E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 4,041.00 4,080.75 39.75 1.0% 3,811.75
High 4,099.75 4,096.25 -3.50 -0.1% 4,038.50
Low 4,037.75 4,054.75 17.00 0.4% 3,793.25
Close 4,094.00 4,072.25 -21.75 -0.5% 4,034.75
Range 62.00 41.50 -20.50 -33.1% 245.25
ATR 73.09 70.83 -2.26 -3.1% 0.00
Volume 258,879 340,712 81,833 31.6% 1,677,985
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,199.00 4,177.00 4,095.00
R3 4,157.50 4,135.50 4,083.75
R2 4,116.00 4,116.00 4,079.75
R1 4,094.00 4,094.00 4,076.00 4,084.25
PP 4,074.50 4,074.50 4,074.50 4,069.50
S1 4,052.50 4,052.50 4,068.50 4,042.75
S2 4,033.00 4,033.00 4,064.75
S3 3,991.50 4,011.00 4,060.75
S4 3,950.00 3,969.50 4,049.50
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% 59.50 1.5% 83% False False 302,468
10 4,099.75 3,684.00 415.75 10.2% 76.00 1.9% 93% False False 372,731
20 4,099.75 3,684.00 415.75 10.2% 81.00 2.0% 93% False False 449,144
40 4,118.75 3,684.00 434.75 10.7% 65.25 1.6% 89% False False 344,276
60 4,118.75 3,684.00 434.75 10.7% 54.00 1.3% 89% False False 229,864
80 4,118.75 3,684.00 434.75 10.7% 51.00 1.3% 89% False False 172,506
100 4,118.75 3,684.00 434.75 10.7% 45.75 1.1% 89% False False 138,036
120 4,118.75 3,550.25 568.50 14.0% 40.25 1.0% 92% False False 115,031
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,272.50
2.618 4,205.00
1.618 4,163.50
1.000 4,137.75
0.618 4,122.00
HIGH 4,096.25
0.618 4,080.50
0.500 4,075.50
0.382 4,070.50
LOW 4,054.75
0.618 4,029.00
1.000 4,013.25
1.618 3,987.50
2.618 3,946.00
4.250 3,878.50
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 4,075.50 4,066.50
PP 4,074.50 4,060.50
S1 4,073.25 4,054.50

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

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