E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 3,671.50 3,665.75 -5.75 -0.2% 3,660.00
High 3,686.75 3,701.50 14.75 0.4% 3,686.75
Low 3,660.75 3,655.00 -5.75 -0.2% 3,638.25
Close 3,664.50 3,688.00 23.50 0.6% 3,664.50
Range 26.00 46.50 20.50 78.8% 48.50
ATR 44.81 44.93 0.12 0.3% 0.00
Volume 186,798 206,372 19,574 10.5% 954,046
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,821.00 3,801.00 3,713.50
R3 3,774.50 3,754.50 3,700.75
R2 3,728.00 3,728.00 3,696.50
R1 3,708.00 3,708.00 3,692.25 3,718.00
PP 3,681.50 3,681.50 3,681.50 3,686.50
S1 3,661.50 3,661.50 3,683.75 3,671.50
S2 3,635.00 3,635.00 3,679.50
S3 3,588.50 3,615.00 3,675.25
S4 3,542.00 3,568.50 3,662.50
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,808.75 3,785.00 3,691.25
R3 3,760.25 3,736.50 3,677.75
R2 3,711.75 3,711.75 3,673.50
R1 3,688.00 3,688.00 3,669.00 3,700.00
PP 3,663.25 3,663.25 3,663.25 3,669.00
S1 3,639.50 3,639.50 3,660.00 3,651.50
S2 3,614.75 3,614.75 3,655.50
S3 3,566.25 3,591.00 3,651.25
S4 3,517.75 3,542.50 3,637.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,701.50 3,638.25 63.25 1.7% 35.25 1.0% 79% True False 232,083
10 3,701.50 3,550.50 151.00 4.1% 36.75 1.0% 91% True False 236,818
20 3,701.50 3,412.00 289.50 7.8% 50.75 1.4% 95% True False 295,228
40 3,701.50 3,412.00 289.50 7.8% 45.00 1.2% 95% True False 251,788
60 3,701.50 3,412.00 289.50 7.8% 41.00 1.1% 95% True False 201,272
80 3,701.50 3,308.25 393.25 10.7% 38.00 1.0% 97% True False 151,024
100 3,701.50 3,110.00 591.50 16.0% 37.50 1.0% 98% True False 120,853
120 3,701.50 3,073.25 628.25 17.0% 33.00 0.9% 98% True False 100,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.85
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,899.00
2.618 3,823.25
1.618 3,776.75
1.000 3,748.00
0.618 3,730.25
HIGH 3,701.50
0.618 3,683.75
0.500 3,678.25
0.382 3,672.75
LOW 3,655.00
0.618 3,626.25
1.000 3,608.50
1.618 3,579.75
2.618 3,533.25
4.250 3,457.50
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 3,684.75 3,682.00
PP 3,681.50 3,676.00
S1 3,678.25 3,670.00

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

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