E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 4,001.50 3,953.50 -48.00 -1.2% 4,045.75
High 4,010.25 4,041.75 31.50 0.8% 4,064.75
Low 3,949.00 3,930.75 -18.25 -0.5% 3,927.75
Close 3,956.25 4,030.50 74.25 1.9% 4,016.00
Range 61.25 111.00 49.75 81.2% 137.00
ATR 50.76 55.06 4.30 8.5% 0.00
Volume 383,802 466,944 83,142 21.7% 1,846,398
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,334.00 4,293.25 4,091.50
R3 4,223.00 4,182.25 4,061.00
R2 4,112.00 4,112.00 4,050.75
R1 4,071.25 4,071.25 4,040.75 4,091.50
PP 4,001.00 4,001.00 4,001.00 4,011.25
S1 3,960.25 3,960.25 4,020.25 3,980.50
S2 3,890.00 3,890.00 4,010.25
S3 3,779.00 3,849.25 4,000.00
S4 3,668.00 3,738.25 3,969.50
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 4,041.75 3,927.75 114.00 2.8% 69.50 1.7% 90% True False 382,974
10 4,088.50 3,927.75 160.75 4.0% 66.00 1.6% 64% False False 378,828
20 4,118.75 3,927.75 191.00 4.7% 56.75 1.4% 54% False False 331,846
40 4,118.75 3,895.25 223.50 5.5% 43.25 1.1% 61% False False 168,015
60 4,118.75 3,819.75 299.00 7.4% 43.50 1.1% 70% False False 112,178
80 4,118.75 3,757.00 361.75 9.0% 40.50 1.0% 76% False False 84,194
100 4,118.75 3,571.75 547.00 13.6% 35.25 0.9% 84% False False 67,357
120 4,118.75 3,488.75 630.00 15.6% 32.25 0.8% 86% False False 56,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.18
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 4,513.50
2.618 4,332.25
1.618 4,221.25
1.000 4,152.75
0.618 4,110.25
HIGH 4,041.75
0.618 3,999.25
0.500 3,986.25
0.382 3,973.25
LOW 3,930.75
0.618 3,862.25
1.000 3,819.75
1.618 3,751.25
2.618 3,640.25
4.250 3,459.00
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 4,015.75 4,015.75
PP 4,001.00 4,001.00
S1 3,986.25 3,986.25

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

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