E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 2,735.50 2,734.25 -1.25 0.0% 2,744.00
High 2,741.75 2,758.00 16.25 0.6% 2,752.00
Low 2,722.50 2,720.75 -1.75 -0.1% 2,705.25
Close 2,733.75 2,751.00 17.25 0.6% 2,733.75
Range 19.25 37.25 18.00 93.5% 46.75
ATR 33.21 33.50 0.29 0.9% 0.00
Volume 171,009 195,839 24,830 14.5% 982,027
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,855.00 2,840.25 2,771.50
R3 2,817.75 2,803.00 2,761.25
R2 2,780.50 2,780.50 2,757.75
R1 2,765.75 2,765.75 2,754.50 2,773.00
PP 2,743.25 2,743.25 2,743.25 2,747.00
S1 2,728.50 2,728.50 2,747.50 2,736.00
S2 2,706.00 2,706.00 2,744.25
S3 2,668.75 2,691.25 2,740.75
S4 2,631.50 2,654.00 2,730.50
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,870.50 2,849.00 2,759.50
R3 2,823.75 2,802.25 2,746.50
R2 2,777.00 2,777.00 2,742.25
R1 2,755.50 2,755.50 2,738.00 2,743.00
PP 2,730.25 2,730.25 2,730.25 2,724.00
S1 2,708.75 2,708.75 2,729.50 2,696.00
S2 2,683.50 2,683.50 2,725.25
S3 2,636.75 2,662.00 2,721.00
S4 2,590.00 2,615.25 2,708.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,758.00 2,705.25 52.75 1.9% 29.25 1.1% 87% True False 194,073
10 2,758.00 2,698.50 59.50 2.2% 26.50 1.0% 88% True False 192,294
20 2,758.00 2,580.00 178.00 6.5% 34.25 1.2% 96% True False 186,871
40 2,758.00 2,580.00 178.00 6.5% 35.25 1.3% 96% True False 134,248
60 2,758.00 2,502.00 256.00 9.3% 35.50 1.3% 97% True False 89,520
80 2,830.00 2,502.00 328.00 11.9% 33.50 1.2% 76% False False 67,152
100 2,848.00 2,502.00 346.00 12.6% 27.50 1.0% 72% False False 53,722
120 2,848.00 2,502.00 346.00 12.6% 23.25 0.8% 72% False False 44,768
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 6.78
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,916.25
2.618 2,855.50
1.618 2,818.25
1.000 2,795.25
0.618 2,781.00
HIGH 2,758.00
0.618 2,743.75
0.500 2,739.50
0.382 2,735.00
LOW 2,720.75
0.618 2,697.75
1.000 2,683.50
1.618 2,660.50
2.618 2,623.25
4.250 2,562.50
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 2,747.00 2,746.50
PP 2,743.25 2,741.75
S1 2,739.50 2,737.25

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

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