E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 3,378.00 3,373.00 -5.00 -0.1% 3,342.25
High 3,380.00 3,379.50 -0.50 0.0% 3,382.50
Low 3,357.75 3,367.50 9.75 0.3% 3,317.25
Close 3,376.75 3,377.75 1.00 0.0% 3,367.00
Range 22.25 12.00 -10.25 -46.1% 65.25
ATR 33.65 32.10 -1.55 -4.6% 0.00
Volume 32 448 416 1,300.0% 747
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,411.00 3,406.25 3,384.25
R3 3,399.00 3,394.25 3,381.00
R2 3,387.00 3,387.00 3,380.00
R1 3,382.25 3,382.25 3,378.75 3,384.50
PP 3,375.00 3,375.00 3,375.00 3,376.00
S1 3,370.25 3,370.25 3,376.75 3,372.50
S2 3,363.00 3,363.00 3,375.50
S3 3,351.00 3,358.25 3,374.50
S4 3,339.00 3,346.25 3,371.25
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,551.25 3,524.50 3,403.00
R3 3,486.00 3,459.25 3,385.00
R2 3,420.75 3,420.75 3,379.00
R1 3,394.00 3,394.00 3,373.00 3,407.50
PP 3,355.50 3,355.50 3,355.50 3,362.25
S1 3,328.75 3,328.75 3,361.00 3,342.00
S2 3,290.25 3,290.25 3,355.00
S3 3,225.00 3,263.50 3,349.00
S4 3,159.75 3,198.25 3,331.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,382.50 3,317.25 65.25 1.9% 25.75 0.8% 93% False False 168
10 3,382.50 3,238.00 144.50 4.3% 30.00 0.9% 97% False False 148
20 3,382.50 3,110.00 272.50 8.1% 35.25 1.0% 98% False False 151
40 3,382.50 3,110.00 272.50 8.1% 23.25 0.7% 98% False False 150
60 3,382.50 3,045.00 337.50 10.0% 16.25 0.5% 99% False False 100
80 3,382.50 2,962.00 420.50 12.4% 13.25 0.4% 99% False False 76
100 3,382.50 2,831.25 551.25 16.3% 11.25 0.3% 99% False False 61
120 3,382.50 2,831.25 551.25 16.3% 9.75 0.3% 99% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.03
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3,430.50
2.618 3,411.00
1.618 3,399.00
1.000 3,391.50
0.618 3,387.00
HIGH 3,379.50
0.618 3,375.00
0.500 3,373.50
0.382 3,372.00
LOW 3,367.50
0.618 3,360.00
1.000 3,355.50
1.618 3,348.00
2.618 3,336.00
4.250 3,316.50
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 3,376.25 3,375.00
PP 3,375.00 3,372.50
S1 3,373.50 3,369.75

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

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