E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 4,091.50 4,150.25 58.75 1.4% 4,035.75
High 4,163.50 4,173.75 10.25 0.2% 4,163.50
Low 4,089.75 4,142.00 52.25 1.3% 4,009.50
Close 4,150.50 4,157.25 6.75 0.2% 4,150.50
Range 73.75 31.75 -42.00 -56.9% 154.00
ATR 70.30 67.55 -2.75 -3.9% 0.00
Volume 313,263 215,040 -98,223 -31.4% 1,555,833
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,253.00 4,236.75 4,174.75
R3 4,221.25 4,205.00 4,166.00
R2 4,189.50 4,189.50 4,163.00
R1 4,173.25 4,173.25 4,160.25 4,181.50
PP 4,157.75 4,157.75 4,157.75 4,161.75
S1 4,141.50 4,141.50 4,154.25 4,149.50
S2 4,126.00 4,126.00 4,151.50
S3 4,094.25 4,109.75 4,148.50
S4 4,062.50 4,078.00 4,139.75
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 4,173.75 4,037.75 136.00 3.3% 53.75 1.3% 88% True False 298,976
10 4,173.75 3,846.00 327.75 7.9% 63.50 1.5% 95% True False 313,337
20 4,173.75 3,684.00 489.75 11.8% 80.25 1.9% 97% True False 440,703
40 4,173.75 3,684.00 489.75 11.8% 66.75 1.6% 97% True False 366,167
60 4,173.75 3,684.00 489.75 11.8% 54.00 1.3% 97% True False 244,755
80 4,173.75 3,684.00 489.75 11.8% 51.50 1.2% 97% True False 183,679
100 4,173.75 3,684.00 489.75 11.8% 46.75 1.1% 97% True False 146,989
120 4,173.75 3,550.25 623.50 15.0% 41.50 1.0% 97% True False 122,492
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 15.15
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 4,308.75
2.618 4,256.75
1.618 4,225.00
1.000 4,205.50
0.618 4,193.25
HIGH 4,173.75
0.618 4,161.50
0.500 4,158.00
0.382 4,154.25
LOW 4,142.00
0.618 4,122.50
1.000 4,110.25
1.618 4,090.75
2.618 4,059.00
4.250 4,007.00
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 4,158.00 4,141.00
PP 4,157.75 4,124.75
S1 4,157.50 4,108.50

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

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