E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 4,249.75 4,282.00 32.25 0.8% 4,223.25
High 4,286.75 4,303.25 16.50 0.4% 4,284.50
Low 4,248.00 4,276.75 28.75 0.7% 4,191.50
Close 4,282.00 4,292.50 10.50 0.2% 4,249.25
Range 38.75 26.50 -12.25 -31.6% 93.00
ATR 48.19 46.64 -1.55 -3.2% 0.00
Volume 158,380 169,153 10,773 6.8% 1,180,418
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,370.25 4,358.00 4,307.00
R3 4,343.75 4,331.50 4,299.75
R2 4,317.25 4,317.25 4,297.25
R1 4,305.00 4,305.00 4,295.00 4,311.00
PP 4,290.75 4,290.75 4,290.75 4,294.00
S1 4,278.50 4,278.50 4,290.00 4,284.50
S2 4,264.25 4,264.25 4,287.75
S3 4,237.75 4,252.00 4,285.25
S4 4,211.25 4,225.50 4,278.00
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 4,303.25 4,201.75 101.50 2.4% 39.50 0.9% 89% True False 212,701
10 4,303.25 4,166.50 136.75 3.2% 37.25 0.9% 92% True False 222,417
20 4,303.25 4,043.00 260.25 6.1% 40.25 0.9% 96% True False 237,635
40 4,303.25 3,684.00 619.25 14.4% 61.50 1.4% 98% True False 345,765
60 4,303.25 3,684.00 619.25 14.4% 57.25 1.3% 98% True False 303,104
80 4,303.25 3,684.00 619.25 14.4% 50.50 1.2% 98% True False 227,556
100 4,303.25 3,684.00 619.25 14.4% 49.00 1.1% 98% True False 182,129
120 4,303.25 3,684.00 619.25 14.4% 44.50 1.0% 98% True False 151,797
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.78
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,416.00
2.618 4,372.75
1.618 4,346.25
1.000 4,329.75
0.618 4,319.75
HIGH 4,303.25
0.618 4,293.25
0.500 4,290.00
0.382 4,286.75
LOW 4,276.75
0.618 4,260.25
1.000 4,250.25
1.618 4,233.75
2.618 4,207.25
4.250 4,164.00
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 4,291.75 4,285.00
PP 4,290.75 4,277.75
S1 4,290.00 4,270.50

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

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