E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 2,800.75 2,790.50 -10.25 -0.4% 2,736.75
High 2,809.25 2,804.50 -4.75 -0.2% 2,764.50
Low 2,788.25 2,788.50 0.25 0.0% 2,689.00
Close 2,788.25 2,799.25 11.00 0.4% 2,748.75
Range 21.00 16.00 -5.00 -23.8% 75.50
ATR 35.01 33.67 -1.34 -3.8% 0.00
Volume 224,481 194,930 -29,551 -13.2% 1,513,389
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,845.50 2,838.25 2,808.00
R3 2,829.50 2,822.25 2,803.75
R2 2,813.50 2,813.50 2,802.25
R1 2,806.25 2,806.25 2,800.75 2,810.00
PP 2,797.50 2,797.50 2,797.50 2,799.25
S1 2,790.25 2,790.25 2,797.75 2,794.00
S2 2,781.50 2,781.50 2,796.25
S3 2,765.50 2,774.25 2,794.75
S4 2,749.50 2,758.25 2,790.50
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 2,809.25 2,711.75 97.50 3.5% 30.00 1.1% 90% False False 238,123
10 2,809.25 2,689.00 120.25 4.3% 36.00 1.3% 92% False False 261,287
20 2,809.25 2,689.00 120.25 4.3% 33.00 1.2% 92% False False 229,084
40 2,809.25 2,689.00 120.25 4.3% 31.50 1.1% 92% False False 221,745
60 2,809.25 2,580.00 229.25 8.2% 34.25 1.2% 96% False False 208,487
80 2,809.25 2,502.00 307.25 11.0% 34.00 1.2% 97% False False 156,481
100 2,809.25 2,502.00 307.25 11.0% 34.25 1.2% 97% False False 125,196
120 2,848.00 2,502.00 346.00 12.4% 31.25 1.1% 86% False False 104,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.73
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,872.50
2.618 2,846.50
1.618 2,830.50
1.000 2,820.50
0.618 2,814.50
HIGH 2,804.50
0.618 2,798.50
0.500 2,796.50
0.382 2,794.50
LOW 2,788.50
0.618 2,778.50
1.000 2,772.50
1.618 2,762.50
2.618 2,746.50
4.250 2,720.50
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 2,798.25 2,794.50
PP 2,797.50 2,789.75
S1 2,796.50 2,785.00

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

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