E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 4,323.50 4,330.75 7.25 0.2% 4,249.75
High 4,348.00 4,335.50 -12.50 -0.3% 4,348.00
Low 4,312.50 4,273.50 -39.00 -0.9% 4,248.00
Close 4,338.25 4,286.50 -51.75 -1.2% 4,338.25
Range 35.50 62.00 26.50 74.6% 100.00
ATR 44.95 46.37 1.41 3.1% 0.00
Volume 134,101 324,373 190,272 141.9% 597,384
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,484.50 4,447.50 4,320.50
R3 4,422.50 4,385.50 4,303.50
R2 4,360.50 4,360.50 4,297.75
R1 4,323.50 4,323.50 4,292.25 4,311.00
PP 4,298.50 4,298.50 4,298.50 4,292.25
S1 4,261.50 4,261.50 4,280.75 4,249.00
S2 4,236.50 4,236.50 4,275.25
S3 4,174.50 4,199.50 4,269.50
S4 4,112.50 4,137.50 4,252.50
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,611.50 4,574.75 4,393.25
R3 4,511.50 4,474.75 4,365.75
R2 4,411.50 4,411.50 4,356.50
R1 4,374.75 4,374.75 4,347.50 4,393.00
PP 4,311.50 4,311.50 4,311.50 4,320.50
S1 4,274.75 4,274.75 4,329.00 4,293.00
S2 4,211.50 4,211.50 4,320.00
S3 4,111.50 4,174.75 4,310.75
S4 4,011.50 4,074.75 4,283.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,348.00 4,248.00 100.00 2.3% 39.25 0.9% 39% False False 184,351
10 4,348.00 4,191.50 156.50 3.7% 40.75 0.9% 61% False False 210,217
20 4,348.00 4,119.75 228.25 5.3% 38.00 0.9% 73% False False 216,298
40 4,348.00 3,684.00 664.00 15.5% 59.50 1.4% 91% False False 331,580
60 4,348.00 3,684.00 664.00 15.5% 57.00 1.3% 91% False False 312,721
80 4,348.00 3,684.00 664.00 15.5% 50.25 1.2% 91% False False 234,962
100 4,348.00 3,684.00 664.00 15.5% 48.75 1.1% 91% False False 188,058
120 4,348.00 3,684.00 664.00 15.5% 45.50 1.1% 91% False False 156,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.20
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,599.00
2.618 4,497.75
1.618 4,435.75
1.000 4,397.50
0.618 4,373.75
HIGH 4,335.50
0.618 4,311.75
0.500 4,304.50
0.382 4,297.25
LOW 4,273.50
0.618 4,235.25
1.000 4,211.50
1.618 4,173.25
2.618 4,111.25
4.250 4,010.00
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 4,304.50 4,310.75
PP 4,298.50 4,302.75
S1 4,292.50 4,294.50

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

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