E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 4,312.00 4,313.00 1.00 0.0% 4,330.75
High 4,328.50 4,326.75 -1.75 0.0% 4,335.50
Low 4,293.25 4,302.75 9.50 0.2% 4,273.50
Close 4,313.50 4,313.25 -0.25 0.0% 4,313.25
Range 35.25 24.00 -11.25 -31.9% 62.00
ATR 43.63 42.23 -1.40 -3.2% 0.00
Volume 248,733 199,234 -49,499 -19.9% 1,189,645
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,386.25 4,373.75 4,326.50
R3 4,362.25 4,349.75 4,319.75
R2 4,338.25 4,338.25 4,317.75
R1 4,325.75 4,325.75 4,315.50 4,332.00
PP 4,314.25 4,314.25 4,314.25 4,317.50
S1 4,301.75 4,301.75 4,311.00 4,308.00
S2 4,290.25 4,290.25 4,308.75
S3 4,266.25 4,277.75 4,306.75
S4 4,242.25 4,253.75 4,300.00
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,493.50 4,465.25 4,347.25
R3 4,431.50 4,403.25 4,330.25
R2 4,369.50 4,369.50 4,324.50
R1 4,341.25 4,341.25 4,319.00 4,324.50
PP 4,307.50 4,307.50 4,307.50 4,299.00
S1 4,279.25 4,279.25 4,307.50 4,262.50
S2 4,245.50 4,245.50 4,302.00
S3 4,183.50 4,217.25 4,296.25
S4 4,121.50 4,155.25 4,279.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,335.50 4,273.50 62.00 1.4% 36.75 0.9% 64% False False 237,929
10 4,348.00 4,237.50 110.50 2.6% 36.50 0.8% 69% False False 207,278
20 4,348.00 4,136.00 212.00 4.9% 36.50 0.8% 84% False False 210,640
40 4,348.00 3,684.00 664.00 15.4% 54.75 1.3% 95% False False 308,595
60 4,348.00 3,684.00 664.00 15.4% 56.50 1.3% 95% False False 324,455
80 4,348.00 3,684.00 664.00 15.4% 49.75 1.2% 95% False False 245,741
100 4,348.00 3,684.00 664.00 15.4% 48.75 1.1% 95% False False 196,699
120 4,348.00 3,684.00 664.00 15.4% 45.75 1.1% 95% False False 163,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.50
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 4,428.75
2.618 4,389.50
1.618 4,365.50
1.000 4,350.75
0.618 4,341.50
HIGH 4,326.75
0.618 4,317.50
0.500 4,314.75
0.382 4,312.00
LOW 4,302.75
0.618 4,288.00
1.000 4,278.75
1.618 4,264.00
2.618 4,240.00
4.250 4,200.75
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 4,314.75 4,311.50
PP 4,314.25 4,309.75
S1 4,313.75 4,308.00

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

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