E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 4,035.75 4,041.00 5.25 0.1% 3,811.75
High 4,049.75 4,099.75 50.00 1.2% 4,038.50
Low 4,009.50 4,037.75 28.25 0.7% 3,793.25
Close 4,038.25 4,094.00 55.75 1.4% 4,034.75
Range 40.25 62.00 21.75 54.0% 245.25
ATR 73.94 73.09 -0.85 -1.2% 0.00
Volume 275,993 258,879 -17,114 -6.2% 1,677,985
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,263.25 4,240.50 4,128.00
R3 4,201.25 4,178.50 4,111.00
R2 4,139.25 4,139.25 4,105.25
R1 4,116.50 4,116.50 4,099.75 4,128.00
PP 4,077.25 4,077.25 4,077.25 4,082.75
S1 4,054.50 4,054.50 4,088.25 4,066.00
S2 4,015.25 4,015.25 4,082.75
S3 3,953.25 3,992.50 4,077.00
S4 3,891.25 3,930.50 4,060.00
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 4,099.75 3,939.50 160.25 3.9% 59.75 1.5% 96% True False 303,020
10 4,099.75 3,684.00 415.75 10.2% 86.00 2.1% 99% True False 421,770
20 4,099.75 3,684.00 415.75 10.2% 82.75 2.0% 99% True False 453,896
40 4,118.75 3,684.00 434.75 10.6% 65.50 1.6% 94% False False 335,839
60 4,118.75 3,684.00 434.75 10.6% 54.00 1.3% 94% False False 224,196
80 4,118.75 3,684.00 434.75 10.6% 51.25 1.2% 94% False False 168,253
100 4,118.75 3,684.00 434.75 10.6% 45.50 1.1% 94% False False 134,629
120 4,118.75 3,511.75 607.00 14.8% 40.00 1.0% 96% False False 112,192
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 16.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,363.25
2.618 4,262.00
1.618 4,200.00
1.000 4,161.75
0.618 4,138.00
HIGH 4,099.75
0.618 4,076.00
0.500 4,068.75
0.382 4,061.50
LOW 4,037.75
0.618 3,999.50
1.000 3,975.75
1.618 3,937.50
2.618 3,875.50
4.250 3,774.25
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 4,085.50 4,074.50
PP 4,077.25 4,054.75
S1 4,068.75 4,035.00

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

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