E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 2,770.75 2,765.25 -5.50 -0.2% 2,759.25
High 2,774.50 2,781.75 7.25 0.3% 2,778.50
Low 2,758.75 2,762.75 4.00 0.1% 2,709.00
Close 2,760.75 2,770.25 9.50 0.3% 2,772.00
Range 15.75 19.00 3.25 20.6% 69.50
ATR 32.13 31.34 -0.80 -2.5% 0.00
Volume 171,647 164,467 -7,180 -4.2% 1,220,929
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,828.50 2,818.50 2,780.75
R3 2,809.50 2,799.50 2,775.50
R2 2,790.50 2,790.50 2,773.75
R1 2,780.50 2,780.50 2,772.00 2,785.50
PP 2,771.50 2,771.50 2,771.50 2,774.00
S1 2,761.50 2,761.50 2,768.50 2,766.50
S2 2,752.50 2,752.50 2,766.75
S3 2,733.50 2,742.50 2,765.00
S4 2,714.50 2,723.50 2,759.75
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 2,781.75 2,712.75 69.00 2.5% 25.00 0.9% 83% True False 193,356
10 2,781.75 2,709.00 72.75 2.6% 30.50 1.1% 84% True False 214,320
20 2,781.75 2,707.75 74.00 2.7% 30.25 1.1% 84% True False 214,624
40 2,781.75 2,580.00 201.75 7.3% 33.00 1.2% 94% True False 212,967
60 2,781.75 2,502.00 279.75 10.1% 33.50 1.2% 96% True False 148,386
80 2,781.75 2,502.00 279.75 10.1% 34.50 1.2% 96% True False 111,303
100 2,847.00 2,502.00 345.00 12.5% 32.25 1.2% 78% False False 89,049
120 2,848.00 2,502.00 346.00 12.5% 27.00 1.0% 78% False False 74,208
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,862.50
2.618 2,831.50
1.618 2,812.50
1.000 2,800.75
0.618 2,793.50
HIGH 2,781.75
0.618 2,774.50
0.500 2,772.25
0.382 2,770.00
LOW 2,762.75
0.618 2,751.00
1.000 2,743.75
1.618 2,732.00
2.618 2,713.00
4.250 2,682.00
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 2,772.25 2,770.25
PP 2,771.50 2,770.25
S1 2,771.00 2,770.25

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

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