E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 2,734.00 2,733.00 -1.00 0.0% 2,729.50
High 2,746.25 2,764.00 17.75 0.6% 2,764.00
Low 2,723.75 2,730.50 6.75 0.2% 2,716.25
Close 2,725.00 2,756.50 31.50 1.2% 2,756.50
Range 22.50 33.50 11.00 48.9% 47.75
ATR 32.19 32.68 0.49 1.5% 0.00
Volume 216,929 222,751 5,822 2.7% 1,115,849
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,850.75 2,837.25 2,775.00
R3 2,817.25 2,803.75 2,765.75
R2 2,783.75 2,783.75 2,762.75
R1 2,770.25 2,770.25 2,759.50 2,777.00
PP 2,750.25 2,750.25 2,750.25 2,753.75
S1 2,736.75 2,736.75 2,753.50 2,743.50
S2 2,716.75 2,716.75 2,750.25
S3 2,683.25 2,703.25 2,747.25
S4 2,649.75 2,669.75 2,738.00
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,888.75 2,870.50 2,782.75
R3 2,841.00 2,822.75 2,769.75
R2 2,793.25 2,793.25 2,765.25
R1 2,775.00 2,775.00 2,761.00 2,784.00
PP 2,745.50 2,745.50 2,745.50 2,750.25
S1 2,727.25 2,727.25 2,752.00 2,736.50
S2 2,697.75 2,697.75 2,747.75
S3 2,650.00 2,679.50 2,743.25
S4 2,602.25 2,631.75 2,730.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,764.00 2,716.25 47.75 1.7% 26.75 1.0% 84% True False 223,169
10 2,768.75 2,707.75 61.00 2.2% 29.25 1.1% 80% False False 219,607
20 2,768.75 2,698.50 70.25 2.5% 27.25 1.0% 83% False False 206,992
40 2,768.75 2,580.00 188.75 6.8% 35.25 1.3% 94% False False 179,920
60 2,768.75 2,502.00 266.75 9.7% 35.00 1.3% 95% False False 120,004
80 2,773.25 2,502.00 271.25 9.8% 34.00 1.2% 94% False False 90,015
100 2,848.00 2,502.00 346.00 12.6% 29.75 1.1% 74% False False 72,014
120 2,848.00 2,502.00 346.00 12.6% 25.00 0.9% 74% False False 60,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,906.50
2.618 2,851.75
1.618 2,818.25
1.000 2,797.50
0.618 2,784.75
HIGH 2,764.00
0.618 2,751.25
0.500 2,747.25
0.382 2,743.25
LOW 2,730.50
0.618 2,709.75
1.000 2,697.00
1.618 2,676.25
2.618 2,642.75
4.250 2,588.00
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 2,753.50 2,752.25
PP 2,750.25 2,748.00
S1 2,747.25 2,744.00

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

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