E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 4,080.75 4,072.25 -8.50 -0.2% 3,811.75
High 4,096.25 4,102.50 6.25 0.2% 4,038.50
Low 4,054.75 4,043.00 -11.75 -0.3% 3,793.25
Close 4,072.25 4,089.50 17.25 0.4% 4,034.75
Range 41.50 59.50 18.00 43.4% 245.25
ATR 70.83 70.02 -0.81 -1.1% 0.00
Volume 340,712 366,986 26,274 7.7% 1,677,985
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,256.75 4,232.75 4,122.25
R3 4,197.25 4,173.25 4,105.75
R2 4,137.75 4,137.75 4,100.50
R1 4,113.75 4,113.75 4,095.00 4,125.75
PP 4,078.25 4,078.25 4,078.25 4,084.50
S1 4,054.25 4,054.25 4,084.00 4,066.25
S2 4,018.75 4,018.75 4,078.50
S3 3,959.25 3,994.75 4,073.25
S4 3,899.75 3,935.25 4,056.75
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 4,102.50 3,970.50 132.00 3.2% 54.25 1.3% 90% True False 306,239
10 4,102.50 3,742.00 360.50 8.8% 71.75 1.8% 96% True False 339,845
20 4,102.50 3,684.00 418.50 10.2% 80.50 2.0% 97% True False 445,504
40 4,118.75 3,684.00 434.75 10.6% 65.75 1.6% 93% False False 353,221
60 4,118.75 3,684.00 434.75 10.6% 54.00 1.3% 93% False False 235,972
80 4,118.75 3,684.00 434.75 10.6% 51.25 1.3% 93% False False 177,088
100 4,118.75 3,684.00 434.75 10.6% 46.25 1.1% 93% False False 141,706
120 4,118.75 3,550.25 568.50 13.9% 40.50 1.0% 95% False False 118,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,355.50
2.618 4,258.25
1.618 4,198.75
1.000 4,162.00
0.618 4,139.25
HIGH 4,102.50
0.618 4,079.75
0.500 4,072.75
0.382 4,065.75
LOW 4,043.00
0.618 4,006.25
1.000 3,983.50
1.618 3,946.75
2.618 3,887.25
4.250 3,790.00
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 4,084.00 4,083.00
PP 4,078.25 4,076.50
S1 4,072.75 4,070.00

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

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