E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 4,282.00 4,294.00 12.00 0.3% 4,223.25
High 4,303.25 4,323.75 20.50 0.5% 4,284.50
Low 4,276.75 4,290.50 13.75 0.3% 4,191.50
Close 4,292.50 4,317.75 25.25 0.6% 4,249.25
Range 26.50 33.25 6.75 25.5% 93.00
ATR 46.64 45.68 -0.96 -2.1% 0.00
Volume 169,153 135,750 -33,403 -19.7% 1,180,418
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,410.50 4,397.25 4,336.00
R3 4,377.25 4,364.00 4,327.00
R2 4,344.00 4,344.00 4,323.75
R1 4,330.75 4,330.75 4,320.75 4,337.50
PP 4,310.75 4,310.75 4,310.75 4,314.00
S1 4,297.50 4,297.50 4,314.75 4,304.00
S2 4,277.50 4,277.50 4,311.75
S3 4,244.25 4,264.25 4,308.50
S4 4,211.00 4,231.00 4,299.50
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 4,323.75 4,201.75 122.00 2.8% 38.50 0.9% 95% True False 192,700
10 4,323.75 4,191.50 132.25 3.1% 37.50 0.9% 95% True False 215,720
20 4,323.75 4,043.00 280.75 6.5% 40.00 0.9% 98% True False 227,386
40 4,323.75 3,684.00 639.75 14.8% 60.50 1.4% 99% True False 338,265
60 4,323.75 3,684.00 639.75 14.8% 57.00 1.3% 99% True False 305,313
80 4,323.75 3,684.00 639.75 14.8% 50.50 1.2% 99% True False 229,245
100 4,323.75 3,684.00 639.75 14.8% 48.75 1.1% 99% True False 183,482
120 4,323.75 3,684.00 639.75 14.8% 44.75 1.0% 99% True False 152,928
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,465.00
2.618 4,410.75
1.618 4,377.50
1.000 4,357.00
0.618 4,344.25
HIGH 4,323.75
0.618 4,311.00
0.500 4,307.00
0.382 4,303.25
LOW 4,290.50
0.618 4,270.00
1.000 4,257.25
1.618 4,236.75
2.618 4,203.50
4.250 4,149.25
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 4,314.25 4,307.00
PP 4,310.75 4,296.50
S1 4,307.00 4,286.00

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

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