E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 3,970.50 3,947.00 -23.50 -0.6% 3,848.50
High 3,983.00 4,024.75 41.75 1.0% 3,885.75
Low 3,939.50 3,939.50 0.00 0.0% 3,684.00
Close 3,949.25 4,005.25 56.00 1.4% 3,804.00
Range 43.50 85.25 41.75 96.0% 201.75
ATR 76.57 77.19 0.62 0.8% 0.00
Volume 343,470 348,130 4,660 1.4% 3,243,215
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,245.50 4,210.75 4,052.25
R3 4,160.25 4,125.50 4,028.75
R2 4,075.00 4,075.00 4,021.00
R1 4,040.25 4,040.25 4,013.00 4,057.50
PP 3,989.75 3,989.75 3,989.75 3,998.50
S1 3,955.00 3,955.00 3,997.50 3,972.50
S2 3,904.50 3,904.50 3,989.50
S3 3,819.25 3,869.75 3,981.75
S4 3,734.00 3,784.50 3,958.25
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 4,024.75 3,742.00 282.75 7.1% 89.25 2.2% 93% True False 373,451
10 4,024.75 3,684.00 340.75 8.5% 95.75 2.4% 94% True False 530,811
20 4,064.75 3,684.00 380.75 9.5% 81.50 2.0% 84% False False 462,460
40 4,118.75 3,684.00 434.75 10.9% 63.00 1.6% 74% False False 315,362
60 4,118.75 3,684.00 434.75 10.9% 54.25 1.4% 74% False False 210,505
80 4,118.75 3,684.00 434.75 10.9% 49.75 1.2% 74% False False 157,971
100 4,118.75 3,684.00 434.75 10.9% 44.25 1.1% 74% False False 126,394
120 4,118.75 3,511.75 607.00 15.2% 39.50 1.0% 81% False False 105,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,387.00
2.618 4,248.00
1.618 4,162.75
1.000 4,110.00
0.618 4,077.50
HIGH 4,024.75
0.618 3,992.25
0.500 3,982.00
0.382 3,972.00
LOW 3,939.50
0.618 3,886.75
1.000 3,854.25
1.618 3,801.50
2.618 3,716.25
4.250 3,577.25
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 3,997.50 3,982.00
PP 3,989.75 3,958.75
S1 3,982.00 3,935.50

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

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