E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 3,685.75 3,691.25 5.50 0.1% 3,660.00
High 3,697.25 3,702.25 5.00 0.1% 3,686.75
Low 3,668.50 3,662.50 -6.00 -0.2% 3,638.25
Close 3,688.50 3,673.75 -14.75 -0.4% 3,664.50
Range 28.75 39.75 11.00 38.3% 48.50
ATR 43.77 43.49 -0.29 -0.7% 0.00
Volume 236,400 271,366 34,966 14.8% 954,046
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,798.75 3,776.00 3,695.50
R3 3,759.00 3,736.25 3,684.75
R2 3,719.25 3,719.25 3,681.00
R1 3,696.50 3,696.50 3,677.50 3,688.00
PP 3,679.50 3,679.50 3,679.50 3,675.25
S1 3,656.75 3,656.75 3,670.00 3,648.25
S2 3,639.75 3,639.75 3,666.50
S3 3,600.00 3,617.00 3,662.75
S4 3,560.25 3,577.25 3,652.00
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 3,702.25 3,638.25 64.00 1.7% 36.00 1.0% 55% True False 234,132
10 3,702.25 3,596.75 105.50 2.9% 35.75 1.0% 73% True False 242,102
20 3,702.25 3,412.00 290.25 7.9% 48.00 1.3% 90% True False 283,502
40 3,702.25 3,412.00 290.25 7.9% 45.75 1.2% 90% True False 260,762
60 3,702.25 3,412.00 290.25 7.9% 41.25 1.1% 90% True False 209,712
80 3,702.25 3,308.25 394.00 10.7% 38.25 1.0% 93% True False 157,364
100 3,702.25 3,110.00 592.25 16.1% 37.75 1.0% 95% True False 125,922
120 3,702.25 3,110.00 592.25 16.1% 33.50 0.9% 95% True False 104,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,871.25
2.618 3,806.25
1.618 3,766.50
1.000 3,742.00
0.618 3,726.75
HIGH 3,702.25
0.618 3,687.00
0.500 3,682.50
0.382 3,677.75
LOW 3,662.50
0.618 3,638.00
1.000 3,622.75
1.618 3,598.25
2.618 3,558.50
4.250 3,493.50
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 3,682.50 3,678.50
PP 3,679.50 3,677.00
S1 3,676.50 3,675.50

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

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