E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 3,582.75 3,569.75 -13.00 -0.4% 3,541.00
High 3,587.50 3,573.50 -14.00 -0.4% 3,587.50
Low 3,567.00 3,556.00 -11.00 -0.3% 3,541.00
Close 3,570.25 3,565.75 -4.50 -0.1% 3,570.25
Range 20.50 17.50 -3.00 -14.6% 46.50
ATR 32.16 31.11 -1.05 -3.3% 0.00
Volume 94,798 90,196 -4,602 -4.9% 327,425
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,617.50 3,609.25 3,575.50
R3 3,600.00 3,591.75 3,570.50
R2 3,582.50 3,582.50 3,569.00
R1 3,574.25 3,574.25 3,567.25 3,569.50
PP 3,565.00 3,565.00 3,565.00 3,562.75
S1 3,556.75 3,556.75 3,564.25 3,552.00
S2 3,547.50 3,547.50 3,562.50
S3 3,530.00 3,539.25 3,561.00
S4 3,512.50 3,521.75 3,556.00
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,705.75 3,684.50 3,595.75
R3 3,659.25 3,638.00 3,583.00
R2 3,612.75 3,612.75 3,578.75
R1 3,591.50 3,591.50 3,574.50 3,602.00
PP 3,566.25 3,566.25 3,566.25 3,571.50
S1 3,545.00 3,545.00 3,566.00 3,555.50
S2 3,519.75 3,519.75 3,561.75
S3 3,473.25 3,498.50 3,557.50
S4 3,426.75 3,452.00 3,544.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,587.50 3,541.00 46.50 1.3% 18.25 0.5% 53% False False 83,524
10 3,587.50 3,415.25 172.25 4.8% 35.00 1.0% 87% False False 179,162
20 3,587.50 3,415.25 172.25 4.8% 31.75 0.9% 87% False False 112,099
40 3,587.50 3,308.25 279.25 7.8% 30.50 0.9% 92% False False 56,214
60 3,587.50 3,110.00 477.50 13.4% 32.00 0.9% 95% False False 37,528
80 3,587.50 3,110.00 477.50 13.4% 27.50 0.8% 95% False False 28,187
100 3,587.50 3,045.00 542.50 15.2% 22.50 0.6% 96% False False 22,550
120 3,587.50 3,012.75 574.75 16.1% 19.50 0.5% 96% False False 18,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,648.00
2.618 3,619.25
1.618 3,601.75
1.000 3,591.00
0.618 3,584.25
HIGH 3,573.50
0.618 3,566.75
0.500 3,564.75
0.382 3,562.75
LOW 3,556.00
0.618 3,545.25
1.000 3,538.50
1.618 3,527.75
2.618 3,510.25
4.250 3,481.50
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 3,565.50 3,571.75
PP 3,565.00 3,569.75
S1 3,564.75 3,567.75

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

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