E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 4,150.25 4,157.50 7.25 0.2% 4,035.75
High 4,173.75 4,164.25 -9.50 -0.2% 4,163.50
Low 4,142.00 4,119.75 -22.25 -0.5% 4,009.50
Close 4,157.25 4,143.50 -13.75 -0.3% 4,150.50
Range 31.75 44.50 12.75 40.2% 154.00
ATR 67.55 65.90 -1.65 -2.4% 0.00
Volume 215,040 259,945 44,905 20.9% 1,555,833
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,276.00 4,254.25 4,168.00
R3 4,231.50 4,209.75 4,155.75
R2 4,187.00 4,187.00 4,151.75
R1 4,165.25 4,165.25 4,147.50 4,154.00
PP 4,142.50 4,142.50 4,142.50 4,136.75
S1 4,120.75 4,120.75 4,139.50 4,109.50
S2 4,098.00 4,098.00 4,135.25
S3 4,053.50 4,076.25 4,131.25
S4 4,009.00 4,031.75 4,119.00
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 4,173.75 4,043.00 130.75 3.2% 50.25 1.2% 77% False False 299,189
10 4,173.75 3,939.50 234.25 5.7% 55.00 1.3% 87% False False 301,104
20 4,173.75 3,684.00 489.75 11.8% 79.50 1.9% 94% False False 434,510
40 4,173.75 3,684.00 489.75 11.8% 66.50 1.6% 94% False False 372,187
60 4,173.75 3,684.00 489.75 11.8% 54.00 1.3% 94% False False 249,073
80 4,173.75 3,684.00 489.75 11.8% 51.75 1.3% 94% False False 186,926
100 4,173.75 3,684.00 489.75 11.8% 47.25 1.1% 94% False False 149,588
120 4,173.75 3,569.75 604.00 14.6% 41.75 1.0% 95% False False 124,658
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,353.50
2.618 4,280.75
1.618 4,236.25
1.000 4,208.75
0.618 4,191.75
HIGH 4,164.25
0.618 4,147.25
0.500 4,142.00
0.382 4,136.75
LOW 4,119.75
0.618 4,092.25
1.000 4,075.25
1.618 4,047.75
2.618 4,003.25
4.250 3,930.50
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 4,143.00 4,139.50
PP 4,142.50 4,135.75
S1 4,142.00 4,131.75

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

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