E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 3,562.75 3,549.75 -13.00 -0.4% 3,530.50
High 3,577.00 3,572.00 -5.00 -0.1% 3,577.00
Low 3,535.50 3,529.50 -6.00 -0.2% 3,505.75
Close 3,547.75 3,561.50 13.75 0.4% 3,561.50
Range 41.50 42.50 1.00 2.4% 71.25
ATR 32.85 33.54 0.69 2.1% 0.00
Volume 214,724 263,424 48,700 22.7% 1,124,036
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,681.75 3,664.25 3,585.00
R3 3,639.25 3,621.75 3,573.25
R2 3,596.75 3,596.75 3,569.25
R1 3,579.25 3,579.25 3,565.50 3,588.00
PP 3,554.25 3,554.25 3,554.25 3,558.75
S1 3,536.75 3,536.75 3,557.50 3,545.50
S2 3,511.75 3,511.75 3,553.75
S3 3,469.25 3,494.25 3,549.75
S4 3,426.75 3,451.75 3,538.00
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,761.75 3,733.00 3,600.75
R3 3,690.50 3,661.75 3,581.00
R2 3,619.25 3,619.25 3,574.50
R1 3,590.50 3,590.50 3,568.00 3,605.00
PP 3,548.00 3,548.00 3,548.00 3,555.25
S1 3,519.25 3,519.25 3,555.00 3,533.50
S2 3,476.75 3,476.75 3,548.50
S3 3,405.50 3,448.00 3,542.00
S4 3,334.25 3,376.75 3,522.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,577.00 3,505.75 71.25 2.0% 37.00 1.0% 78% False False 224,807
10 3,594.75 3,505.75 89.00 2.5% 32.25 0.9% 63% False False 177,267
20 3,594.75 3,415.25 179.50 5.0% 34.25 1.0% 81% False False 188,630
40 3,594.75 3,343.00 251.75 7.1% 31.50 0.9% 87% False False 95,887
60 3,594.75 3,238.00 356.75 10.0% 31.00 0.9% 91% False False 63,969
80 3,594.75 3,110.00 484.75 13.6% 30.75 0.9% 93% False False 48,033
100 3,594.75 3,045.00 549.75 15.4% 25.25 0.7% 94% False False 38,427
120 3,594.75 3,012.75 582.00 16.3% 21.75 0.6% 94% False False 32,022
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 6.83
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,752.50
2.618 3,683.25
1.618 3,640.75
1.000 3,614.50
0.618 3,598.25
HIGH 3,572.00
0.618 3,555.75
0.500 3,550.75
0.382 3,545.75
LOW 3,529.50
0.618 3,503.25
1.000 3,487.00
1.618 3,460.75
2.618 3,418.25
4.250 3,349.00
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 3,558.00 3,558.75
PP 3,554.25 3,556.00
S1 3,550.75 3,553.25

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

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