E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 2,739.50 2,742.00 2.50 0.1% 2,759.25
High 2,748.75 2,778.50 29.75 1.1% 2,778.50
Low 2,712.75 2,741.00 28.25 1.0% 2,709.00
Close 2,742.00 2,772.00 30.00 1.1% 2,772.00
Range 36.00 37.50 1.50 4.2% 69.50
ATR 34.41 34.63 0.22 0.6% 0.00
Volume 273,081 211,104 -61,977 -22.7% 1,220,929
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,876.25 2,861.75 2,792.50
R3 2,838.75 2,824.25 2,782.25
R2 2,801.25 2,801.25 2,779.00
R1 2,786.75 2,786.75 2,775.50 2,794.00
PP 2,763.75 2,763.75 2,763.75 2,767.50
S1 2,749.25 2,749.25 2,768.50 2,756.50
S2 2,726.25 2,726.25 2,765.00
S3 2,688.75 2,711.75 2,761.75
S4 2,651.25 2,674.25 2,751.50
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,961.75 2,936.25 2,810.25
R3 2,892.25 2,866.75 2,791.00
R2 2,822.75 2,822.75 2,784.75
R1 2,797.25 2,797.25 2,778.25 2,810.00
PP 2,753.25 2,753.25 2,753.25 2,759.50
S1 2,727.75 2,727.75 2,765.75 2,740.50
S2 2,683.75 2,683.75 2,759.25
S3 2,614.25 2,658.25 2,753.00
S4 2,544.75 2,588.75 2,733.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,778.50 2,709.00 69.50 2.5% 39.50 1.4% 91% True False 244,185
10 2,778.50 2,709.00 69.50 2.5% 33.00 1.2% 91% True False 233,677
20 2,778.50 2,705.25 73.25 2.6% 31.25 1.1% 91% True False 218,421
40 2,778.50 2,580.00 198.50 7.2% 34.75 1.2% 97% True False 210,078
60 2,778.50 2,502.00 276.50 10.0% 34.50 1.2% 98% True False 140,347
80 2,778.50 2,502.00 276.50 10.0% 35.25 1.3% 98% True False 105,276
100 2,848.00 2,502.00 346.00 12.5% 31.75 1.1% 78% False False 84,223
120 2,848.00 2,502.00 346.00 12.5% 26.75 1.0% 78% False False 70,186
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 4.90
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,938.00
2.618 2,876.75
1.618 2,839.25
1.000 2,816.00
0.618 2,801.75
HIGH 2,778.50
0.618 2,764.25
0.500 2,759.75
0.382 2,755.25
LOW 2,741.00
0.618 2,717.75
1.000 2,703.50
1.618 2,680.25
2.618 2,642.75
4.250 2,581.50
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 2,768.00 2,763.25
PP 2,763.75 2,754.50
S1 2,759.75 2,745.50

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

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