E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 4,072.25 4,091.50 19.25 0.5% 4,035.75
High 4,102.50 4,163.50 61.00 1.5% 4,163.50
Low 4,043.00 4,089.75 46.75 1.2% 4,009.50
Close 4,089.50 4,150.50 61.00 1.5% 4,150.50
Range 59.50 73.75 14.25 23.9% 154.00
ATR 70.02 70.30 0.28 0.4% 0.00
Volume 366,986 313,263 -53,723 -14.6% 1,555,833
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,355.75 4,327.00 4,191.00
R3 4,282.00 4,253.25 4,170.75
R2 4,208.25 4,208.25 4,164.00
R1 4,179.50 4,179.50 4,157.25 4,194.00
PP 4,134.50 4,134.50 4,134.50 4,141.75
S1 4,105.75 4,105.75 4,143.75 4,120.00
S2 4,060.75 4,060.75 4,137.00
S3 3,987.00 4,032.00 4,130.25
S4 3,913.25 3,958.25 4,110.00
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4,569.75 4,514.25 4,235.25
R3 4,415.75 4,360.25 4,192.75
R2 4,261.75 4,261.75 4,178.75
R1 4,206.25 4,206.25 4,164.50 4,234.00
PP 4,107.75 4,107.75 4,107.75 4,121.75
S1 4,052.25 4,052.25 4,136.50 4,080.00
S2 3,953.75 3,953.75 4,122.25
S3 3,799.75 3,898.25 4,108.25
S4 3,645.75 3,744.25 4,065.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,163.50 4,009.50 154.00 3.7% 55.50 1.3% 92% True False 311,166
10 4,163.50 3,793.25 370.25 8.9% 69.25 1.7% 96% True False 323,381
20 4,163.50 3,684.00 479.50 11.6% 81.00 2.0% 97% True False 446,863
40 4,163.50 3,684.00 479.50 11.6% 66.50 1.6% 97% True False 360,932
60 4,163.50 3,684.00 479.50 11.6% 54.50 1.3% 97% True False 241,183
80 4,163.50 3,684.00 479.50 11.6% 51.50 1.2% 97% True False 180,998
100 4,163.50 3,684.00 479.50 11.6% 47.00 1.1% 97% True False 144,838
120 4,163.50 3,550.25 613.25 14.8% 41.25 1.0% 98% True False 120,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,477.00
2.618 4,356.50
1.618 4,282.75
1.000 4,237.25
0.618 4,209.00
HIGH 4,163.50
0.618 4,135.25
0.500 4,126.50
0.382 4,118.00
LOW 4,089.75
0.618 4,044.25
1.000 4,016.00
1.618 3,970.50
2.618 3,896.75
4.250 3,776.25
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 4,142.50 4,134.75
PP 4,134.50 4,119.00
S1 4,126.50 4,103.25

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

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