E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 4,290.75 4,228.25 -62.50 -1.5% 4,330.75
High 4,298.25 4,298.00 -0.25 0.0% 4,335.50
Low 4,219.00 4,220.25 1.25 0.0% 4,273.50
Close 4,227.00 4,236.50 9.50 0.2% 4,313.25
Range 79.25 77.75 -1.50 -1.9% 62.00
ATR 48.67 50.74 2.08 4.3% 0.00
Volume 382,192 422,615 40,423 10.6% 1,189,645
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,484.75 4,438.50 4,279.25
R3 4,407.00 4,360.75 4,258.00
R2 4,329.25 4,329.25 4,250.75
R1 4,283.00 4,283.00 4,243.75 4,306.00
PP 4,251.50 4,251.50 4,251.50 4,263.25
S1 4,205.25 4,205.25 4,229.25 4,228.50
S2 4,173.75 4,173.75 4,222.25
S3 4,096.00 4,127.50 4,215.00
S4 4,018.25 4,049.75 4,193.75
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 4,326.75 4,216.75 110.00 2.6% 64.75 1.5% 18% False False 332,790
10 4,348.00 4,216.75 131.25 3.1% 52.00 1.2% 15% False False 278,846
20 4,348.00 4,191.50 156.50 3.7% 44.75 1.1% 29% False False 247,283
40 4,348.00 3,684.00 664.00 15.7% 52.00 1.2% 83% False False 276,587
60 4,348.00 3,684.00 664.00 15.7% 58.00 1.4% 83% False False 325,816
80 4,348.00 3,684.00 664.00 15.7% 51.75 1.2% 83% False False 264,001
100 4,348.00 3,684.00 664.00 15.7% 49.75 1.2% 83% False False 211,330
120 4,348.00 3,684.00 664.00 15.7% 47.75 1.1% 83% False False 176,163
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 9.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,628.50
2.618 4,501.50
1.618 4,423.75
1.000 4,375.75
0.618 4,346.00
HIGH 4,298.00
0.618 4,268.25
0.500 4,259.00
0.382 4,250.00
LOW 4,220.25
0.618 4,172.25
1.000 4,142.50
1.618 4,094.50
2.618 4,016.75
4.250 3,889.75
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 4,259.00 4,257.50
PP 4,251.50 4,250.50
S1 4,244.00 4,243.50

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

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