E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 3,682.75 3,664.75 -18.00 -0.5% 3,687.50
High 3,692.50 3,688.25 -4.25 -0.1% 3,707.75
Low 3,646.00 3,664.75 18.75 0.5% 3,614.00
Close 3,667.50 3,684.75 17.25 0.5% 3,614.00
Range 46.50 23.50 -23.00 -49.5% 93.75
ATR 33.66 32.93 -0.73 -2.2% 0.00
Volume 16 25 9 56.3% 47
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,749.75 3,740.75 3,697.75
R3 3,726.25 3,717.25 3,691.25
R2 3,702.75 3,702.75 3,689.00
R1 3,693.75 3,693.75 3,687.00 3,698.25
PP 3,679.25 3,679.25 3,679.25 3,681.50
S1 3,670.25 3,670.25 3,682.50 3,674.75
S2 3,655.75 3,655.75 3,680.50
S3 3,632.25 3,646.75 3,678.25
S4 3,608.75 3,623.25 3,671.75
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 3,926.50 3,864.00 3,665.50
R3 3,832.75 3,770.25 3,639.75
R2 3,739.00 3,739.00 3,631.25
R1 3,676.50 3,676.50 3,622.50 3,661.00
PP 3,645.25 3,645.25 3,645.25 3,637.50
S1 3,582.75 3,582.75 3,605.50 3,567.00
S2 3,551.50 3,551.50 3,596.75
S3 3,457.75 3,489.00 3,588.25
S4 3,364.00 3,395.25 3,562.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,692.50 3,609.25 83.25 2.3% 39.25 1.1% 91% False False 23
10 3,722.75 3,609.25 113.50 3.1% 39.75 1.1% 67% False False 15
20 3,722.75 3,609.25 113.50 3.1% 26.75 0.7% 67% False False 9
40 3,722.75 3,416.25 306.50 8.3% 18.25 0.5% 88% False False 7
60 3,722.75 3,416.25 306.50 8.3% 13.00 0.4% 88% False False 6
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,788.00
2.618 3,749.75
1.618 3,726.25
1.000 3,711.75
0.618 3,702.75
HIGH 3,688.25
0.618 3,679.25
0.500 3,676.50
0.382 3,673.75
LOW 3,664.75
0.618 3,650.25
1.000 3,641.25
1.618 3,626.75
2.618 3,603.25
4.250 3,565.00
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 3,682.00 3,679.25
PP 3,679.25 3,673.75
S1 3,676.50 3,668.50

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

View Archives - Comment on this page... - Back to Index of Symbols