E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 2,625.00 2,590.25 -34.75 -1.3% 2,660.00
High 2,630.50 2,665.00 34.50 1.3% 2,662.75
Low 2,582.50 2,580.00 -2.50 -0.1% 2,582.50
Close 2,586.00 2,655.25 69.25 2.7% 2,586.00
Range 48.00 85.00 37.00 77.1% 80.25
ATR 38.00 41.36 3.36 8.8% 0.00
Volume 149,073 198,763 49,690 33.3% 483,746
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,888.50 2,856.75 2,702.00
R3 2,803.50 2,771.75 2,678.50
R2 2,718.50 2,718.50 2,670.75
R1 2,686.75 2,686.75 2,663.00 2,702.50
PP 2,633.50 2,633.50 2,633.50 2,641.25
S1 2,601.75 2,601.75 2,647.50 2,617.50
S2 2,548.50 2,548.50 2,639.75
S3 2,463.50 2,516.75 2,632.00
S4 2,378.50 2,431.75 2,608.50
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,851.25 2,798.75 2,630.25
R3 2,771.00 2,718.50 2,608.00
R2 2,690.75 2,690.75 2,600.75
R1 2,638.25 2,638.25 2,593.25 2,624.50
PP 2,610.50 2,610.50 2,610.50 2,603.50
S1 2,558.00 2,558.00 2,578.75 2,544.00
S2 2,530.25 2,530.25 2,571.25
S3 2,450.00 2,477.75 2,564.00
S4 2,369.75 2,397.50 2,541.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,665.00 2,580.00 85.00 3.2% 46.00 1.7% 89% True True 136,501
10 2,713.75 2,580.00 133.75 5.0% 44.00 1.7% 56% False True 217,276
20 2,713.75 2,580.00 133.75 5.0% 41.50 1.6% 56% False True 127,774
40 2,713.75 2,502.00 211.75 8.0% 39.00 1.5% 72% False False 63,949
60 2,830.00 2,502.00 328.00 12.4% 36.00 1.4% 47% False False 42,648
80 2,848.00 2,502.00 346.00 13.0% 29.50 1.1% 44% False False 31,987
100 2,848.00 2,502.00 346.00 13.0% 23.75 0.9% 44% False False 25,590
120 2,848.00 2,502.00 346.00 13.0% 20.00 0.8% 44% False False 21,325
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 7.90
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 3,026.25
2.618 2,887.50
1.618 2,802.50
1.000 2,750.00
0.618 2,717.50
HIGH 2,665.00
0.618 2,632.50
0.500 2,622.50
0.382 2,612.50
LOW 2,580.00
0.618 2,527.50
1.000 2,495.00
1.618 2,442.50
2.618 2,357.50
4.250 2,218.75
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 2,644.25 2,644.25
PP 2,633.50 2,633.50
S1 2,622.50 2,622.50

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

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