E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 3,665.75 3,685.75 20.00 0.5% 3,660.00
High 3,701.50 3,697.25 -4.25 -0.1% 3,686.75
Low 3,655.00 3,668.50 13.50 0.4% 3,638.25
Close 3,688.00 3,688.50 0.50 0.0% 3,664.50
Range 46.50 28.75 -17.75 -38.2% 48.50
ATR 44.93 43.77 -1.16 -2.6% 0.00
Volume 206,372 236,400 30,028 14.6% 954,046
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,771.00 3,758.50 3,704.25
R3 3,742.25 3,729.75 3,696.50
R2 3,713.50 3,713.50 3,693.75
R1 3,701.00 3,701.00 3,691.25 3,707.25
PP 3,684.75 3,684.75 3,684.75 3,688.00
S1 3,672.25 3,672.25 3,685.75 3,678.50
S2 3,656.00 3,656.00 3,683.25
S3 3,627.25 3,643.50 3,680.50
S4 3,598.50 3,614.75 3,672.75
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% 34.75 0.9% 79% False False 235,329
10 3,701.50 3,578.50 123.00 3.3% 36.50 1.0% 89% False False 239,951
20 3,701.50 3,412.00 289.50 7.8% 48.50 1.3% 96% False False 284,835
40 3,701.50 3,412.00 289.50 7.8% 45.25 1.2% 96% False False 256,348
60 3,701.50 3,412.00 289.50 7.8% 41.00 1.1% 96% False False 205,211
80 3,701.50 3,308.25 393.25 10.7% 38.25 1.0% 97% False False 153,973
100 3,701.50 3,110.00 591.50 16.0% 37.50 1.0% 98% False False 123,209
120 3,701.50 3,110.00 591.50 16.0% 33.25 0.9% 98% False False 102,699
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,819.50
2.618 3,772.50
1.618 3,743.75
1.000 3,726.00
0.618 3,715.00
HIGH 3,697.25
0.618 3,686.25
0.500 3,683.00
0.382 3,679.50
LOW 3,668.50
0.618 3,650.75
1.000 3,639.75
1.618 3,622.00
2.618 3,593.25
4.250 3,546.25
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 3,686.50 3,685.00
PP 3,684.75 3,681.75
S1 3,683.00 3,678.25

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

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