E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 2,759.75 2,784.50 24.75 0.9% 2,771.25
High 2,786.00 2,786.50 0.50 0.0% 2,781.75
Low 2,758.25 2,725.00 -33.25 -1.2% 2,754.25
Close 2,780.75 2,737.50 -43.25 -1.6% 2,761.25
Range 27.75 61.50 33.75 121.6% 27.50
ATR 29.73 32.00 2.27 7.6% 0.00
Volume 163,031 230,436 67,405 41.3% 807,317
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,934.25 2,897.25 2,771.25
R3 2,872.75 2,835.75 2,754.50
R2 2,811.25 2,811.25 2,748.75
R1 2,774.25 2,774.25 2,743.25 2,762.00
PP 2,749.75 2,749.75 2,749.75 2,743.50
S1 2,712.75 2,712.75 2,731.75 2,700.50
S2 2,688.25 2,688.25 2,726.25
S3 2,626.75 2,651.25 2,720.50
S4 2,565.25 2,589.75 2,703.75
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,848.25 2,832.25 2,776.50
R3 2,820.75 2,804.75 2,768.75
R2 2,793.25 2,793.25 2,766.25
R1 2,777.25 2,777.25 2,763.75 2,771.50
PP 2,765.75 2,765.75 2,765.75 2,763.00
S1 2,749.75 2,749.75 2,758.75 2,744.00
S2 2,738.25 2,738.25 2,756.25
S3 2,710.75 2,722.25 2,753.75
S4 2,683.25 2,694.75 2,746.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,786.50 2,725.00 61.50 2.2% 30.00 1.1% 20% True True 176,530
10 2,786.50 2,712.75 73.75 2.7% 28.00 1.0% 34% True False 190,272
20 2,786.50 2,707.75 78.75 2.9% 30.75 1.1% 38% True False 212,547
40 2,786.50 2,580.00 206.50 7.5% 32.50 1.2% 76% True False 199,709
60 2,786.50 2,580.00 206.50 7.5% 33.75 1.2% 76% True False 160,347
80 2,786.50 2,502.00 284.50 10.4% 34.25 1.3% 83% True False 120,277
100 2,830.00 2,502.00 328.00 12.0% 33.00 1.2% 72% False False 96,231
120 2,848.00 2,502.00 346.00 12.6% 28.00 1.0% 68% False False 80,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 3,048.00
2.618 2,947.50
1.618 2,886.00
1.000 2,848.00
0.618 2,824.50
HIGH 2,786.50
0.618 2,763.00
0.500 2,755.75
0.382 2,748.50
LOW 2,725.00
0.618 2,687.00
1.000 2,663.50
1.618 2,625.50
2.618 2,564.00
4.250 2,463.50
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 2,755.75 2,755.75
PP 2,749.75 2,749.75
S1 2,743.50 2,743.50

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

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