045.75
Range 90.25 48.75 -41.50 -46.0% 93.75
ATR 44.99 45.26 0.27 0.6% 0.00
Volume 442,898 309,995 -132,903 -30.0% 1,603,809
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,179.00 4,161.00 4,072.50
R3 4,130.25 4,112.25 4,059.25
R2 4,081.50 4,081.50 4,054.75
R1 4,063.50 4,063.50 4,050.25 4,072.50
PP 4,032.75 4,032.75 4,032.75 4,037.00
S1 4,014.75 4,014.75 4,041.25 4,023.75
S2 3,984.00 3,984.00 4,036.75
S3 3,935.25 3,966.00 4,032.25
S4 3,886.50 3,917.25 4,019.00
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,326.50 4,280.00 4,097.25
R3 4,232.75 4,186.25 4,071.50
R2 4,139.00 4,139.00 4,063.00
R1 4,092.50 4,092.50 4,054.25 4,069.00
PP 4,045.25 4,045.25 4,045.25 4,033.50
S1 3,998.75 3,998.75 4,037.25 3,975.00
S2 3,951.50 3,951.50 4,028.50
S3 3,857.75 3,905.00 4,020.00
S4 3,764.00 3,811.25 3,994.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,092.00 3,998.25 93.75 2.3% 57.50 1.4% 51% False False 320,761
10 4,118.75 3,998.25 120.50 3.0% 53.50 1.3% 39% False False 318,718
20 4,118.75 3,998.25 120.50 3.0% 45.75 1.1% 39% False False 183,713
40 4,118.75 3,819.75 299.00 7.4% 39.75 1.0% 76% False False 92,263
60 4,118.75 3,819.75 299.00 7.4% 39.75 1.0% 76% False False 61,637
80 4,118.75 3,730.25 388.50 9.6% 35.50 0.9% 81% False False 46,253
100 4,118.75 3,511.75 607.00 15.0% 31.00 0.8% 88% False False 37,003
120 4,118.75 3,409.75 709.00 17.5% 30.00 0.7% 90% False False 30,837
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,257.75
2.618 4,178.25
1.618 4,129.50
1.000 4,099.25
0.618 4,080.75
HIGH 4,050.50
0.618 4,032.00
0.500 4,026.00
0.382 4,020.25
LOW 4,001.75
0.618 3,971.50
1.000 3,953.00
1.618 3,922.75
2.618 3,874.00
4.250 3,794.50
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 4,039.25 4,045.25
PP 4,032.75 4,044.75
S1 4,026.00 4,044.00

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

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