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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols