E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 2,660.00 2,653.50 -6.50 -0.2% 2,632.00
High 2,662.75 2,658.75 -4.00 -0.2% 2,713.75
Low 2,646.50 2,622.00 -24.50 -0.9% 2,609.25
Close 2,648.75 2,628.50 -20.25 -0.8% 2,660.50
Range 16.25 36.75 20.50 126.2% 104.50
ATR 36.69 36.69 0.00 0.0% 0.00
Volume 40,306 82,841 42,535 105.5% 1,490,257
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,746.75 2,724.25 2,648.75
R3 2,710.00 2,687.50 2,638.50
R2 2,673.25 2,673.25 2,635.25
R1 2,650.75 2,650.75 2,631.75 2,643.50
PP 2,636.50 2,636.50 2,636.50 2,632.75
S1 2,614.00 2,614.00 2,625.25 2,607.00
S2 2,599.75 2,599.75 2,621.75
S3 2,563.00 2,577.25 2,618.50
S4 2,526.25 2,540.50 2,608.25
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,974.75 2,922.00 2,718.00
R3 2,870.25 2,817.50 2,689.25
R2 2,765.75 2,765.75 2,679.75
R1 2,713.00 2,713.00 2,670.00 2,739.50
PP 2,661.25 2,661.25 2,661.25 2,674.25
S1 2,608.50 2,608.50 2,651.00 2,635.00
S2 2,556.75 2,556.75 2,641.25
S3 2,452.25 2,504.00 2,631.75
S4 2,347.75 2,399.50 2,603.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,713.75 2,622.00 91.75 3.5% 32.50 1.2% 7% False True 177,378
10 2,713.75 2,609.25 104.50 4.0% 38.00 1.4% 18% False False 198,044
20 2,713.75 2,606.00 107.75 4.1% 37.50 1.4% 21% False False 99,855
40 2,713.75 2,502.00 211.75 8.1% 36.75 1.4% 60% False False 49,966
60 2,830.00 2,502.00 328.00 12.5% 33.50 1.3% 39% False False 33,326
80 2,848.00 2,502.00 346.00 13.2% 27.25 1.0% 37% False False 24,995
100 2,848.00 2,502.00 346.00 13.2% 22.00 0.8% 37% False False 19,996
120 2,848.00 2,502.00 346.00 13.2% 18.50 0.7% 37% False False 16,664
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 10.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,815.00
2.618 2,755.00
1.618 2,718.25
1.000 2,695.50
0.618 2,681.50
HIGH 2,658.75
0.618 2,644.75
0.500 2,640.50
0.382 2,636.00
LOW 2,622.00
0.618 2,599.25
1.000 2,585.25
1.618 2,562.50
2.618 2,525.75
4.250 2,465.75
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 2,640.50 2,658.50
PP 2,636.50 2,648.50
S1 2,632.50 2,638.50

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

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