E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 3,823.75 3,751.00 -72.75 -1.9% 4,017.75
High 3,831.50 3,786.50 -45.00 -1.2% 4,047.75
Low 3,691.25 3,684.00 -7.25 -0.2% 3,851.00
Close 3,752.00 3,741.50 -10.50 -0.3% 3,853.00
Range 140.25 102.50 -37.75 -26.9% 196.75
ATR 69.85 72.18 2.33 3.3% 0.00
Volume 831,107 695,840 -135,267 -16.3% 2,460,238
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,044.75 3,995.75 3,798.00
R3 3,942.25 3,893.25 3,769.75
R2 3,839.75 3,839.75 3,760.25
R1 3,790.75 3,790.75 3,751.00 3,764.00
PP 3,737.25 3,737.25 3,737.25 3,724.00
S1 3,688.25 3,688.25 3,732.00 3,661.50
S2 3,634.75 3,634.75 3,722.75
S3 3,532.25 3,585.75 3,713.25
S4 3,429.75 3,483.25 3,685.00
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 3,967.00 3,684.00 283.00 7.6% 102.25 2.7% 20% False True 688,171
10 4,047.75 3,684.00 363.75 9.7% 89.25 2.4% 16% False True 551,163
20 4,118.75 3,684.00 434.75 11.6% 73.25 2.0% 13% False True 447,768
40 4,118.75 3,684.00 434.75 11.6% 53.75 1.4% 13% False True 268,801
60 4,118.75 3,684.00 434.75 11.6% 49.50 1.3% 13% False True 179,416
80 4,118.75 3,684.00 434.75 11.6% 46.25 1.2% 13% False True 134,646
100 4,118.75 3,684.00 434.75 11.6% 40.25 1.1% 13% False True 107,722
120 4,118.75 3,511.75 607.00 16.2% 36.00 1.0% 38% False False 89,769
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 18.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,222.00
2.618 4,054.75
1.618 3,952.25
1.000 3,889.00
0.618 3,849.75
HIGH 3,786.50
0.618 3,747.25
0.500 3,735.25
0.382 3,723.25
LOW 3,684.00
0.618 3,620.75
1.000 3,581.50
1.618 3,518.25
2.618 3,415.75
4.250 3,248.50
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 3,739.50 3,768.50
PP 3,737.25 3,759.50
S1 3,735.25 3,750.50

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

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