E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 3,612.00 3,623.25 11.25 0.3% 3,514.00
High 3,633.50 3,656.00 22.50 0.6% 3,561.75
Low 3,610.25 3,596.75 -13.50 -0.4% 3,412.00
Close 3,624.50 3,651.00 26.50 0.7% 3,558.00
Range 23.25 59.25 36.00 154.8% 149.75
ATR 49.91 50.58 0.67 1.3% 0.00
Volume 252,230 287,786 35,556 14.1% 1,755,202
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,812.25 3,791.00 3,683.50
R3 3,753.00 3,731.75 3,667.25
R2 3,693.75 3,693.75 3,661.75
R1 3,672.50 3,672.50 3,656.50 3,683.00
PP 3,634.50 3,634.50 3,634.50 3,640.00
S1 3,613.25 3,613.25 3,645.50 3,624.00
S2 3,575.25 3,575.25 3,640.25
S3 3,516.00 3,554.00 3,634.75
S4 3,456.75 3,494.75 3,618.50
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,959.75 3,908.75 3,640.25
R3 3,810.00 3,759.00 3,599.25
R2 3,660.25 3,660.25 3,585.50
R1 3,609.25 3,609.25 3,571.75 3,634.75
PP 3,510.50 3,510.50 3,510.50 3,523.50
S1 3,459.50 3,459.50 3,544.25 3,485.00
S2 3,360.75 3,360.75 3,530.50
S3 3,211.00 3,309.75 3,516.75
S4 3,061.25 3,160.00 3,475.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,656.00 3,479.50 176.50 4.8% 48.75 1.3% 97% True False 272,558
10 3,656.00 3,412.00 244.00 6.7% 54.75 1.5% 98% True False 307,699
20 3,656.00 3,412.00 244.00 6.7% 53.25 1.5% 98% True False 300,547
40 3,656.00 3,412.00 244.00 6.7% 45.50 1.2% 98% True False 248,563
60 3,656.00 3,354.00 302.00 8.3% 40.50 1.1% 98% True False 178,449
80 3,656.00 3,308.25 347.75 9.5% 37.50 1.0% 99% True False 133,868
100 3,656.00 3,110.00 546.00 15.0% 37.00 1.0% 99% True False 107,142
120 3,656.00 3,045.00 611.00 16.7% 31.50 0.9% 99% True False 89,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,907.75
2.618 3,811.00
1.618 3,751.75
1.000 3,715.25
0.618 3,692.50
HIGH 3,656.00
0.618 3,633.25
0.500 3,626.50
0.382 3,619.50
LOW 3,596.75
0.618 3,560.25
1.000 3,537.50
1.618 3,501.00
2.618 3,441.75
4.250 3,345.00
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 3,642.75 3,639.75
PP 3,634.50 3,628.50
S1 3,626.50 3,617.25

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

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