E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 3,530.50 3,516.25 -14.25 -0.4% 3,569.75
High 3,540.25 3,557.25 17.00 0.5% 3,594.75
Low 3,505.75 3,516.00 10.25 0.3% 3,527.25
Close 3,517.75 3,548.75 31.00 0.9% 3,531.50
Range 34.50 41.25 6.75 19.6% 67.50
ATR 32.04 32.70 0.66 2.1% 0.00
Volume 246,009 191,716 -54,293 -22.1% 553,842
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,664.50 3,647.75 3,571.50
R3 3,623.25 3,606.50 3,560.00
R2 3,582.00 3,582.00 3,556.25
R1 3,565.25 3,565.25 3,552.50 3,573.50
PP 3,540.75 3,540.75 3,540.75 3,544.75
S1 3,524.00 3,524.00 3,545.00 3,532.50
S2 3,499.50 3,499.50 3,541.25
S3 3,458.25 3,482.75 3,537.50
S4 3,417.00 3,441.50 3,526.00
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% 35.00 1.0% 48% False False 180,274
10 3,594.75 3,505.75 89.00 2.5% 26.75 0.8% 48% False False 131,899
20 3,594.75 3,415.25 179.50 5.1% 33.50 0.9% 74% False False 156,616
40 3,594.75 3,308.50 286.25 8.1% 31.00 0.9% 84% False False 78,733
60 3,594.75 3,188.75 406.00 11.4% 31.25 0.9% 89% False False 52,539
80 3,594.75 3,110.00 484.75 13.7% 29.50 0.8% 91% False False 39,454
100 3,594.75 3,045.00 549.75 15.5% 24.25 0.7% 92% False False 31,563
120 3,594.75 3,012.75 582.00 16.4% 20.75 0.6% 92% False False 26,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,732.50
2.618 3,665.25
1.618 3,624.00
1.000 3,598.50
0.618 3,582.75
HIGH 3,557.25
0.618 3,541.50
0.500 3,536.50
0.382 3,531.75
LOW 3,516.00
0.618 3,490.50
1.000 3,474.75
1.618 3,449.25
2.618 3,408.00
4.250 3,340.75
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 3,544.75 3,544.50
PP 3,540.75 3,540.25
S1 3,536.50 3,536.00

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

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