E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 4,033.75 4,036.25 2.50 0.1% 4,091.75
High 4,064.75 4,046.00 -18.75 -0.5% 4,092.00
Low 4,024.25 3,965.50 -58.75 -1.5% 3,998.25
Close 4,044.75 3,982.50 -62.25 -1.5% 4,045.75
Range 40.50 80.50 40.00 98.8% 93.75
ATR 45.45 47.95 2.50 5.5% 0.00
Volume 334,467 435,753 101,286 30.3% 1,603,809
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,239.50 4,191.50 4,026.75
R3 4,159.00 4,111.00 4,004.75
R2 4,078.50 4,078.50 3,997.25
R1 4,030.50 4,030.50 3,990.00 4,014.25
PP 3,998.00 3,998.00 3,998.00 3,990.00
S1 3,950.00 3,950.00 3,975.00 3,933.75
S2 3,917.50 3,917.50 3,967.75
S3 3,837.00 3,869.50 3,960.25
S4 3,756.50 3,789.00 3,938.25
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 4,088.50 3,965.50 123.00 3.1% 62.75 1.6% 14% False True 374,683
10 4,118.75 3,965.50 153.25 3.8% 54.25 1.4% 11% False True 322,989
20 4,118.75 3,965.50 153.25 3.8% 49.75 1.3% 11% False True 239,407
40 4,118.75 3,819.75 299.00 7.5% 40.50 1.0% 54% False False 120,225
60 4,118.75 3,819.75 299.00 7.5% 41.00 1.0% 54% False False 80,293
80 4,118.75 3,741.50 377.25 9.5% 36.75 0.9% 64% False False 60,259
100 4,118.75 3,550.25 568.50 14.3% 32.00 0.8% 76% False False 48,209
120 4,118.75 3,409.75 709.00 17.8% 30.75 0.8% 81% False False 40,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,388.00
2.618 4,256.75
1.618 4,176.25
1.000 4,126.50
0.618 4,095.75
HIGH 4,046.00
0.618 4,015.25
0.500 4,005.75
0.382 3,996.25
LOW 3,965.50
0.618 3,915.75
1.000 3,885.00
1.618 3,835.25
2.618 3,754.75
4.250 3,623.50
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 4,005.75 4,015.00
PP 3,998.00 4,004.25
S1 3,990.25 3,993.50

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

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