E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 4,157.50 4,144.75 -12.75 -0.3% 4,035.75
High 4,164.25 4,176.25 12.00 0.3% 4,163.50
Low 4,119.75 4,133.75 14.00 0.3% 4,009.50
Close 4,143.50 4,142.50 -1.00 0.0% 4,150.50
Range 44.50 42.50 -2.00 -4.5% 154.00
ATR 65.90 64.23 -1.67 -2.5% 0.00
Volume 259,945 270,149 10,204 3.9% 1,555,833
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,278.25 4,253.00 4,166.00
R3 4,235.75 4,210.50 4,154.25
R2 4,193.25 4,193.25 4,150.25
R1 4,168.00 4,168.00 4,146.50 4,159.50
PP 4,150.75 4,150.75 4,150.75 4,146.50
S1 4,125.50 4,125.50 4,138.50 4,117.00
S2 4,108.25 4,108.25 4,134.75
S3 4,065.75 4,083.00 4,130.75
S4 4,023.25 4,040.50 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 4,176.25 4,043.00 133.25 3.2% 50.50 1.2% 75% True False 285,076
10 4,176.25 3,939.50 236.75 5.7% 55.00 1.3% 86% True False 293,772
20 4,176.25 3,684.00 492.25 11.9% 76.00 1.8% 93% True False 424,670
40 4,176.25 3,684.00 492.25 11.9% 66.50 1.6% 93% True False 378,258
60 4,176.25 3,684.00 492.25 11.9% 54.25 1.3% 93% True False 253,567
80 4,176.25 3,684.00 492.25 11.9% 51.75 1.2% 93% True False 190,301
100 4,176.25 3,684.00 492.25 11.9% 47.50 1.1% 93% True False 152,289
120 4,176.25 3,571.75 604.50 14.6% 42.00 1.0% 94% True False 126,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,357.00
2.618 4,287.50
1.618 4,245.00
1.000 4,218.75
0.618 4,202.50
HIGH 4,176.25
0.618 4,160.00
0.500 4,155.00
0.382 4,150.00
LOW 4,133.75
0.618 4,107.50
1.000 4,091.25
1.618 4,065.00
2.618 4,022.50
4.250 3,953.00
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 4,155.00 4,148.00
PP 4,150.75 4,146.25
S1 4,146.75 4,144.25

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

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