E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 4,245.50 4,249.75 4.25 0.1% 4,223.25
High 4,284.50 4,286.75 2.25 0.1% 4,284.50
Low 4,237.50 4,248.00 10.50 0.2% 4,191.50
Close 4,249.25 4,282.00 32.75 0.8% 4,249.25
Range 47.00 38.75 -8.25 -17.6% 93.00
ATR 48.91 48.19 -0.73 -1.5% 0.00
Volume 285,753 158,380 -127,373 -44.6% 1,180,418
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,388.50 4,374.00 4,303.25
R3 4,349.75 4,335.25 4,292.75
R2 4,311.00 4,311.00 4,289.00
R1 4,296.50 4,296.50 4,285.50 4,303.75
PP 4,272.25 4,272.25 4,272.25 4,276.00
S1 4,257.75 4,257.75 4,278.50 4,265.00
S2 4,233.50 4,233.50 4,275.00
S3 4,194.75 4,219.00 4,271.25
S4 4,156.00 4,180.25 4,260.75
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,520.75 4,478.00 4,300.50
R3 4,427.75 4,385.00 4,274.75
R2 4,334.75 4,334.75 4,266.25
R1 4,292.00 4,292.00 4,257.75 4,313.50
PP 4,241.75 4,241.75 4,241.75 4,252.50
S1 4,199.00 4,199.00 4,240.75 4,220.50
S2 4,148.75 4,148.75 4,232.25
S3 4,055.75 4,106.00 4,223.75
S4 3,962.75 4,013.00 4,198.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,286.75 4,201.75 85.00 2.0% 43.25 1.0% 94% True False 221,566
10 4,286.75 4,162.00 124.75 2.9% 37.00 0.9% 96% True False 218,952
20 4,286.75 4,037.75 249.00 5.8% 42.00 1.0% 98% True False 242,121
40 4,286.75 3,684.00 602.75 14.1% 62.00 1.4% 99% True False 349,898
60 4,286.75 3,684.00 602.75 14.1% 57.00 1.3% 99% True False 300,318
80 4,286.75 3,684.00 602.75 14.1% 50.75 1.2% 99% True False 225,450
100 4,286.75 3,684.00 602.75 14.1% 49.00 1.1% 99% True False 180,441
120 4,286.75 3,684.00 602.75 14.1% 44.50 1.0% 99% True False 150,387
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,451.50
2.618 4,388.25
1.618 4,349.50
1.000 4,325.50
0.618 4,310.75
HIGH 4,286.75
0.618 4,272.00
0.500 4,267.50
0.382 4,262.75
LOW 4,248.00
0.618 4,224.00
1.000 4,209.25
1.618 4,185.25
2.618 4,146.50
4.250 4,083.25
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 4,277.00 4,269.50
PP 4,272.25 4,256.75
S1 4,267.50 4,244.25

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

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