E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 4,164.50 4,268.00 103.50 2.5% 4,189.50
High 4,274.75 4,307.00 32.25 0.8% 4,307.00
Low 4,154.00 4,258.20 104.20 2.5% 4,084.25
Close 4,265.00 4,258.20 -6.80 -0.2% 4,258.20
Range 120.75 48.80 -71.95 -59.6% 222.75
ATR 65.24 64.06 -1.17 -1.8% 0.00
Volume 60,276 8,199 -52,077 -86.4% 564,849
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,420.75 4,388.25 4,285.00
R3 4,372.00 4,339.50 4,271.50
R2 4,323.25 4,323.25 4,267.25
R1 4,290.75 4,290.75 4,262.75 4,282.50
PP 4,274.50 4,274.50 4,274.50 4,270.50
S1 4,242.00 4,242.00 4,253.75 4,233.75
S2 4,225.75 4,225.75 4,249.25
S3 4,176.75 4,193.25 4,244.75
S4 4,128.00 4,144.25 4,231.25
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4,884.75 4,794.25 4,380.75
R3 4,662.00 4,571.50 4,319.50
R2 4,439.25 4,439.25 4,299.00
R1 4,348.75 4,348.75 4,278.50 4,394.00
PP 4,216.50 4,216.50 4,216.50 4,239.00
S1 4,126.00 4,126.00 4,237.75 4,171.25
S2 3,993.75 3,993.75 4,217.25
S3 3,771.00 3,903.25 4,197.00
S4 3,548.25 3,680.50 4,135.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,307.00 4,084.25 222.75 5.2% 92.50 2.2% 78% True False 112,969
10 4,320.25 4,084.25 236.00 5.5% 83.00 1.9% 74% False False 227,514
20 4,348.00 4,084.25 263.75 6.2% 59.75 1.4% 66% False False 217,396
40 4,348.00 3,970.50 377.50 8.9% 51.50 1.2% 76% False False 232,771
60 4,348.00 3,684.00 664.00 15.6% 61.50 1.4% 86% False False 309,334
80 4,348.00 3,684.00 664.00 15.6% 57.25 1.3% 86% False False 274,066
100 4,348.00 3,684.00 664.00 15.6% 53.25 1.2% 86% False False 219,411
120 4,348.00 3,684.00 664.00 15.6% 50.25 1.2% 86% False False 182,904
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.86
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,514.50
2.618 4,434.75
1.618 4,386.00
1.000 4,355.75
0.618 4,337.25
HIGH 4,307.00
0.618 4,288.25
0.500 4,282.50
0.382 4,276.75
LOW 4,258.25
0.618 4,228.00
1.000 4,209.50
1.618 4,179.25
2.618 4,130.50
4.250 4,050.75
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 4,282.50 4,237.50
PP 4,274.50 4,216.75
S1 4,266.25 4,196.00

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

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