E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 4,036.25 3,981.50 -54.75 -1.4% 4,091.75
High 4,046.00 3,995.00 -51.00 -1.3% 4,092.00
Low 3,965.50 3,927.75 -37.75 -1.0% 3,998.25
Close 3,982.50 3,978.00 -4.50 -0.1% 4,045.75
Range 80.50 67.25 -13.25 -16.5% 93.75
ATR 47.95 49.33 1.38 2.9% 0.00
Volume 435,753 439,789 4,036 0.9% 1,603,809
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,168.75 4,140.50 4,015.00
R3 4,101.50 4,073.25 3,996.50
R2 4,034.25 4,034.25 3,990.25
R1 4,006.00 4,006.00 3,984.25 3,986.50
PP 3,967.00 3,967.00 3,967.00 3,957.00
S1 3,938.75 3,938.75 3,971.75 3,919.25
S2 3,899.75 3,899.75 3,965.75
S3 3,832.50 3,871.50 3,959.50
S4 3,765.25 3,804.25 3,941.00
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 4,064.75 3,927.75 137.00 3.4% 58.00 1.5% 37% False True 374,061
10 4,118.75 3,927.75 191.00 4.8% 57.25 1.4% 26% False True 344,374
20 4,118.75 3,927.75 191.00 4.8% 51.00 1.3% 26% False True 260,939
40 4,118.75 3,819.75 299.00 7.5% 40.75 1.0% 53% False False 131,206
60 4,118.75 3,819.75 299.00 7.5% 41.50 1.0% 53% False False 87,615
80 4,118.75 3,741.50 377.25 9.5% 37.75 0.9% 63% False False 65,756
100 4,118.75 3,550.25 568.50 14.3% 32.50 0.8% 75% False False 52,606
120 4,118.75 3,409.75 709.00 17.8% 31.00 0.8% 80% False False 43,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 8.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,280.75
2.618 4,171.00
1.618 4,103.75
1.000 4,062.25
0.618 4,036.50
HIGH 3,995.00
0.618 3,969.25
0.500 3,961.50
0.382 3,953.50
LOW 3,927.75
0.618 3,886.25
1.000 3,860.50
1.618 3,819.00
2.618 3,751.75
4.250 3,642.00
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 3,972.50 3,996.25
PP 3,967.00 3,990.25
S1 3,961.50 3,984.00

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

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