E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 3,974.50 4,017.75 43.25 1.1% 4,045.75
High 4,034.75 4,040.50 5.75 0.1% 4,064.75
Low 3,970.50 3,996.25 25.75 0.6% 3,927.75
Close 4,016.00 4,007.00 -9.00 -0.2% 4,016.00
Range 64.25 44.25 -20.00 -31.1% 137.00
ATR 50.39 49.96 -0.44 -0.9% 0.00
Volume 286,084 338,251 52,167 18.2% 1,846,398
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,147.25 4,121.50 4,031.25
R3 4,103.00 4,077.25 4,019.25
R2 4,058.75 4,058.75 4,015.00
R1 4,033.00 4,033.00 4,011.00 4,023.75
PP 4,014.50 4,014.50 4,014.50 4,010.00
S1 3,988.75 3,988.75 4,003.00 3,979.50
S2 3,970.25 3,970.25 3,999.00
S3 3,926.00 3,944.50 3,994.75
S4 3,881.75 3,900.25 3,982.75
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,413.75 4,352.00 4,091.25
R3 4,276.75 4,215.00 4,053.75
R2 4,139.75 4,139.75 4,041.00
R1 4,078.00 4,078.00 4,028.50 4,040.50
PP 4,002.75 4,002.75 4,002.75 3,984.00
S1 3,941.00 3,941.00 4,003.50 3,903.50
S2 3,865.75 3,865.75 3,991.00
S3 3,728.75 3,804.00 3,978.25
S4 3,591.75 3,667.00 3,940.75
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% 59.25 1.5% 58% False False 366,868
10 4,090.00 3,927.75 162.25 4.0% 58.00 1.5% 49% False False 349,282
20 4,118.75 3,927.75 191.00 4.8% 53.00 1.3% 41% False False 291,631
40 4,118.75 3,869.50 249.25 6.2% 40.75 1.0% 55% False False 146,781
60 4,118.75 3,819.75 299.00 7.5% 42.00 1.0% 63% False False 98,004
80 4,118.75 3,757.00 361.75 9.0% 38.50 1.0% 69% False False 73,560
100 4,118.75 3,550.25 568.50 14.2% 33.75 0.8% 80% False False 58,850
120 4,118.75 3,488.25 630.50 15.7% 30.75 0.8% 82% False False 49,042
Crabel Price Patterns
NR True
NR4 True
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 8.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,228.50
2.618 4,156.25
1.618 4,112.00
1.000 4,084.75
0.618 4,067.75
HIGH 4,040.50
0.618 4,023.50
0.500 4,018.50
0.382 4,013.25
LOW 3,996.25
0.618 3,969.00
1.000 3,952.00
1.618 3,924.75
2.618 3,880.50
4.250 3,808.25
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 4,018.50 3,999.50
PP 4,014.50 3,991.75
S1 4,010.75 3,984.00

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

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