E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 3,811.75 3,880.25 68.50 1.8% 3,848.50
High 3,883.00 3,975.75 92.75 2.4% 3,885.75
Low 3,793.25 3,846.00 52.75 1.4% 3,684.00
Close 3,866.00 3,971.50 105.50 2.7% 3,804.00
Range 89.75 129.75 40.00 44.6% 201.75
ATR 75.21 79.11 3.90 5.2% 0.00
Volume 315,481 382,276 66,795 21.2% 3,243,215
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,320.25 4,275.75 4,042.75
R3 4,190.50 4,146.00 4,007.25
R2 4,060.75 4,060.75 3,995.25
R1 4,016.25 4,016.25 3,983.50 4,038.50
PP 3,931.00 3,931.00 3,931.00 3,942.25
S1 3,886.50 3,886.50 3,959.50 3,908.75
S2 3,801.25 3,801.25 3,947.75
S3 3,671.50 3,756.75 3,935.75
S4 3,541.75 3,627.00 3,900.25
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,396.50 4,302.00 3,915.00
R3 4,194.75 4,100.25 3,859.50
R2 3,993.00 3,993.00 3,841.00
R1 3,898.50 3,898.50 3,822.50 3,845.00
PP 3,791.25 3,791.25 3,791.25 3,764.50
S1 3,696.75 3,696.75 3,785.50 3,643.00
S2 3,589.50 3,589.50 3,767.00
S3 3,387.75 3,495.00 3,748.50
S4 3,186.00 3,293.25 3,693.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,975.75 3,684.00 291.75 7.3% 112.25 2.8% 99% True False 540,521
10 4,047.75 3,684.00 363.75 9.2% 104.00 2.6% 79% False False 567,915
20 4,090.00 3,684.00 406.00 10.2% 82.50 2.1% 71% False False 463,942
40 4,118.75 3,684.00 434.75 10.9% 60.25 1.5% 66% False False 298,114
60 4,118.75 3,684.00 434.75 10.9% 53.00 1.3% 66% False False 198,992
80 4,118.75 3,684.00 434.75 10.9% 49.00 1.2% 66% False False 149,333
100 4,118.75 3,684.00 434.75 10.9% 43.25 1.1% 66% False False 119,479
120 4,118.75 3,511.75 607.00 15.3% 38.75 1.0% 76% False False 99,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,527.25
2.618 4,315.50
1.618 4,185.75
1.000 4,105.50
0.618 4,056.00
HIGH 3,975.75
0.618 3,926.25
0.500 3,911.00
0.382 3,895.50
LOW 3,846.00
0.618 3,765.75
1.000 3,716.25
1.618 3,636.00
2.618 3,506.25
4.250 3,294.50
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 3,951.25 3,934.00
PP 3,931.00 3,896.50
S1 3,911.00 3,859.00

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

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