E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 2,645.25 2,632.00 -13.25 -0.5% 2,633.25
High 2,658.25 2,665.25 7.00 0.3% 2,691.00
Low 2,615.50 2,609.25 -6.25 -0.2% 2,615.50
Close 2,623.25 2,662.00 38.75 1.5% 2,623.25
Range 42.75 56.00 13.25 31.0% 75.50
ATR 36.64 38.02 1.38 3.8% 0.00
Volume 252,883 328,783 75,900 30.0% 375,623
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,813.50 2,793.75 2,692.75
R3 2,757.50 2,737.75 2,677.50
R2 2,701.50 2,701.50 2,672.25
R1 2,681.75 2,681.75 2,667.25 2,691.50
PP 2,645.50 2,645.50 2,645.50 2,650.50
S1 2,625.75 2,625.75 2,656.75 2,635.50
S2 2,589.50 2,589.50 2,651.75
S3 2,533.50 2,569.75 2,646.50
S4 2,477.50 2,513.75 2,631.25
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,869.75 2,822.00 2,664.75
R3 2,794.25 2,746.50 2,644.00
R2 2,718.75 2,718.75 2,637.00
R1 2,671.00 2,671.00 2,630.25 2,657.00
PP 2,643.25 2,643.25 2,643.25 2,636.25
S1 2,595.50 2,595.50 2,616.25 2,581.50
S2 2,567.75 2,567.75 2,609.50
S3 2,492.25 2,520.00 2,602.50
S4 2,416.75 2,444.50 2,581.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,691.00 2,609.25 81.75 3.1% 45.00 1.7% 65% False True 140,670
10 2,691.00 2,609.25 81.75 3.1% 42.00 1.6% 65% False True 71,132
20 2,691.00 2,536.00 155.00 5.8% 36.00 1.4% 81% False False 35,653
40 2,694.25 2,502.00 192.25 7.2% 35.75 1.3% 83% False False 17,858
60 2,833.25 2,502.00 331.25 12.4% 32.50 1.2% 48% False False 11,916
80 2,848.00 2,502.00 346.00 13.0% 24.75 0.9% 46% False False 8,938
100 2,848.00 2,502.00 346.00 13.0% 20.00 0.8% 46% False False 7,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.88
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,903.25
2.618 2,811.75
1.618 2,755.75
1.000 2,721.25
0.618 2,699.75
HIGH 2,665.25
0.618 2,643.75
0.500 2,637.25
0.382 2,630.75
LOW 2,609.25
0.618 2,574.75
1.000 2,553.25
1.618 2,518.75
2.618 2,462.75
4.250 2,371.25
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 2,653.75 2,657.00
PP 2,645.50 2,651.75
S1 2,637.25 2,646.50

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

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