E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 3,533.50 3,549.25 15.75 0.4% 3,583.25
High 3,552.25 3,613.50 61.25 1.7% 3,603.75
Low 3,510.50 3,548.25 37.75 1.1% 3,497.50
Close 3,548.00 3,607.75 59.75 1.7% 3,548.00
Range 41.75 65.25 23.50 56.3% 106.25
ATR 56.25 56.91 0.66 1.2% 0.00
Volume 319,908 246,729 -73,179 -22.9% 1,652,104
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 3,785.50 3,762.00 3,643.75
R3 3,720.25 3,696.75 3,625.75
R2 3,655.00 3,655.00 3,619.75
R1 3,631.50 3,631.50 3,613.75 3,643.25
PP 3,589.75 3,589.75 3,589.75 3,595.75
S1 3,566.25 3,566.25 3,601.75 3,578.00
S2 3,524.50 3,524.50 3,595.75
S3 3,459.25 3,501.00 3,589.75
S4 3,394.00 3,435.75 3,571.75
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 3,868.50 3,814.50 3,606.50
R3 3,762.25 3,708.25 3,577.25
R2 3,656.00 3,656.00 3,567.50
R1 3,602.00 3,602.00 3,557.75 3,576.00
PP 3,549.75 3,549.75 3,549.75 3,536.75
S1 3,495.75 3,495.75 3,538.25 3,469.50
S2 3,443.50 3,443.50 3,528.50
S3 3,337.25 3,389.50 3,518.75
S4 3,231.00 3,283.25 3,489.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,613.50 3,497.50 116.00 3.2% 58.75 1.6% 95% True False 332,693
10 3,613.50 3,497.50 116.00 3.2% 49.50 1.4% 95% True False 298,704
20 3,618.25 3,404.75 213.50 5.9% 55.50 1.5% 95% False False 322,925
40 3,712.75 3,404.75 308.00 8.5% 61.00 1.7% 66% False False 349,874
60 3,733.25 3,404.75 328.50 9.1% 53.75 1.5% 62% False False 243,057
80 3,733.25 3,404.75 328.50 9.1% 52.00 1.4% 62% False False 182,400
100 3,733.25 3,404.75 328.50 9.1% 46.75 1.3% 62% False False 145,923
120 3,733.25 3,354.00 379.25 10.5% 39.75 1.1% 67% False False 121,603
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 13.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,890.75
2.618 3,784.25
1.618 3,719.00
1.000 3,678.75
0.618 3,653.75
HIGH 3,613.50
0.618 3,588.50
0.500 3,581.00
0.382 3,573.25
LOW 3,548.25
0.618 3,508.00
1.000 3,483.00
1.618 3,442.75
2.618 3,377.50
4.250 3,271.00
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 3,598.75 3,592.50
PP 3,589.75 3,577.25
S1 3,581.00 3,562.00

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

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