E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 3,953.50 4,029.00 75.50 1.9% 4,045.75
High 4,041.75 4,047.75 6.00 0.1% 4,064.75
Low 3,930.75 3,947.00 16.25 0.4% 3,927.75
Close 4,030.50 3,970.25 -60.25 -1.5% 4,016.00
Range 111.00 100.75 -10.25 -9.2% 137.00
ATR 55.06 58.33 3.26 5.9% 0.00
Volume 466,944 595,699 128,755 27.6% 1,846,398
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,290.50 4,231.25 4,025.75
R3 4,189.75 4,130.50 3,998.00
R2 4,089.00 4,089.00 3,988.75
R1 4,029.75 4,029.75 3,979.50 4,009.00
PP 3,988.25 3,988.25 3,988.25 3,978.00
S1 3,929.00 3,929.00 3,961.00 3,908.25
S2 3,887.50 3,887.50 3,951.75
S3 3,786.75 3,828.25 3,942.50
S4 3,686.00 3,727.50 3,914.75
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 4,047.75 3,930.75 117.00 2.9% 76.25 1.9% 34% True False 414,156
10 4,064.75 3,927.75 137.00 3.5% 67.25 1.7% 31% False False 394,108
20 4,118.75 3,927.75 191.00 4.8% 60.00 1.5% 22% False False 356,176
40 4,118.75 3,927.75 191.00 4.8% 44.75 1.1% 22% False False 182,887
60 4,118.75 3,819.75 299.00 7.5% 44.75 1.1% 50% False False 122,101
80 4,118.75 3,757.00 361.75 9.1% 41.50 1.0% 59% False False 91,640
100 4,118.75 3,571.75 547.00 13.8% 36.25 0.9% 73% False False 73,314
120 4,118.75 3,488.75 630.00 15.9% 33.00 0.8% 76% False False 61,095
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 11.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,476.00
2.618 4,311.50
1.618 4,210.75
1.000 4,148.50
0.618 4,110.00
HIGH 4,047.75
0.618 4,009.25
0.500 3,997.50
0.382 3,985.50
LOW 3,947.00
0.618 3,884.75
1.000 3,846.25
1.618 3,784.00
2.618 3,683.25
4.250 3,518.75
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 3,997.50 3,989.25
PP 3,988.25 3,983.00
S1 3,979.25 3,976.50

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

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