E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 3,075.25 3,049.00 -26.25 -0.9% 3,062.75
High 3,087.00 3,049.00 -38.00 -1.2% 3,087.00
Low 3,046.00 3,030.50 -15.50 -0.5% 3,030.50
Close 3,047.50 3,040.75 -6.75 -0.2% 3,040.75
Range 41.00 18.50 -22.50 -54.9% 56.50
ATR 37.04 35.72 -1.32 -3.6% 0.00
Volume 179,562 203,203 23,641 13.2% 828,655
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,095.50 3,086.75 3,051.00
R3 3,077.00 3,068.25 3,045.75
R2 3,058.50 3,058.50 3,044.25
R1 3,049.75 3,049.75 3,042.50 3,045.00
PP 3,040.00 3,040.00 3,040.00 3,037.75
S1 3,031.25 3,031.25 3,039.00 3,026.50
S2 3,021.50 3,021.50 3,037.25
S3 3,003.00 3,012.75 3,035.75
S4 2,984.50 2,994.25 3,030.50
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,222.25 3,188.00 3,071.75
R3 3,165.75 3,131.50 3,056.25
R2 3,109.25 3,109.25 3,051.00
R1 3,075.00 3,075.00 3,046.00 3,064.00
PP 3,052.75 3,052.75 3,052.75 3,047.25
S1 3,018.50 3,018.50 3,035.50 3,007.50
S2 2,996.25 2,996.25 3,030.50
S3 2,939.75 2,962.00 3,025.25
S4 2,883.25 2,905.50 3,009.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,087.00 3,030.50 56.50 1.9% 22.25 0.7% 18% False True 165,731
10 3,087.00 2,948.75 138.25 4.5% 28.00 0.9% 67% False False 173,962
20 3,087.00 2,817.75 269.25 8.9% 36.50 1.2% 83% False False 207,450
40 3,087.00 2,817.75 269.25 8.9% 40.25 1.3% 83% False False 145,997
60 3,087.00 2,809.75 277.25 9.1% 34.75 1.1% 83% False False 97,399
80 3,087.00 2,733.00 354.00 11.6% 33.25 1.1% 87% False False 73,059
100 3,087.00 2,707.00 380.00 12.5% 29.50 1.0% 88% False False 58,448
120 3,087.00 2,690.50 396.50 13.0% 25.75 0.8% 88% False False 48,707
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 5.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,127.50
2.618 3,097.50
1.618 3,079.00
1.000 3,067.50
0.618 3,060.50
HIGH 3,049.00
0.618 3,042.00
0.500 3,039.75
0.382 3,037.50
LOW 3,030.50
0.618 3,019.00
1.000 3,012.00
1.618 3,000.50
2.618 2,982.00
4.250 2,952.00
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 3,040.50 3,058.75
PP 3,040.00 3,052.75
S1 3,039.75 3,046.75

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

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