E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 4,017.75 4,001.50 -16.25 -0.4% 4,045.75
High 4,040.50 4,010.25 -30.25 -0.7% 4,064.75
Low 3,996.25 3,949.00 -47.25 -1.2% 3,927.75
Close 4,007.00 3,956.25 -50.75 -1.3% 4,016.00
Range 44.25 61.25 17.00 38.4% 137.00
ATR 49.96 50.76 0.81 1.6% 0.00
Volume 338,251 383,802 45,551 13.5% 1,846,398
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,155.50 4,117.25 3,990.00
R3 4,094.25 4,056.00 3,973.00
R2 4,033.00 4,033.00 3,967.50
R1 3,994.75 3,994.75 3,961.75 3,983.25
PP 3,971.75 3,971.75 3,971.75 3,966.00
S1 3,933.50 3,933.50 3,950.75 3,922.00
S2 3,910.50 3,910.50 3,945.00
S3 3,849.25 3,872.25 3,939.50
S4 3,788.00 3,811.00 3,922.50
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 4,046.00 3,927.75 118.25 3.0% 63.50 1.6% 24% False False 376,735
10 4,090.00 3,927.75 162.25 4.1% 61.00 1.5% 18% False False 359,970
20 4,118.75 3,927.75 191.00 4.8% 53.25 1.3% 15% False False 309,865
40 4,118.75 3,877.75 241.00 6.1% 41.25 1.0% 33% False False 156,355
60 4,118.75 3,819.75 299.00 7.6% 42.50 1.1% 46% False False 104,398
80 4,118.75 3,757.00 361.75 9.1% 39.25 1.0% 55% False False 78,358
100 4,118.75 3,569.75 549.00 13.9% 34.25 0.9% 70% False False 62,688
120 4,118.75 3,488.75 630.00 15.9% 31.25 0.8% 74% False False 52,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,270.50
2.618 4,170.50
1.618 4,109.25
1.000 4,071.50
0.618 4,048.00
HIGH 4,010.25
0.618 3,986.75
0.500 3,979.50
0.382 3,972.50
LOW 3,949.00
0.618 3,911.25
1.000 3,887.75
1.618 3,850.00
2.618 3,788.75
4.250 3,688.75
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 3,979.50 3,994.75
PP 3,971.75 3,982.00
S1 3,964.00 3,969.00

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

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