E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 2,803.00 2,800.25 -2.75 -0.1% 2,745.50
High 2,808.50 2,813.25 4.75 0.2% 2,827.75
Low 2,787.75 2,797.50 9.75 0.3% 2,732.75
Close 2,799.00 2,806.00 7.00 0.3% 2,801.50
Range 20.75 15.75 -5.00 -24.1% 95.00
ATR 31.38 30.26 -1.12 -3.6% 0.00
Volume 78,283 36,307 -41,976 -53.6% 1,059,777
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,852.75 2,845.25 2,814.75
R3 2,837.00 2,829.50 2,810.25
R2 2,821.25 2,821.25 2,809.00
R1 2,813.75 2,813.75 2,807.50 2,817.50
PP 2,805.50 2,805.50 2,805.50 2,807.50
S1 2,798.00 2,798.00 2,804.50 2,801.75
S2 2,789.75 2,789.75 2,803.00
S3 2,774.00 2,782.25 2,801.75
S4 2,758.25 2,766.50 2,797.25
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 3,072.25 3,032.00 2,853.75
R3 2,977.25 2,937.00 2,827.50
R2 2,882.25 2,882.25 2,819.00
R1 2,842.00 2,842.00 2,810.25 2,862.00
PP 2,787.25 2,787.25 2,787.25 2,797.50
S1 2,747.00 2,747.00 2,792.75 2,767.00
S2 2,692.25 2,692.25 2,784.00
S3 2,597.25 2,652.00 2,775.50
S4 2,502.25 2,557.00 2,749.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,827.75 2,787.75 40.00 1.4% 23.25 0.8% 46% False False 94,693
10 2,827.75 2,711.75 116.00 4.1% 26.75 1.0% 81% False False 166,408
20 2,827.75 2,689.00 138.75 4.9% 32.50 1.2% 84% False False 204,418
40 2,827.75 2,689.00 138.75 4.9% 31.25 1.1% 84% False False 209,521
60 2,827.75 2,580.00 247.75 8.8% 32.75 1.2% 91% False False 210,118
80 2,827.75 2,502.00 325.75 11.6% 33.25 1.2% 93% False False 162,394
100 2,827.75 2,502.00 325.75 11.6% 34.25 1.2% 93% False False 129,926
120 2,847.00 2,502.00 345.00 12.3% 32.25 1.1% 88% False False 108,277
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.43
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,880.25
2.618 2,854.50
1.618 2,838.75
1.000 2,829.00
0.618 2,823.00
HIGH 2,813.25
0.618 2,807.25
0.500 2,805.50
0.382 2,803.50
LOW 2,797.50
0.618 2,787.75
1.000 2,781.75
1.618 2,772.00
2.618 2,756.25
4.250 2,730.50
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 2,805.75 2,804.25
PP 2,805.50 2,802.25
S1 2,805.50 2,800.50

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

View Archives - Comment on this page... - Back to Index of Symbols