E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 3,597.25 3,584.50 -12.75 -0.4% 3,563.25
High 3,609.00 3,612.00 3.00 0.1% 3,610.25
Low 3,574.25 3,577.50 3.25 0.1% 3,492.50
Close 3,584.75 3,609.50 24.75 0.7% 3,584.75
Range 34.75 34.50 -0.25 -0.7% 117.75
ATR 37.13 36.94 -0.19 -0.5% 0.00
Volume 256,190 210,486 -45,704 -17.8% 1,278,910
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,703.25 3,690.75 3,628.50
R3 3,668.75 3,656.25 3,619.00
R2 3,634.25 3,634.25 3,615.75
R1 3,621.75 3,621.75 3,612.75 3,628.00
PP 3,599.75 3,599.75 3,599.75 3,602.75
S1 3,587.25 3,587.25 3,606.25 3,593.50
S2 3,565.25 3,565.25 3,603.25
S3 3,530.75 3,552.75 3,600.00
S4 3,496.25 3,518.25 3,590.50
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 3,915.75 3,868.00 3,649.50
R3 3,798.00 3,750.25 3,617.25
R2 3,680.25 3,680.25 3,606.25
R1 3,632.50 3,632.50 3,595.50 3,656.50
PP 3,562.50 3,562.50 3,562.50 3,574.50
S1 3,514.75 3,514.75 3,574.00 3,538.50
S2 3,444.75 3,444.75 3,563.25
S3 3,327.00 3,397.00 3,552.25
S4 3,209.25 3,279.25 3,520.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,612.00 3,503.25 108.75 3.0% 39.25 1.1% 98% True False 231,277
10 3,612.00 3,492.50 119.50 3.3% 42.00 1.2% 98% True False 236,742
20 3,612.00 3,492.50 119.50 3.3% 34.50 1.0% 98% True False 183,416
40 3,612.00 3,356.00 256.00 7.1% 33.75 0.9% 99% True False 133,079
60 3,612.00 3,308.25 303.75 8.4% 32.25 0.9% 99% True False 88,777
80 3,612.00 3,110.00 502.00 13.9% 33.00 0.9% 100% True False 66,643
100 3,612.00 3,055.00 557.00 15.4% 27.75 0.8% 100% True False 53,320
120 3,612.00 3,045.00 567.00 15.7% 23.75 0.7% 100% True False 44,434
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 7.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,758.50
2.618 3,702.25
1.618 3,667.75
1.000 3,646.50
0.618 3,633.25
HIGH 3,612.00
0.618 3,598.75
0.500 3,594.75
0.382 3,590.75
LOW 3,577.50
0.618 3,556.25
1.000 3,543.00
1.618 3,521.75
2.618 3,487.25
4.250 3,431.00
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 3,604.50 3,604.00
PP 3,599.75 3,598.50
S1 3,594.75 3,593.00

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

View Archives - Comment on this page... - Back to Index of Symbols