E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 3,948.00 3,848.50 -99.50 -2.5% 4,017.75
High 3,967.00 3,885.75 -81.25 -2.0% 4,047.75
Low 3,851.00 3,793.50 -57.50 -1.5% 3,851.00
Close 3,853.00 3,798.50 -54.50 -1.4% 3,853.00
Range 116.00 92.25 -23.75 -20.5% 196.75
ATR 62.68 64.79 2.11 3.4% 0.00
Volume 675,542 636,045 -39,497 -5.8% 2,460,238
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,102.75 4,042.75 3,849.25
R3 4,010.50 3,950.50 3,823.75
R2 3,918.25 3,918.25 3,815.50
R1 3,858.25 3,858.25 3,807.00 3,842.00
PP 3,826.00 3,826.00 3,826.00 3,817.75
S1 3,766.00 3,766.00 3,790.00 3,750.00
S2 3,733.75 3,733.75 3,781.50
S3 3,641.50 3,673.75 3,773.25
S4 3,549.25 3,581.50 3,747.75
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,507.50 4,377.00 3,961.25
R3 4,310.75 4,180.25 3,907.00
R2 4,114.00 4,114.00 3,889.00
R1 3,983.50 3,983.50 3,871.00 3,950.50
PP 3,917.25 3,917.25 3,917.25 3,900.75
S1 3,786.75 3,786.75 3,835.00 3,753.50
S2 3,720.50 3,720.50 3,817.00
S3 3,523.75 3,590.00 3,799.00
S4 3,327.00 3,393.25 3,744.75
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 3,793.50 254.25 6.7% 96.25 2.5% 2% False True 551,606
10 4,064.75 3,793.50 271.25 7.1% 77.75 2.0% 2% False True 459,237
20 4,118.75 3,793.50 325.25 8.6% 65.25 1.7% 2% False True 387,505
40 4,118.75 3,793.50 325.25 8.6% 48.00 1.3% 2% False True 215,625
60 4,118.75 3,793.50 325.25 8.6% 45.75 1.2% 2% False True 143,952
80 4,118.75 3,776.75 342.00 9.0% 43.25 1.1% 6% False False 108,034
100 4,118.75 3,619.00 499.75 13.2% 38.00 1.0% 36% False False 86,430
120 4,118.75 3,488.75 630.00 16.6% 34.75 0.9% 49% False False 72,025
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 16.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,277.75
2.618 4,127.25
1.618 4,035.00
1.000 3,978.00
0.618 3,942.75
HIGH 3,885.75
0.618 3,850.50
0.500 3,839.50
0.382 3,828.75
LOW 3,793.50
0.618 3,736.50
1.000 3,701.25
1.618 3,644.25
2.618 3,552.00
4.250 3,401.50
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 3,839.50 3,920.50
PP 3,826.00 3,880.00
S1 3,812.25 3,839.25

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

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