E-mini NASDAQ-100 Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	4,314.25	4,282.75	-31.50	-0.7%	4,330.75
High	4,320.25	4,298.50	-21.75	-0.5%	4,335.50
Low	4,259.00	4,216.75	-42.25	-1.0%	4,273.50
Close	4,279.00	4,290.75	11.75	0.3%	4,313.25
Range	61.25	81.75	20.50	33.5%	62.00
ATR	43.59	46.31	2.73	6.3%	0.00
Volume	320,418	339,492	19,074	6.0%	1,189,645

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,514.00	4,484.00	4,335.75
R3	4,432.25	4,402.25	4,313.25
R2	4,350.50	4,350.50	4,305.75
R1	4,320.50	4,320.50	4,298.25	4,335.50
PP	4,268.75	4,268.75	4,268.75	4,276.00
S1	4,238.75	4,238.75	4,283.25	4,253.75
S2	4,187.00	4,187.00	4,275.75
S3	4,105.25	4,157.00	4,268.25
S4	4,023.50	4,075.25	4,245.75

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	4,328.50	4,216.75	111.75	2.6%	47.00	1.1%	66%	False	True	259,737
10	4,348.00	4,216.75	131.25	3.1%	42.25	1.0%	56%	False	True	228,855
20	4,348.00	4,162.00	186.00	4.3%	39.75	0.9%	69%	False	False	223,904
40	4,348.00	3,684.00	664.00	15.5%	53.00	1.2%	91%	False	False	292,303
60	4,348.00	3,684.00	664.00	15.5%	57.25	1.3%	91%	False	False	324,037
80	4,348.00	3,684.00	664.00	15.5%	50.50	1.2%	91%	False	False	253,964
100	4,348.00	3,684.00	664.00	15.5%	48.75	1.1%	91%	False	False	203,292
120	4,348.00	3,684.00	664.00	15.5%	46.50	1.1%	91%	False	False	169,457

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	8.70
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	4,646.00
2.618	4,512.50
1.618	4,430.75
1.000	4,380.25
0.618	4,349.00
HIGH	4,298.50
0.618	4,267.25
0.500	4,257.50
0.382	4,248.00
LOW	4,216.75
0.618	4,166.25
1.000	4,135.00
1.618	4,084.50
2.618	4,002.75
4.250	3,869.25

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	4,279.75	4,284.50
PP	4,268.75	4,278.00
S1	4,257.50	4,271.75

Download as Excel Spreadsheet

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

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