E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 2,734.75 2,745.50 10.75 0.4% 2,734.25
High 2,747.00 2,751.75 4.75 0.2% 2,768.75
Low 2,716.25 2,726.25 10.00 0.4% 2,707.75
Close 2,742.75 2,735.75 -7.00 -0.3% 2,728.00
Range 30.75 25.50 -5.25 -17.1% 61.00
ATR 33.51 32.94 -0.57 -1.7% 0.00
Volume 221,674 252,062 30,388 13.7% 909,217
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,814.50 2,800.50 2,749.75
R3 2,789.00 2,775.00 2,742.75
R2 2,763.50 2,763.50 2,740.50
R1 2,749.50 2,749.50 2,738.00 2,743.75
PP 2,738.00 2,738.00 2,738.00 2,735.00
S1 2,724.00 2,724.00 2,733.50 2,718.25
S2 2,712.50 2,712.50 2,731.00
S3 2,687.00 2,698.50 2,728.75
S4 2,661.50 2,673.00 2,721.75
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,917.75 2,884.00 2,761.50
R3 2,856.75 2,823.00 2,744.75
R2 2,795.75 2,795.75 2,739.25
R1 2,762.00 2,762.00 2,733.50 2,748.50
PP 2,734.75 2,734.75 2,734.75 2,728.00
S1 2,701.00 2,701.00 2,722.50 2,687.50
S2 2,673.75 2,673.75 2,716.75
S3 2,612.75 2,640.00 2,711.25
S4 2,551.75 2,579.00 2,694.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,751.75 2,707.75 44.00 1.6% 28.00 1.0% 64% True False 240,042
10 2,768.75 2,707.75 61.00 2.2% 30.00 1.1% 46% False False 214,927
20 2,768.75 2,686.25 82.50 3.0% 28.75 1.0% 60% False False 210,137
40 2,768.75 2,580.00 188.75 6.9% 35.00 1.3% 83% False False 168,955
60 2,768.75 2,502.00 266.75 9.8% 35.50 1.3% 88% False False 112,678
80 2,830.00 2,502.00 328.00 12.0% 34.00 1.2% 71% False False 84,520
100 2,848.00 2,502.00 346.00 12.6% 29.25 1.1% 68% False False 67,617
120 2,848.00 2,502.00 346.00 12.6% 24.50 0.9% 68% False False 56,348
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 8.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,860.00
2.618 2,818.50
1.618 2,793.00
1.000 2,777.25
0.618 2,767.50
HIGH 2,751.75
0.618 2,742.00
0.500 2,739.00
0.382 2,736.00
LOW 2,726.25
0.618 2,710.50
1.000 2,700.75
1.618 2,685.00
2.618 2,659.50
4.250 2,618.00
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 2,739.00 2,735.25
PP 2,738.00 2,734.50
S1 2,736.75 2,734.00

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

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