E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 4,170.50 4,183.25 12.75 0.3% 4,150.25
High 4,186.25 4,198.75 12.50 0.3% 4,179.75
Low 4,162.00 4,166.50 4.50 0.1% 4,119.75
Close 4,183.25 4,196.00 12.75 0.3% 4,150.75
Range 24.25 32.25 8.00 33.0% 60.00
ATR 56.57 54.83 -1.74 -3.1% 0.00
Volume 134,501 202,720 68,219 50.7% 1,208,120
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,283.75 4,272.25 4,213.75
R3 4,251.50 4,240.00 4,204.75
R2 4,219.25 4,219.25 4,202.00
R1 4,207.75 4,207.75 4,199.00 4,213.50
PP 4,187.00 4,187.00 4,187.00 4,190.00
S1 4,175.50 4,175.50 4,193.00 4,181.25
S2 4,154.75 4,154.75 4,190.00
S3 4,122.50 4,143.25 4,187.25
S4 4,090.25 4,111.00 4,178.25
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 4,198.75 4,130.25 68.50 1.6% 34.25 0.8% 96% True False 193,029
10 4,198.75 4,043.00 155.75 3.7% 42.25 1.0% 98% True False 239,052
20 4,198.75 3,684.00 514.75 12.3% 59.25 1.4% 99% True False 305,891
40 4,198.75 3,684.00 514.75 12.3% 64.50 1.5% 99% True False 365,083
60 4,198.75 3,684.00 514.75 12.3% 54.25 1.3% 99% True False 269,573
80 4,198.75 3,684.00 514.75 12.3% 51.00 1.2% 99% True False 202,341
100 4,198.75 3,684.00 514.75 12.3% 48.25 1.1% 99% True False 161,939
120 4,198.75 3,673.50 525.25 12.5% 42.75 1.0% 99% True False 134,952
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 True
Bear Hook False
Bull Hook False
Stretch 11.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,335.75
2.618 4,283.25
1.618 4,251.00
1.000 4,231.00
0.618 4,218.75
HIGH 4,198.75
0.618 4,186.50
0.500 4,182.50
0.382 4,178.75
LOW 4,166.50
0.618 4,146.50
1.000 4,134.25
1.618 4,114.25
2.618 4,082.00
4.250 4,029.50
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 4,191.50 4,187.75
PP 4,187.00 4,179.50
S1 4,182.50 4,171.50

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

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