E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 4,287.00 4,308.00 21.00 0.5% 4,249.75
High 4,314.75 4,320.00 5.25 0.1% 4,348.00
Low 4,285.00 4,287.50 2.50 0.1% 4,248.00
Close 4,305.50 4,310.50 5.00 0.1% 4,338.25
Range 29.75 32.50 2.75 9.2% 100.00
ATR 45.18 44.27 -0.91 -2.0% 0.00
Volume 226,496 190,809 -35,687 -15.8% 597,384
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,403.50 4,389.50 4,328.50
R3 4,371.00 4,357.00 4,319.50
R2 4,338.50 4,338.50 4,316.50
R1 4,324.50 4,324.50 4,313.50 4,331.50
PP 4,306.00 4,306.00 4,306.00 4,309.50
S1 4,292.00 4,292.00 4,307.50 4,299.00
S2 4,273.50 4,273.50 4,304.50
S3 4,241.00 4,259.50 4,301.50
S4 4,208.50 4,227.00 4,292.50
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 4,273.50 74.50 1.7% 38.50 0.9% 50% False False 202,305
10 4,348.00 4,201.75 146.25 3.4% 39.00 0.9% 74% False False 207,503
20 4,348.00 4,130.25 217.75 5.1% 37.50 0.9% 83% False False 213,414
40 4,348.00 3,684.00 664.00 15.4% 58.50 1.4% 94% False False 323,962
60 4,348.00 3,684.00 664.00 15.4% 56.75 1.3% 94% False False 319,263
80 4,348.00 3,684.00 664.00 15.4% 50.00 1.2% 94% False False 240,158
100 4,348.00 3,684.00 664.00 15.4% 49.00 1.1% 94% False False 192,224
120 4,348.00 3,684.00 664.00 15.4% 45.75 1.1% 94% False False 160,226
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 7.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,458.00
2.618 4,405.00
1.618 4,372.50
1.000 4,352.50
0.618 4,340.00
HIGH 4,320.00
0.618 4,307.50
0.500 4,303.75
0.382 4,300.00
LOW 4,287.50
0.618 4,267.50
1.000 4,255.00
1.618 4,235.00
2.618 4,202.50
4.250 4,149.50
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 4,308.25 4,308.50
PP 4,306.00 4,306.50
S1 4,303.75 4,304.50

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

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