E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 4,144.75 4,144.25 -0.50 0.0% 4,035.75
High 4,176.25 4,167.00 -9.25 -0.2% 4,163.50
Low 4,133.75 4,130.25 -3.50 -0.1% 4,009.50
Close 4,142.50 4,162.75 20.25 0.5% 4,150.50
Range 42.50 36.75 -5.75 -13.5% 154.00
ATR 64.23 62.27 -1.96 -3.1% 0.00
Volume 270,149 233,284 -36,865 -13.6% 1,555,833
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,263.50 4,250.00 4,183.00
R3 4,226.75 4,213.25 4,172.75
R2 4,190.00 4,190.00 4,169.50
R1 4,176.50 4,176.50 4,166.00 4,183.25
PP 4,153.25 4,153.25 4,153.25 4,156.75
S1 4,139.75 4,139.75 4,159.50 4,146.50
S2 4,116.50 4,116.50 4,156.00
S3 4,079.75 4,103.00 4,152.75
S4 4,043.00 4,066.25 4,142.50
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 4,089.75 86.50 2.1% 45.75 1.1% 84% False False 258,336
10 4,176.25 3,970.50 205.75 4.9% 50.00 1.2% 93% False False 282,287
20 4,176.25 3,684.00 492.25 11.8% 73.00 1.8% 97% False False 406,549
40 4,176.25 3,684.00 492.25 11.8% 66.50 1.6% 97% False False 381,362
60 4,176.25 3,684.00 492.25 11.8% 54.00 1.3% 97% False False 257,441
80 4,176.25 3,684.00 492.25 11.8% 51.75 1.2% 97% False False 193,213
100 4,176.25 3,684.00 492.25 11.8% 47.75 1.1% 97% False False 154,622
120 4,176.25 3,571.75 604.50 14.5% 42.50 1.0% 98% False False 128,853
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.90
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,323.25
2.618 4,263.25
1.618 4,226.50
1.000 4,203.75
0.618 4,189.75
HIGH 4,167.00
0.618 4,153.00
0.500 4,148.50
0.382 4,144.25
LOW 4,130.25
0.618 4,107.50
1.000 4,093.50
1.618 4,070.75
2.618 4,034.00
4.250 3,974.00
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 4,158.00 4,157.75
PP 4,153.25 4,153.00
S1 4,148.50 4,148.00

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

View Archives - Comment on this page... - Back to Index of Symbols