E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 4,282.75 4,290.75 8.00 0.2% 4,330.75
High 4,298.50 4,298.25 -0.25 0.0% 4,335.50
Low 4,216.75 4,219.00 2.25 0.1% 4,273.50
Close 4,290.75 4,227.00 -63.75 -1.5% 4,313.25
Range 81.75 79.25 -2.50 -3.1% 62.00
ATR 46.31 48.67 2.35 5.1% 0.00
Volume 339,492 382,192 42,700 12.6% 1,189,645
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,485.75 4,435.75 4,270.50
R3 4,406.50 4,356.50 4,248.75
R2 4,327.25 4,327.25 4,241.50
R1 4,277.25 4,277.25 4,234.25 4,262.50
PP 4,248.00 4,248.00 4,248.00 4,240.75
S1 4,198.00 4,198.00 4,219.75 4,183.50
S2 4,168.75 4,168.75 4,212.50
S3 4,089.50 4,118.75 4,205.25
S4 4,010.25 4,039.50 4,183.50
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% 56.25 1.3% 9% False False 298,013
10 4,348.00 4,216.75 131.25 3.1% 47.50 1.1% 8% False False 250,159
20 4,348.00 4,166.50 181.50 4.3% 42.50 1.0% 33% False False 236,288
40 4,348.00 3,684.00 664.00 15.7% 53.50 1.3% 82% False False 286,800
60 4,348.00 3,684.00 664.00 15.7% 57.50 1.4% 82% False False 324,118
80 4,348.00 3,684.00 664.00 15.7% 51.25 1.2% 82% False False 258,730
100 4,348.00 3,684.00 664.00 15.7% 49.25 1.2% 82% False False 207,106
120 4,348.00 3,684.00 664.00 15.7% 47.25 1.1% 82% False False 172,642
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,635.00
2.618 4,505.75
1.618 4,426.50
1.000 4,377.50
0.618 4,347.25
HIGH 4,298.25
0.618 4,268.00
0.500 4,258.50
0.382 4,249.25
LOW 4,219.00
0.618 4,170.00
1.000 4,139.75
1.618 4,090.75
2.618 4,011.50
4.250 3,882.25
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 4,258.50 4,268.50
PP 4,248.00 4,254.75
S1 4,237.50 4,240.75

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

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