E-mini NASDAQ-100 Future June 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 3,800.00 3,792.50 -7.50 -0.2% 3,735.00
High 3,803.00 3,802.75 -0.25 0.0% 3,800.25
Low 3,783.00 3,784.75 1.75 0.0% 3,707.25
Close 3,793.75 3,800.50 6.75 0.2% 3,798.00
Range 20.00 18.00 -2.00 -10.0% 93.00
ATR 38.82 37.33 -1.49 -3.8% 0.00
Volume 148,831 154,780 5,949 4.0% 1,082,091
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 3,850.00 3,843.25 3,810.50
R3 3,832.00 3,825.25 3,805.50
R2 3,814.00 3,814.00 3,803.75
R1 3,807.25 3,807.25 3,802.25 3,810.50
PP 3,796.00 3,796.00 3,796.00 3,797.75
S1 3,789.25 3,789.25 3,798.75 3,792.50
S2 3,778.00 3,778.00 3,797.25
S3 3,760.00 3,771.25 3,795.50
S4 3,742.00 3,753.25 3,790.50
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4,047.50 4,015.75 3,849.25
R3 3,954.50 3,922.75 3,823.50
R2 3,861.50 3,861.50 3,815.00
R1 3,829.75 3,829.75 3,806.50 3,845.50
PP 3,768.50 3,768.50 3,768.50 3,776.50
S1 3,736.75 3,736.75 3,789.50 3,752.50
S2 3,675.50 3,675.50 3,781.00
S3 3,582.50 3,643.75 3,772.50
S4 3,489.50 3,550.75 3,746.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,803.00 3,714.00 89.00 2.3% 29.25 0.8% 97% False False 195,224
10 3,803.00 3,707.25 95.75 2.5% 27.50 0.7% 97% False False 200,321
20 3,803.00 3,540.25 262.75 6.9% 34.00 0.9% 99% False False 225,868
40 3,803.00 3,404.75 398.25 10.5% 44.75 1.2% 99% False False 274,396
60 3,803.00 3,404.75 398.25 10.5% 52.00 1.4% 99% False False 308,539
80 3,803.00 3,404.75 398.25 10.5% 49.00 1.3% 99% False False 238,759
100 3,803.00 3,404.75 398.25 10.5% 48.50 1.3% 99% False False 191,094
120 3,803.00 3,404.75 398.25 10.5% 44.75 1.2% 99% False False 159,247
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.08
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 3,879.25
2.618 3,849.75
1.618 3,831.75
1.000 3,820.75
0.618 3,813.75
HIGH 3,802.75
0.618 3,795.75
0.500 3,793.75
0.382 3,791.75
LOW 3,784.75
0.618 3,773.75
1.000 3,766.75
1.618 3,755.75
2.618 3,737.75
4.250 3,708.25
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 3,798.25 3,796.75
PP 3,796.00 3,793.00
S1 3,793.75 3,789.50

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

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