E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 4,203.25 4,223.25 20.00 0.5% 4,152.75
High 4,225.75 4,224.50 -1.25 0.0% 4,227.00
Low 4,195.75 4,191.50 -4.25 -0.1% 4,144.00
Close 4,222.00 4,212.25 -9.75 -0.2% 4,222.00
Range 30.00 33.00 3.00 10.0% 83.00
ATR 51.78 50.44 -1.34 -2.6% 0.00
Volume 218,493 230,967 12,474 5.7% 1,015,668
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,308.50 4,293.25 4,230.50
R3 4,275.50 4,260.25 4,221.25
R2 4,242.50 4,242.50 4,218.25
R1 4,227.25 4,227.25 4,215.25 4,218.50
PP 4,209.50 4,209.50 4,209.50 4,205.00
S1 4,194.25 4,194.25 4,209.25 4,185.50
S2 4,176.50 4,176.50 4,206.25
S3 4,143.50 4,161.25 4,203.25
S4 4,110.50 4,128.25 4,194.00
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,446.75 4,417.25 4,267.75
R3 4,363.75 4,334.25 4,244.75
R2 4,280.75 4,280.75 4,237.25
R1 4,251.25 4,251.25 4,229.50 4,266.00
PP 4,197.75 4,197.75 4,197.75 4,205.00
S1 4,168.25 4,168.25 4,214.50 4,183.00
S2 4,114.75 4,114.75 4,206.75
S3 4,031.75 4,085.25 4,199.25
S4 3,948.75 4,002.25 4,176.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,227.00 4,162.00 65.00 1.5% 31.00 0.7% 77% False False 216,339
10 4,227.00 4,119.75 107.25 2.5% 35.75 0.8% 86% False False 223,971
20 4,227.00 3,846.00 381.00 9.0% 49.50 1.2% 96% False False 268,654
40 4,227.00 3,684.00 543.00 12.9% 63.75 1.5% 97% False False 363,665
60 4,227.00 3,684.00 543.00 12.9% 55.00 1.3% 97% False False 281,948
80 4,227.00 3,684.00 543.00 12.9% 51.00 1.2% 97% False False 211,635
100 4,227.00 3,684.00 543.00 12.9% 48.00 1.1% 97% False False 169,378
120 4,227.00 3,684.00 543.00 12.9% 43.25 1.0% 97% False False 141,156
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,364.75
2.618 4,311.00
1.618 4,278.00
1.000 4,257.50
0.618 4,245.00
HIGH 4,224.50
0.618 4,212.00
0.500 4,208.00
0.382 4,204.00
LOW 4,191.50
0.618 4,171.00
1.000 4,158.50
1.618 4,138.00
2.618 4,105.00
4.250 4,051.25
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 4,210.75 4,211.25
PP 4,209.50 4,210.25
S1 4,208.00 4,209.25

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

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