E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 2,972.25 2,981.25 9.00 0.3% 2,936.75
High 2,987.50 3,005.00 17.50 0.6% 2,978.75
Low 2,960.50 2,971.25 10.75 0.4% 2,936.50
Close 2,981.00 2,995.25 14.25 0.5% 2,975.50
Range 27.00 33.75 6.75 25.0% 42.25
ATR 33.86 33.85 -0.01 0.0% 0.00
Volume 162,112 192,387 30,275 18.7% 810,345
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 3,091.75 3,077.25 3,013.75
R3 3,058.00 3,043.50 3,004.50
R2 3,024.25 3,024.25 3,001.50
R1 3,009.75 3,009.75 2,998.25 3,017.00
PP 2,990.50 2,990.50 2,990.50 2,994.00
S1 2,976.00 2,976.00 2,992.25 2,983.25
S2 2,956.75 2,956.75 2,989.00
S3 2,923.00 2,942.25 2,986.00
S4 2,889.25 2,908.50 2,976.75
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 3,090.25 3,075.25 2,998.75
R3 3,048.00 3,033.00 2,987.00
R2 3,005.75 3,005.75 2,983.25
R1 2,990.75 2,990.75 2,979.25 2,998.25
PP 2,963.50 2,963.50 2,963.50 2,967.50
S1 2,948.50 2,948.50 2,971.75 2,956.00
S2 2,921.25 2,921.25 2,967.75
S3 2,879.00 2,906.25 2,964.00
S4 2,836.75 2,864.00 2,952.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,005.00 2,941.75 63.25 2.1% 26.50 0.9% 85% True False 170,687
10 3,005.00 2,862.25 142.75 4.8% 28.50 1.0% 93% True False 171,137
20 3,005.00 2,724.00 281.00 9.4% 36.25 1.2% 97% True False 209,662
40 3,005.00 2,724.00 281.00 9.4% 36.75 1.2% 97% True False 214,549
60 3,005.00 2,683.50 321.50 10.7% 35.25 1.2% 97% True False 169,847
80 3,005.00 2,683.50 321.50 10.7% 32.00 1.1% 97% True False 127,421
100 3,005.00 2,569.50 435.50 14.5% 30.00 1.0% 98% True False 101,944
120 3,005.00 2,569.50 435.50 14.5% 25.25 0.8% 98% True False 84,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,148.50
2.618 3,093.25
1.618 3,059.50
1.000 3,038.75
0.618 3,025.75
HIGH 3,005.00
0.618 2,992.00
0.500 2,988.00
0.382 2,984.25
LOW 2,971.25
0.618 2,950.50
1.000 2,937.50
1.618 2,916.75
2.618 2,883.00
4.250 2,827.75
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 2,993.00 2,990.75
PP 2,990.50 2,986.25
S1 2,988.00 2,982.00

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

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