E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 4,045.75 4,033.75 -12.00 -0.3% 4,091.75
High 4,051.25 4,064.75 13.50 0.3% 4,092.00
Low 3,998.00 4,024.25 26.25 0.7% 3,998.25
Close 4,035.50 4,044.75 9.25 0.2% 4,045.75
Range 53.25 40.50 -12.75 -23.9% 93.75
ATR 45.83 45.45 -0.38 -0.8% 0.00
Volume 350,305 334,467 -15,838 -4.5% 1,603,809
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4,166.00 4,146.00 4,067.00
R3 4,125.50 4,105.50 4,056.00
R2 4,085.00 4,085.00 4,052.25
R1 4,065.00 4,065.00 4,048.50 4,075.00
PP 4,044.50 4,044.50 4,044.50 4,049.50
S1 4,024.50 4,024.50 4,041.00 4,034.50
S2 4,004.00 4,004.00 4,037.25
S3 3,963.50 3,984.00 4,033.50
S4 3,923.00 3,943.50 4,022.50
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 4,090.00 3,998.00 92.00 2.3% 58.25 1.4% 51% False False 343,204
10 4,118.75 3,998.00 120.75 3.0% 50.75 1.3% 39% False False 311,485
20 4,118.75 3,998.00 120.75 3.0% 48.25 1.2% 39% False False 217,781
40 4,118.75 3,819.75 299.00 7.4% 39.50 1.0% 75% False False 109,347
60 4,118.75 3,819.75 299.00 7.4% 40.50 1.0% 75% False False 73,039
80 4,118.75 3,741.50 377.25 9.3% 36.00 0.9% 80% False False 54,812
100 4,118.75 3,511.75 607.00 15.0% 31.50 0.8% 88% False False 43,851
120 4,118.75 3,409.75 709.00 17.5% 30.75 0.8% 90% False False 36,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 8.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,237.00
2.618 4,170.75
1.618 4,130.25
1.000 4,105.25
0.618 4,089.75
HIGH 4,064.75
0.618 4,049.25
0.500 4,044.50
0.382 4,039.75
LOW 4,024.25
0.618 3,999.25
1.000 3,983.75
1.618 3,958.75
2.618 3,918.25
4.250 3,852.00
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 4,044.75 4,040.25
PP 4,044.50 4,035.75
S1 4,044.50 4,031.50

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

View Archives - Comment on this page... - Back to Index of Symbols