E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 3,995.75 4,035.75 40.00 1.0% 3,811.75
High 4,038.50 4,049.75 11.25 0.3% 4,038.50
Low 3,970.50 4,009.50 39.00 1.0% 3,793.25
Close 4,034.75 4,038.25 3.50 0.1% 4,034.75
Range 68.00 40.25 -27.75 -40.8% 245.25
ATR 76.53 73.94 -2.59 -3.4% 0.00
Volume 288,628 275,993 -12,635 -4.4% 1,677,985
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,153.25 4,136.00 4,060.50
R3 4,113.00 4,095.75 4,049.25
R2 4,072.75 4,072.75 4,045.75
R1 4,055.50 4,055.50 4,042.00 4,064.00
PP 4,032.50 4,032.50 4,032.50 4,036.75
S1 4,015.25 4,015.25 4,034.50 4,024.00
S2 3,992.25 3,992.25 4,030.75
S3 3,952.00 3,975.00 4,027.25
S4 3,911.75 3,934.75 4,016.00
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,691.25 4,608.25 4,169.75
R3 4,446.00 4,363.00 4,102.25
R2 4,200.75 4,200.75 4,079.75
R1 4,117.75 4,117.75 4,057.25 4,159.25
PP 3,955.50 3,955.50 3,955.50 3,976.25
S1 3,872.50 3,872.50 4,012.25 3,914.00
S2 3,710.25 3,710.25 3,989.75
S3 3,465.00 3,627.25 3,967.25
S4 3,219.75 3,382.00 3,899.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,049.75 3,846.00 203.75 5.0% 73.25 1.8% 94% True False 327,699
10 4,049.75 3,684.00 365.75 9.1% 85.75 2.1% 97% True False 456,114
20 4,064.75 3,684.00 380.75 9.4% 81.75 2.0% 93% False False 457,676
40 4,118.75 3,684.00 434.75 10.8% 64.50 1.6% 81% False False 329,416
60 4,118.75 3,684.00 434.75 10.8% 53.75 1.3% 81% False False 219,893
80 4,118.75 3,684.00 434.75 10.8% 50.50 1.3% 81% False False 165,022
100 4,118.75 3,684.00 434.75 10.8% 45.00 1.1% 81% False False 132,040
120 4,118.75 3,511.75 607.00 15.0% 39.75 1.0% 87% False False 110,035
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.63
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,220.75
2.618 4,155.00
1.618 4,114.75
1.000 4,090.00
0.618 4,074.50
HIGH 4,049.75
0.618 4,034.25
0.500 4,029.50
0.382 4,025.00
LOW 4,009.50
0.618 3,984.75
1.000 3,969.25
1.618 3,944.50
2.618 3,904.25
4.250 3,838.50
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 4,035.50 4,023.75
PP 4,032.50 4,009.25
S1 4,029.50 3,994.50

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

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