E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 3,542.00 3,531.50 -10.50 -0.3% 3,524.25
High 3,554.25 3,567.00 12.75 0.4% 3,599.00
Low 3,500.00 3,516.00 16.00 0.5% 3,476.00
Close 3,533.75 3,530.75 -3.00 -0.1% 3,572.25
Range 54.25 51.00 -3.25 -6.0% 123.00
ATR 48.27 48.47 0.19 0.4% 0.00
Volume 68 195 127 186.8% 653
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 3,691.00 3,661.75 3,558.75
R3 3,640.00 3,610.75 3,544.75
R2 3,589.00 3,589.00 3,540.00
R1 3,559.75 3,559.75 3,535.50 3,549.00
PP 3,538.00 3,538.00 3,538.00 3,532.50
S1 3,508.75 3,508.75 3,526.00 3,498.00
S2 3,487.00 3,487.00 3,521.50
S3 3,436.00 3,457.75 3,516.75
S4 3,385.00 3,406.75 3,502.75
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 3,918.00 3,868.25 3,640.00
R3 3,795.00 3,745.25 3,606.00
R2 3,672.00 3,672.00 3,594.75
R1 3,622.25 3,622.25 3,583.50 3,647.00
PP 3,549.00 3,549.00 3,549.00 3,561.50
S1 3,499.25 3,499.25 3,561.00 3,524.00
S2 3,426.00 3,426.00 3,549.75
S3 3,303.00 3,376.25 3,538.50
S4 3,180.00 3,253.25 3,504.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,596.00 3,500.00 96.00 2.7% 45.25 1.3% 32% False False 79
10 3,599.00 3,476.00 123.00 3.5% 45.00 1.3% 45% False False 98
20 3,611.00 3,404.00 207.00 5.9% 49.25 1.4% 61% False False 65
40 3,707.75 3,404.00 303.75 8.6% 51.50 1.5% 42% False False 58
60 3,722.75 3,404.00 318.75 9.0% 39.50 1.1% 40% False False 40
80 3,722.75 3,404.00 318.75 9.0% 31.75 0.9% 40% False False 32
100 3,722.75 3,404.00 318.75 9.0% 26.25 0.7% 40% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,783.75
2.618 3,700.50
1.618 3,649.50
1.000 3,618.00
0.618 3,598.50
HIGH 3,567.00
0.618 3,547.50
0.500 3,541.50
0.382 3,535.50
LOW 3,516.00
0.618 3,484.50
1.000 3,465.00
1.618 3,433.50
2.618 3,382.50
4.250 3,299.25
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 3,541.50 3,546.00
PP 3,538.00 3,541.00
S1 3,534.25 3,535.75

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

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