E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 3,732.75 3,743.50 10.75 0.3% 3,679.00
High 3,749.25 3,782.00 32.75 0.9% 3,740.50
Low 3,714.00 3,734.00 20.00 0.5% 3,677.50
Close 3,743.25 3,776.25 33.00 0.9% 3,735.50
Range 35.25 48.00 12.75 36.2% 63.00
ATR 40.98 41.48 0.50 1.2% 0.00
Volume 188,803 283,290 94,487 50.0% 821,078
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,908.00 3,890.25 3,802.75
R3 3,860.00 3,842.25 3,789.50
R2 3,812.00 3,812.00 3,785.00
R1 3,794.25 3,794.25 3,780.75 3,803.00
PP 3,764.00 3,764.00 3,764.00 3,768.50
S1 3,746.25 3,746.25 3,771.75 3,755.00
S2 3,716.00 3,716.00 3,767.50
S3 3,668.00 3,698.25 3,763.00
S4 3,620.00 3,650.25 3,749.75
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 3,906.75 3,884.25 3,770.25
R3 3,843.75 3,821.25 3,752.75
R2 3,780.75 3,780.75 3,747.00
R1 3,758.25 3,758.25 3,741.25 3,769.50
PP 3,717.75 3,717.75 3,717.75 3,723.50
S1 3,695.25 3,695.25 3,729.75 3,706.50
S2 3,654.75 3,654.75 3,724.00
S3 3,591.75 3,632.25 3,718.25
S4 3,528.75 3,569.25 3,700.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,782.00 3,707.25 74.75 2.0% 33.00 0.9% 92% True False 219,210
10 3,782.00 3,631.25 150.75 4.0% 31.75 0.8% 96% True False 208,752
20 3,782.00 3,510.50 271.50 7.2% 39.25 1.0% 98% True False 248,429
40 3,782.00 3,404.75 377.25 10.0% 49.50 1.3% 98% True False 296,659
60 3,782.00 3,404.75 377.25 10.0% 53.75 1.4% 98% True False 309,424
80 3,782.00 3,404.75 377.25 10.0% 49.50 1.3% 98% True False 232,481
100 3,782.00 3,404.75 377.25 10.0% 49.50 1.3% 98% True False 186,054
120 3,782.00 3,404.75 377.25 10.0% 44.50 1.2% 98% True False 155,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.30
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3,986.00
2.618 3,907.75
1.618 3,859.75
1.000 3,830.00
0.618 3,811.75
HIGH 3,782.00
0.618 3,763.75
0.500 3,758.00
0.382 3,752.25
LOW 3,734.00
0.618 3,704.25
1.000 3,686.00
1.618 3,656.25
2.618 3,608.25
4.250 3,530.00
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 3,770.25 3,766.75
PP 3,764.00 3,757.50
S1 3,758.00 3,748.00

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

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