E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 3,678.00 3,671.00 -7.00 -0.2% 3,665.75
High 3,679.75 3,723.25 43.50 1.2% 3,722.50
Low 3,637.00 3,669.75 32.75 0.9% 3,655.00
Close 3,668.75 3,716.75 48.00 1.3% 3,695.25
Range 42.75 53.50 10.75 25.1% 67.50
ATR 45.59 46.23 0.64 1.4% 0.00
Volume 376,912 263,175 -113,737 -30.2% 1,303,898
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,863.75 3,843.75 3,746.25
R3 3,810.25 3,790.25 3,731.50
R2 3,756.75 3,756.75 3,726.50
R1 3,736.75 3,736.75 3,721.75 3,746.75
PP 3,703.25 3,703.25 3,703.25 3,708.25
S1 3,683.25 3,683.25 3,711.75 3,693.25
S2 3,649.75 3,649.75 3,707.00
S3 3,596.25 3,629.75 3,702.00
S4 3,542.75 3,576.25 3,687.25
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 3,893.50 3,861.75 3,732.50
R3 3,826.00 3,794.25 3,713.75
R2 3,758.50 3,758.50 3,707.50
R1 3,726.75 3,726.75 3,701.50 3,742.50
PP 3,691.00 3,691.00 3,691.00 3,698.75
S1 3,659.25 3,659.25 3,689.00 3,675.00
S2 3,623.50 3,623.50 3,683.00
S3 3,556.00 3,591.75 3,676.75
S4 3,488.50 3,524.25 3,658.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,723.25 3,637.00 86.25 2.3% 47.75 1.3% 92% True False 300,242
10 3,723.25 3,637.00 86.25 2.3% 41.25 1.1% 92% True False 267,786
20 3,723.25 3,412.00 311.25 8.4% 43.00 1.2% 98% True False 271,136
40 3,723.25 3,412.00 311.25 8.4% 47.75 1.3% 98% True False 277,662
60 3,723.25 3,412.00 311.25 8.4% 42.75 1.1% 98% True False 230,150
80 3,723.25 3,308.25 415.00 11.2% 39.75 1.1% 98% True False 172,727
100 3,723.25 3,110.00 613.25 16.5% 38.25 1.0% 99% True False 138,218
120 3,723.25 3,110.00 613.25 16.5% 35.00 0.9% 99% True False 115,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,950.50
2.618 3,863.25
1.618 3,809.75
1.000 3,776.75
0.618 3,756.25
HIGH 3,723.25
0.618 3,702.75
0.500 3,696.50
0.382 3,690.25
LOW 3,669.75
0.618 3,636.75
1.000 3,616.25
1.618 3,583.25
2.618 3,529.75
4.250 3,442.50
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 3,710.00 3,704.50
PP 3,703.25 3,692.25
S1 3,696.50 3,680.00

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

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