E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 3,560.25 3,530.50 -29.75 -0.8% 3,569.75
High 3,566.50 3,540.25 -26.25 -0.7% 3,594.75
Low 3,527.25 3,505.75 -21.50 -0.6% 3,527.25
Close 3,531.50 3,517.75 -13.75 -0.4% 3,531.50
Range 39.25 34.50 -4.75 -12.1% 67.50
ATR 31.85 32.04 0.19 0.6% 0.00
Volume 195,452 246,009 50,557 25.9% 553,842
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,624.75 3,605.75 3,536.75
R3 3,590.25 3,571.25 3,527.25
R2 3,555.75 3,555.75 3,524.00
R1 3,536.75 3,536.75 3,521.00 3,529.00
PP 3,521.25 3,521.25 3,521.25 3,517.50
S1 3,502.25 3,502.25 3,514.50 3,494.50
S2 3,486.75 3,486.75 3,511.50
S3 3,452.25 3,467.75 3,508.25
S4 3,417.75 3,433.25 3,498.75
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,753.75 3,710.00 3,568.50
R3 3,686.25 3,642.50 3,550.00
R2 3,618.75 3,618.75 3,544.00
R1 3,575.00 3,575.00 3,537.75 3,563.00
PP 3,551.25 3,551.25 3,551.25 3,545.25
S1 3,507.50 3,507.50 3,525.25 3,495.50
S2 3,483.75 3,483.75 3,519.00
S3 3,416.25 3,440.00 3,513.00
S4 3,348.75 3,372.50 3,494.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,594.75 3,505.75 89.00 2.5% 30.25 0.9% 13% False True 159,970
10 3,594.75 3,493.25 101.50 2.9% 27.00 0.8% 24% False False 130,090
20 3,594.75 3,415.25 179.50 5.1% 33.00 0.9% 57% False False 147,267
40 3,594.75 3,308.25 286.50 8.1% 31.75 0.9% 73% False False 73,941
60 3,594.75 3,135.00 459.75 13.1% 31.50 0.9% 83% False False 49,350
80 3,594.75 3,110.00 484.75 13.8% 29.00 0.8% 84% False False 37,057
100 3,594.75 3,045.00 549.75 15.6% 24.00 0.7% 86% False False 29,646
120 3,594.75 3,012.75 582.00 16.5% 20.50 0.6% 87% False False 24,705
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,687.00
2.618 3,630.50
1.618 3,596.00
1.000 3,574.75
0.618 3,561.50
HIGH 3,540.25
0.618 3,527.00
0.500 3,523.00
0.382 3,519.00
LOW 3,505.75
0.618 3,484.50
1.000 3,471.25
1.618 3,450.00
2.618 3,415.50
4.250 3,359.00
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 3,523.00 3,542.50
PP 3,521.25 3,534.25
S1 3,519.50 3,526.00

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

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