E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 3,848.50 3,798.00 -50.50 -1.3% 4,017.75
High 3,885.75 3,852.75 -33.00 -0.8% 4,047.75
Low 3,793.50 3,793.00 -0.50 0.0% 3,851.00
Close 3,798.50 3,811.75 13.25 0.3% 3,853.00
Range 92.25 59.75 -32.50 -35.2% 196.75
ATR 64.79 64.43 -0.36 -0.6% 0.00
Volume 636,045 602,322 -33,723 -5.3% 2,460,238
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 3,998.50 3,964.75 3,844.50
R3 3,938.75 3,905.00 3,828.25
R2 3,879.00 3,879.00 3,822.75
R1 3,845.25 3,845.25 3,817.25 3,862.00
PP 3,819.25 3,819.25 3,819.25 3,827.50
S1 3,785.50 3,785.50 3,806.25 3,802.50
S2 3,759.50 3,759.50 3,800.75
S3 3,699.75 3,725.75 3,795.25
S4 3,640.00 3,666.00 3,779.00
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 3,793.00 254.75 6.7% 96.00 2.5% 7% False True 595,310
10 4,047.75 3,793.00 254.75 6.7% 79.75 2.1% 7% False True 486,023
20 4,118.75 3,793.00 325.75 8.5% 65.25 1.7% 6% False True 398,754
40 4,118.75 3,793.00 325.75 8.5% 48.75 1.3% 6% False True 230,660
60 4,118.75 3,793.00 325.75 8.5% 46.50 1.2% 6% False True 153,978
80 4,118.75 3,776.75 342.00 9.0% 44.00 1.2% 10% False False 115,563
100 4,118.75 3,643.00 475.75 12.5% 38.50 1.0% 35% False False 92,453
120 4,118.75 3,488.75 630.00 16.5% 34.75 0.9% 51% False False 77,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,106.75
2.618 4,009.25
1.618 3,949.50
1.000 3,912.50
0.618 3,889.75
HIGH 3,852.75
0.618 3,830.00
0.500 3,823.00
0.382 3,815.75
LOW 3,793.00
0.618 3,756.00
1.000 3,733.25
1.618 3,696.25
2.618 3,636.50
4.250 3,539.00
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 3,823.00 3,880.00
PP 3,819.25 3,857.25
S1 3,815.50 3,834.50

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

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