E-mini NASDAQ-100 Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 2,800.25 2,805.00 4.75 0.2% 2,801.50
High 2,813.25 2,811.50 -1.75 -0.1% 2,813.25
Low 2,797.50 2,803.36 5.86 0.2% 2,787.75
Close 2,806.00 2,803.36 -2.64 -0.1% 2,803.36
Range 15.75 8.14 -7.61 -48.3% 25.50
ATR 30.26 28.68 -1.58 -5.2% 0.00
Volume 36,307 1,776 -34,531 -95.1% 327,426
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,830.50 2,825.00 2,807.75
R3 2,822.25 2,817.00 2,805.50
R2 2,814.25 2,814.25 2,804.75
R1 2,808.75 2,808.75 2,804.00 2,807.50
PP 2,806.00 2,806.00 2,806.00 2,805.50
S1 2,800.75 2,800.75 2,802.50 2,799.25
S2 2,798.00 2,798.00 2,801.75
S3 2,789.75 2,792.50 2,801.00
S4 2,781.75 2,784.25 2,799.00
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,878.00 2,866.25 2,817.50
R3 2,852.50 2,840.75 2,810.25
R2 2,827.00 2,827.00 2,808.00
R1 2,815.25 2,815.25 2,805.75 2,821.00
PP 2,801.50 2,801.50 2,801.50 2,804.50
S1 2,789.75 2,789.75 2,801.00 2,795.50
S2 2,776.00 2,776.00 2,798.75
S3 2,750.50 2,764.25 2,796.25
S4 2,725.00 2,738.75 2,789.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,813.25 2,787.75 25.50 0.9% 17.75 0.6% 61% False False 65,485
10 2,827.75 2,732.75 95.00 3.4% 23.50 0.8% 74% False False 138,720
20 2,827.75 2,689.00 138.75 4.9% 32.00 1.1% 82% False False 196,759
40 2,827.75 2,689.00 138.75 4.9% 31.00 1.1% 82% False False 205,024
60 2,827.75 2,580.00 247.75 8.8% 32.00 1.1% 90% False False 204,668
80 2,827.75 2,536.00 291.75 10.4% 33.00 1.2% 92% False False 162,414
100 2,827.75 2,502.00 325.75 11.6% 33.50 1.2% 93% False False 129,944
120 2,833.25 2,502.00 331.25 11.8% 32.25 1.2% 91% False False 108,292
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.24
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 2,846.00
2.618 2,832.75
1.618 2,824.75
1.000 2,819.75
0.618 2,816.50
HIGH 2,811.50
0.618 2,808.50
0.500 2,807.50
0.382 2,806.50
LOW 2,803.25
0.618 2,798.25
1.000 2,795.25
1.618 2,790.25
2.618 2,782.00
4.250 2,768.75
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 2,807.50 2,802.50
PP 2,806.00 2,801.50
S1 2,804.75 2,800.50

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

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