E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 3,362.00 3,396.00 34.00 1.0% 3,413.75
High 3,399.75 3,416.50 16.75 0.5% 3,416.50
Low 3,356.00 3,395.50 39.50 1.2% 3,354.00
Close 3,394.25 3,414.00 19.75 0.6% 3,414.00
Range 43.75 21.00 -22.75 -52.0% 62.50
ATR 32.02 31.32 -0.70 -2.2% 0.00
Volume 719 1,237 518 72.0% 3,571
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,471.75 3,463.75 3,425.50
R3 3,450.75 3,442.75 3,419.75
R2 3,429.75 3,429.75 3,417.75
R1 3,421.75 3,421.75 3,416.00 3,425.75
PP 3,408.75 3,408.75 3,408.75 3,410.50
S1 3,400.75 3,400.75 3,412.00 3,404.75
S2 3,387.75 3,387.75 3,410.25
S3 3,366.75 3,379.75 3,408.25
S4 3,345.75 3,358.75 3,402.50
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,582.25 3,560.75 3,448.50
R3 3,519.75 3,498.25 3,431.25
R2 3,457.25 3,457.25 3,425.50
R1 3,435.75 3,435.75 3,419.75 3,446.50
PP 3,394.75 3,394.75 3,394.75 3,400.25
S1 3,373.25 3,373.25 3,408.25 3,384.00
S2 3,332.25 3,332.25 3,402.50
S3 3,269.75 3,310.75 3,396.75
S4 3,207.25 3,248.25 3,379.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,416.50 3,354.00 62.50 1.8% 33.50 1.0% 96% True False 714
10 3,416.50 3,340.00 76.50 2.2% 28.50 0.8% 97% True False 377
20 3,416.50 3,308.25 108.25 3.2% 29.25 0.9% 98% True False 266
40 3,416.50 3,110.00 306.50 9.0% 33.00 1.0% 99% True False 225
60 3,416.50 3,060.25 356.25 10.4% 24.75 0.7% 99% True False 181
80 3,416.50 3,045.00 371.50 10.9% 19.25 0.6% 99% True False 136
100 3,416.50 2,944.25 472.25 13.8% 16.25 0.5% 99% True False 109
120 3,416.50 2,831.25 585.25 17.1% 14.00 0.4% 100% True False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.65
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,505.75
2.618 3,471.50
1.618 3,450.50
1.000 3,437.50
0.618 3,429.50
HIGH 3,416.50
0.618 3,408.50
0.500 3,406.00
0.382 3,403.50
LOW 3,395.50
0.618 3,382.50
1.000 3,374.50
1.618 3,361.50
2.618 3,340.50
4.250 3,306.25
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 3,411.25 3,404.50
PP 3,408.75 3,394.75
S1 3,406.00 3,385.25

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

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