E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 4,189.50 4,164.00 -25.50 -0.6% 4,314.25
High 4,237.75 4,192.75 -45.00 -1.1% 4,320.25
Low 4,144.75 4,084.25 -60.50 -1.5% 4,188.00
Close 4,163.75 4,086.50 -77.25 -1.9% 4,189.50
Range 93.00 108.50 15.50 16.7% 132.25
ATR 54.82 58.66 3.83 7.0% 0.00
Volume 225,299 186,208 -39,091 -17.4% 1,710,296
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,446.75 4,375.00 4,146.25
R3 4,338.25 4,266.50 4,116.25
R2 4,229.75 4,229.75 4,106.50
R1 4,158.00 4,158.00 4,096.50 4,139.50
PP 4,121.25 4,121.25 4,121.25 4,112.00
S1 4,049.50 4,049.50 4,076.50 4,031.00
S2 4,012.75 4,012.75 4,066.50
S3 3,904.25 3,941.00 4,056.75
S4 3,795.75 3,832.50 4,026.75
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 4,298.25 4,084.25 214.00 5.2% 85.00 2.1% 1% False True 292,378
10 4,328.50 4,084.25 244.25 6.0% 66.00 1.6% 1% False True 276,057
20 4,348.00 4,084.25 263.75 6.5% 53.25 1.3% 1% False True 242,914
40 4,348.00 3,846.00 502.00 12.3% 51.50 1.3% 48% False False 255,784
60 4,348.00 3,684.00 664.00 16.2% 60.25 1.5% 61% False False 323,414
80 4,348.00 3,684.00 664.00 16.2% 54.50 1.3% 61% False False 272,189
100 4,348.00 3,684.00 664.00 16.2% 51.50 1.3% 61% False False 217,891
120 4,348.00 3,684.00 664.00 16.2% 49.00 1.2% 61% False False 181,634
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 17.13
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4,654.00
2.618 4,476.75
1.618 4,368.25
1.000 4,301.25
0.618 4,259.75
HIGH 4,192.75
0.618 4,151.25
0.500 4,138.50
0.382 4,125.75
LOW 4,084.25
0.618 4,017.25
1.000 3,975.75
1.618 3,908.75
2.618 3,800.25
4.250 3,623.00
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 4,138.50 4,169.50
PP 4,121.25 4,141.75
S1 4,103.75 4,114.25

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

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