E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 4,152.75 4,170.50 17.75 0.4% 4,150.25
High 4,178.50 4,186.25 7.75 0.2% 4,179.75
Low 4,144.00 4,162.00 18.00 0.4% 4,119.75
Close 4,170.25 4,183.25 13.00 0.3% 4,150.75
Range 34.50 24.25 -10.25 -29.7% 60.00
ATR 59.06 56.57 -2.49 -4.2% 0.00
Volume 164,939 134,501 -30,438 -18.5% 1,208,120
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,250.00 4,240.75 4,196.50
R3 4,225.75 4,216.50 4,190.00
R2 4,201.50 4,201.50 4,187.75
R1 4,192.25 4,192.25 4,185.50 4,197.00
PP 4,177.25 4,177.25 4,177.25 4,179.50
S1 4,168.00 4,168.00 4,181.00 4,172.50
S2 4,153.00 4,153.00 4,178.75
S3 4,128.75 4,143.75 4,176.50
S4 4,104.50 4,119.50 4,170.00
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,330.00 4,300.50 4,183.75
R3 4,270.00 4,240.50 4,167.25
R2 4,210.00 4,210.00 4,161.75
R1 4,180.50 4,180.50 4,156.25 4,195.25
PP 4,150.00 4,150.00 4,150.00 4,157.50
S1 4,120.50 4,120.50 4,145.25 4,135.25
S2 4,090.00 4,090.00 4,139.75
S3 4,030.00 4,060.50 4,134.25
S4 3,970.00 4,000.50 4,117.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,186.25 4,130.25 56.00 1.3% 36.25 0.9% 95% True False 206,515
10 4,186.25 4,043.00 143.25 3.4% 43.25 1.0% 98% True False 252,852
20 4,186.25 3,684.00 502.25 12.0% 64.50 1.5% 99% True False 337,311
40 4,186.25 3,684.00 502.25 12.0% 65.00 1.6% 99% True False 368,032
60 4,186.25 3,684.00 502.25 12.0% 54.00 1.3% 99% True False 266,211
80 4,186.25 3,684.00 502.25 12.0% 51.00 1.2% 99% True False 199,811
100 4,186.25 3,684.00 502.25 12.0% 48.00 1.1% 99% True False 159,912
120 4,186.25 3,643.00 543.25 13.0% 42.75 1.0% 99% True False 133,263
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.90
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 4,289.25
2.618 4,249.75
1.618 4,225.50
1.000 4,210.50
0.618 4,201.25
HIGH 4,186.25
0.618 4,177.00
0.500 4,174.00
0.382 4,171.25
LOW 4,162.00
0.618 4,147.00
1.000 4,137.75
1.618 4,122.75
2.618 4,098.50
4.250 4,059.00
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 4,180.25 4,176.00
PP 4,177.25 4,168.50
S1 4,174.00 4,161.00

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

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