E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 4,228.25 4,233.00 4.75 0.1% 4,314.25
High 4,298.00 4,254.75 -43.25 -1.0% 4,320.25
Low 4,220.25 4,188.00 -32.25 -0.8% 4,188.00
Close 4,236.50 4,189.50 -47.00 -1.1% 4,189.50
Range 77.75 66.75 -11.00 -14.1% 132.25
ATR 50.74 51.89 1.14 2.3% 0.00
Volume 422,615 245,579 -177,036 -41.9% 1,710,296
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,411.00 4,367.00 4,226.25
R3 4,344.25 4,300.25 4,207.75
R2 4,277.50 4,277.50 4,201.75
R1 4,233.50 4,233.50 4,195.50 4,222.00
PP 4,210.75 4,210.75 4,210.75 4,205.00
S1 4,166.75 4,166.75 4,183.50 4,155.50
S2 4,144.00 4,144.00 4,177.25
S3 4,077.25 4,100.00 4,171.25
S4 4,010.50 4,033.25 4,152.75
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,629.25 4,541.75 4,262.25
R3 4,497.00 4,409.50 4,225.75
R2 4,364.75 4,364.75 4,213.75
R1 4,277.25 4,277.25 4,201.50 4,255.00
PP 4,232.50 4,232.50 4,232.50 4,221.50
S1 4,145.00 4,145.00 4,177.50 4,122.50
S2 4,100.25 4,100.25 4,165.25
S3 3,968.00 4,012.75 4,153.25
S4 3,835.75 3,880.50 4,116.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,320.25 4,188.00 132.25 3.2% 73.25 1.8% 1% False True 342,059
10 4,335.50 4,188.00 147.50 3.5% 55.00 1.3% 1% False True 289,994
20 4,348.00 4,188.00 160.00 3.8% 46.25 1.1% 1% False True 244,811
40 4,348.00 3,742.00 606.00 14.5% 51.00 1.2% 74% False False 265,331
60 4,348.00 3,684.00 664.00 15.8% 58.50 1.4% 76% False False 326,143
80 4,348.00 3,684.00 664.00 15.8% 52.50 1.3% 76% False False 267,066
100 4,348.00 3,684.00 664.00 15.8% 50.00 1.2% 76% False False 213,782
120 4,348.00 3,684.00 664.00 15.8% 47.75 1.1% 76% False False 178,208
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 10.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,538.50
2.618 4,429.50
1.618 4,362.75
1.000 4,321.50
0.618 4,296.00
HIGH 4,254.75
0.618 4,229.25
0.500 4,221.50
0.382 4,213.50
LOW 4,188.00
0.618 4,146.75
1.000 4,121.25
1.618 4,080.00
2.618 4,013.25
4.250 3,904.25
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 4,221.50 4,243.00
PP 4,210.75 4,225.25
S1 4,200.00 4,207.50

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

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