E-mini NASDAQ-100 Future September 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 3,863.50 3,886.50 23.00 0.6% 3,831.50
High 3,890.75 3,889.50 -1.25 0.0% 3,918.00
Low 3,856.50 3,831.50 -25.00 -0.6% 3,827.75
Close 3,885.50 3,873.75 -11.75 -0.3% 3,915.75
Range 34.25 58.00 23.75 69.3% 90.25
ATR 34.10 35.81 1.71 5.0% 0.00
Volume 244,551 317,254 72,703 29.7% 621,994
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,039.00 4,014.25 3,905.75
R3 3,981.00 3,956.25 3,889.75
R2 3,923.00 3,923.00 3,884.50
R1 3,898.25 3,898.25 3,879.00 3,881.50
PP 3,865.00 3,865.00 3,865.00 3,856.50
S1 3,840.25 3,840.25 3,868.50 3,823.50
S2 3,807.00 3,807.00 3,863.00
S3 3,749.00 3,782.25 3,857.75
S4 3,691.00 3,724.25 3,841.75
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4,158.00 4,127.00 3,965.50
R3 4,067.75 4,036.75 3,940.50
R2 3,977.50 3,977.50 3,932.25
R1 3,946.50 3,946.50 3,924.00 3,962.00
PP 3,887.25 3,887.25 3,887.25 3,895.00
S1 3,856.25 3,856.25 3,907.50 3,871.75
S2 3,797.00 3,797.00 3,899.25
S3 3,706.75 3,766.00 3,891.00
S4 3,616.50 3,675.75 3,866.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,918.00 3,831.50 86.50 2.2% 41.75 1.1% 49% False True 238,005
10 3,918.00 3,789.00 129.00 3.3% 35.75 0.9% 66% False False 211,289
20 3,918.00 3,744.75 173.25 4.5% 34.75 0.9% 74% False False 217,132
40 3,918.00 3,532.75 385.25 9.9% 33.75 0.9% 89% False False 110,151
60 3,918.00 3,404.00 514.00 13.3% 37.25 1.0% 91% False False 73,458
80 3,918.00 3,404.00 514.00 13.3% 42.00 1.1% 91% False False 55,107
100 3,918.00 3,404.00 514.00 13.3% 38.25 1.0% 91% False False 44,087
120 3,918.00 3,404.00 514.00 13.3% 33.25 0.9% 91% False False 36,740
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 4.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,136.00
2.618 4,041.25
1.618 3,983.25
1.000 3,947.50
0.618 3,925.25
HIGH 3,889.50
0.618 3,867.25
0.500 3,860.50
0.382 3,853.75
LOW 3,831.50
0.618 3,795.75
1.000 3,773.50
1.618 3,737.75
2.618 3,679.75
4.250 3,585.00
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 3,869.25 3,872.25
PP 3,865.00 3,870.75
S1 3,860.50 3,869.00

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

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