E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	4,024.75	4,031.00	6.25	0.2%	4,070.00
High	4,057.50	4,031.00	-26.50	-0.7%	4,082.50
Low	4,024.75	3,959.50	-65.25	-1.6%	3,998.00
Close	4,038.00	3,976.00	-62.00	-1.5%	4,039.25
Range	32.75	71.50	38.75	118.3%	84.50
ATR	37.19	40.14	2.95	7.9%	0.00
Volume	358	313	-45	-12.6%	322

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,203.25	4,161.25	4,015.25
R3	4,131.75	4,089.75	3,995.75
R2	4,060.25	4,060.25	3,989.00
R1	4,018.25	4,018.25	3,982.50	4,003.50
PP	3,988.75	3,988.75	3,988.75	3,981.50
S1	3,946.75	3,946.75	3,969.50	3,932.00
S2	3,917.25	3,917.25	3,963.00
S3	3,845.75	3,875.25	3,956.25
S4	3,774.25	3,803.75	3,936.75

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4,293.50	4,250.75	4,085.75
R3	4,209.00	4,166.25	4,062.50
R2	4,124.50	4,124.50	4,054.75
R1	4,081.75	4,081.75	4,047.00	4,061.00
PP	4,040.00	4,040.00	4,040.00	4,029.50
S1	3,997.25	3,997.25	4,031.50	3,976.50
S2	3,955.50	3,955.50	4,023.75
S3	3,871.00	3,912.75	4,016.00
S4	3,786.50	3,828.25	3,992.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,080.50	3,959.50	121.00	3.0%	55.00	1.4%	14%	False	True	188
10	4,105.00	3,959.50	145.50	3.7%	45.50	1.1%	11%	False	True	115
20	4,105.00	3,959.50	145.50	3.7%	40.00	1.0%	11%	False	True	67
40	4,105.00	3,825.00	280.00	7.0%	26.25	0.7%	54%	False	False	35
60	4,105.00	3,825.00	280.00	7.0%	21.75	0.5%	54%	False	False	25
80	4,105.00	3,749.50	355.50	8.9%	16.50	0.4%	64%	False	False	19
100	4,105.00	3,542.50	562.50	14.1%	13.75	0.3%	77%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,335.00
2.618	4,218.25
1.618	4,146.75
1.000	4,102.50
0.618	4,075.25
HIGH	4,031.00
0.618	4,003.75
0.500	3,995.25
0.382	3,986.75
LOW	3,959.50
0.618	3,915.25
1.000	3,888.00
1.618	3,843.75
2.618	3,772.25
4.250	3,655.50

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	3,995.25	4,008.50
PP	3,988.75	3,997.75
S1	3,982.50	3,986.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols