E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 2,771.25 2,770.75 -0.50 0.0% 2,759.25
High 2,780.75 2,774.50 -6.25 -0.2% 2,778.50
Low 2,763.50 2,758.75 -4.75 -0.2% 2,709.00
Close 2,770.50 2,760.75 -9.75 -0.4% 2,772.00
Range 17.25 15.75 -1.50 -8.7% 69.50
ATR 33.39 32.13 -1.26 -3.8% 0.00
Volume 146,485 171,647 25,162 17.2% 1,220,929
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,812.00 2,802.00 2,769.50
R3 2,796.25 2,786.25 2,765.00
R2 2,780.50 2,780.50 2,763.75
R1 2,770.50 2,770.50 2,762.25 2,767.50
PP 2,764.75 2,764.75 2,764.75 2,763.25
S1 2,754.75 2,754.75 2,759.25 2,752.00
S2 2,749.00 2,749.00 2,757.75
S3 2,733.25 2,739.00 2,756.50
S4 2,717.50 2,723.25 2,752.00
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 2,780.75 2,712.75 68.00 2.5% 26.00 0.9% 71% False False 204,014
10 2,780.75 2,709.00 71.75 2.6% 31.25 1.1% 72% False False 223,080
20 2,780.75 2,705.25 75.50 2.7% 30.75 1.1% 74% False False 216,932
40 2,780.75 2,580.00 200.75 7.3% 33.50 1.2% 90% False False 215,178
60 2,780.75 2,502.00 278.75 10.1% 33.75 1.2% 93% False False 145,649
80 2,780.75 2,502.00 278.75 10.1% 34.75 1.3% 93% False False 109,248
100 2,847.75 2,502.00 345.75 12.5% 32.00 1.2% 75% False False 87,404
120 2,848.00 2,502.00 346.00 12.5% 27.00 1.0% 75% False False 72,837
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.50
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,841.50
2.618 2,815.75
1.618 2,800.00
1.000 2,790.25
0.618 2,784.25
HIGH 2,774.50
0.618 2,768.50
0.500 2,766.50
0.382 2,764.75
LOW 2,758.75
0.618 2,749.00
1.000 2,743.00
1.618 2,733.25
2.618 2,717.50
4.250 2,691.75
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 2,766.50 2,761.00
PP 2,764.75 2,760.75
S1 2,762.75 2,760.75

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

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