E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 3,798.00 3,823.75 25.75 0.7% 4,017.75
High 3,852.75 3,831.50 -21.25 -0.6% 4,047.75
Low 3,793.00 3,691.25 -101.75 -2.7% 3,851.00
Close 3,811.75 3,752.00 -59.75 -1.6% 3,853.00
Range 59.75 140.25 80.50 134.7% 196.75
ATR 64.43 69.85 5.42 8.4% 0.00
Volume 602,322 831,107 228,785 38.0% 2,460,238
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,179.00 4,105.75 3,829.25
R3 4,038.75 3,965.50 3,790.50
R2 3,898.50 3,898.50 3,777.75
R1 3,825.25 3,825.25 3,764.75 3,791.75
PP 3,758.25 3,758.25 3,758.25 3,741.50
S1 3,685.00 3,685.00 3,739.25 3,651.50
S2 3,618.00 3,618.00 3,726.25
S3 3,477.75 3,544.75 3,713.50
S4 3,337.50 3,404.50 3,674.75
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 3,691.25 356.50 9.5% 101.75 2.7% 17% False True 668,143
10 4,047.75 3,691.25 356.50 9.5% 85.75 2.3% 17% False True 525,558
20 4,118.75 3,691.25 427.50 11.4% 70.00 1.9% 14% False True 424,274
40 4,118.75 3,691.25 427.50 11.4% 51.75 1.4% 14% False True 251,414
60 4,118.75 3,691.25 427.50 11.4% 48.25 1.3% 14% False True 167,824
80 4,118.75 3,691.25 427.50 11.4% 45.50 1.2% 14% False True 125,951
100 4,118.75 3,673.50 445.25 11.9% 39.50 1.1% 18% False False 100,764
120 4,118.75 3,488.75 630.00 16.8% 35.50 0.9% 42% False False 83,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.83
Widest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 4,427.50
2.618 4,198.75
1.618 4,058.50
1.000 3,971.75
0.618 3,918.25
HIGH 3,831.50
0.618 3,778.00
0.500 3,761.50
0.382 3,744.75
LOW 3,691.25
0.618 3,604.50
1.000 3,551.00
1.618 3,464.25
2.618 3,324.00
4.250 3,095.25
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 3,761.50 3,788.50
PP 3,758.25 3,776.25
S1 3,755.00 3,764.25

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

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