E-mini NASDAQ-100 Future December 2014


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 4,164.50 4,152.75 -11.75 -0.3% 4,150.25
High 4,179.75 4,178.50 -1.25 0.0% 4,179.75
Low 4,136.00 4,144.00 8.00 0.2% 4,119.75
Close 4,150.75 4,170.25 19.50 0.5% 4,150.75
Range 43.75 34.50 -9.25 -21.1% 60.00
ATR 60.95 59.06 -1.89 -3.1% 0.00
Volume 229,702 164,939 -64,763 -28.2% 1,208,120
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,267.75 4,253.50 4,189.25
R3 4,233.25 4,219.00 4,179.75
R2 4,198.75 4,198.75 4,176.50
R1 4,184.50 4,184.50 4,173.50 4,191.50
PP 4,164.25 4,164.25 4,164.25 4,167.75
S1 4,150.00 4,150.00 4,167.00 4,157.00
S2 4,129.75 4,129.75 4,164.00
S3 4,095.25 4,115.50 4,160.75
S4 4,060.75 4,081.00 4,151.25
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4,330.00 4,300.50 4,183.75
R3 4,270.00 4,240.50 4,167.25
R2 4,210.00 4,210.00 4,161.75
R1 4,180.50 4,180.50 4,156.25 4,195.25
PP 4,150.00 4,150.00 4,150.00 4,157.50
S1 4,120.50 4,120.50 4,145.25 4,135.25
S2 4,090.00 4,090.00 4,139.75
S3 4,030.00 4,060.50 4,134.25
S4 3,970.00 4,000.50 4,117.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,179.75 4,119.75 60.00 1.4% 40.50 1.0% 84% False False 231,603
10 4,179.75 4,037.75 142.00 3.4% 47.00 1.1% 93% False False 265,289
20 4,179.75 3,684.00 495.75 11.9% 66.50 1.6% 98% False False 360,702
40 4,179.75 3,684.00 495.75 11.9% 66.00 1.6% 98% False False 374,103
60 4,179.75 3,684.00 495.75 11.9% 54.00 1.3% 98% False False 263,984
80 4,179.75 3,684.00 495.75 11.9% 51.00 1.2% 98% False False 198,139
100 4,179.75 3,684.00 495.75 11.9% 48.00 1.1% 98% False False 158,568
120 4,179.75 3,619.00 560.75 13.4% 42.75 1.0% 98% False False 132,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,325.00
2.618 4,268.75
1.618 4,234.25
1.000 4,213.00
0.618 4,199.75
HIGH 4,178.50
0.618 4,165.25
0.500 4,161.25
0.382 4,157.25
LOW 4,144.00
0.618 4,122.75
1.000 4,109.50
1.618 4,088.25
2.618 4,053.75
4.250 3,997.50
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 4,167.25 4,165.25
PP 4,164.25 4,160.00
S1 4,161.25 4,155.00

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

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