E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 4,238.25 4,223.75 -14.50 -0.3% 4,152.75
High 4,242.50 4,248.25 5.75 0.1% 4,227.00
Low 4,204.25 4,201.75 -2.50 -0.1% 4,144.00
Close 4,223.75 4,245.00 21.25 0.5% 4,222.00
Range 38.25 46.50 8.25 21.6% 83.00
ATR 49.26 49.06 -0.20 -0.4% 0.00
Volume 235,757 214,465 -21,292 -9.0% 1,015,668
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,371.25 4,354.50 4,270.50
R3 4,324.75 4,308.00 4,257.75
R2 4,278.25 4,278.25 4,253.50
R1 4,261.50 4,261.50 4,249.25 4,270.00
PP 4,231.75 4,231.75 4,231.75 4,235.75
S1 4,215.00 4,215.00 4,240.75 4,223.50
S2 4,185.25 4,185.25 4,236.50
S3 4,138.75 4,168.50 4,232.25
S4 4,092.25 4,122.00 4,219.50
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 4,248.75 4,191.50 57.25 1.3% 38.75 0.9% 93% False False 222,631
10 4,248.75 4,136.00 112.75 2.7% 36.50 0.9% 97% False False 214,003
20 4,248.75 3,970.50 278.25 6.6% 43.25 1.0% 99% False False 248,145
40 4,248.75 3,684.00 564.75 13.3% 62.25 1.5% 99% False False 355,302
60 4,248.75 3,684.00 564.75 13.3% 56.25 1.3% 99% False False 292,956
80 4,248.75 3,684.00 564.75 13.3% 51.50 1.2% 99% False False 219,915
100 4,248.75 3,684.00 564.75 13.3% 48.50 1.1% 99% False False 176,006
120 4,248.75 3,684.00 564.75 13.3% 44.00 1.0% 99% False False 146,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.53
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,446.00
2.618 4,370.00
1.618 4,323.50
1.000 4,294.75
0.618 4,277.00
HIGH 4,248.25
0.618 4,230.50
0.500 4,225.00
0.382 4,219.50
LOW 4,201.75
0.618 4,173.00
1.000 4,155.25
1.618 4,126.50
2.618 4,080.00
4.250 4,004.00
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 4,238.25 4,238.50
PP 4,231.75 4,231.75
S1 4,225.00 4,225.25

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

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