E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 2,741.00 2,738.00 -3.00 -0.1% 2,736.75
High 2,761.50 2,751.50 -10.00 -0.4% 2,764.50
Low 2,732.50 2,711.75 -20.75 -0.8% 2,689.00
Close 2,738.00 2,748.75 10.75 0.4% 2,748.75
Range 29.00 39.75 10.75 37.1% 75.50
ATR 35.54 35.84 0.30 0.8% 0.00
Volume 248,960 278,656 29,696 11.9% 1,513,389
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,856.50 2,842.50 2,770.50
R3 2,816.75 2,802.75 2,759.75
R2 2,777.00 2,777.00 2,756.00
R1 2,763.00 2,763.00 2,752.50 2,770.00
PP 2,737.25 2,737.25 2,737.25 2,741.00
S1 2,723.25 2,723.25 2,745.00 2,730.25
S2 2,697.50 2,697.50 2,741.50
S3 2,657.75 2,683.50 2,737.75
S4 2,618.00 2,643.75 2,727.00
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,960.50 2,930.25 2,790.25
R3 2,885.00 2,854.75 2,769.50
R2 2,809.50 2,809.50 2,762.50
R1 2,779.25 2,779.25 2,755.75 2,794.50
PP 2,734.00 2,734.00 2,734.00 2,741.75
S1 2,703.75 2,703.75 2,741.75 2,719.00
S2 2,658.50 2,658.50 2,735.00
S3 2,583.00 2,628.25 2,728.00
S4 2,507.50 2,552.75 2,707.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,764.50 2,689.00 75.50 2.7% 45.00 1.6% 79% False False 302,677
10 2,786.50 2,689.00 97.50 3.5% 40.25 1.5% 61% False False 254,798
20 2,786.50 2,689.00 97.50 3.5% 35.25 1.3% 61% False False 231,461
40 2,786.50 2,689.00 97.50 3.5% 31.25 1.1% 61% False False 219,073
60 2,786.50 2,580.00 206.50 7.5% 35.00 1.3% 82% False False 193,403
80 2,786.50 2,502.00 284.50 10.4% 35.00 1.3% 87% False False 145,085
100 2,798.00 2,502.00 296.00 10.8% 34.25 1.2% 83% False False 116,077
120 2,848.00 2,502.00 346.00 12.6% 30.50 1.1% 71% False False 96,732
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 8.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,920.50
2.618 2,855.50
1.618 2,815.75
1.000 2,791.25
0.618 2,776.00
HIGH 2,751.50
0.618 2,736.25
0.500 2,731.50
0.382 2,727.00
LOW 2,711.75
0.618 2,687.25
1.000 2,672.00
1.618 2,647.50
2.618 2,607.75
4.250 2,542.75
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 2,743.00 2,743.25
PP 2,737.25 2,737.75
S1 2,731.50 2,732.50

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

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