E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 2,734.25 2,771.50 37.25 1.4% 2,743.75
High 2,770.00 2,771.50 1.50 0.1% 2,770.00
Low 2,734.25 2,758.25 24.00 0.9% 2,704.75
Close 2,765.50 2,764.00 -1.50 -0.1% 2,765.50
Range 35.75 13.25 -22.50 -62.9% 65.25
ATR 27.38 26.37 -1.01 -3.7% 0.00
Volume 376 292 -84 -22.3% 728
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,804.25 2,797.50 2,771.25
R3 2,791.00 2,784.25 2,767.75
R2 2,777.75 2,777.75 2,766.50
R1 2,771.00 2,771.00 2,765.25 2,767.75
PP 2,764.50 2,764.50 2,764.50 2,763.00
S1 2,757.75 2,757.75 2,762.75 2,754.50
S2 2,751.25 2,751.25 2,761.50
S3 2,738.00 2,744.50 2,760.25
S4 2,724.75 2,731.25 2,756.75
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 2,942.50 2,919.25 2,801.50
R3 2,877.25 2,854.00 2,783.50
R2 2,812.00 2,812.00 2,777.50
R1 2,788.75 2,788.75 2,771.50 2,800.50
PP 2,746.75 2,746.75 2,746.75 2,752.50
S1 2,723.50 2,723.50 2,759.50 2,735.00
S2 2,681.50 2,681.50 2,753.50
S3 2,616.25 2,658.25 2,747.50
S4 2,551.00 2,593.00 2,729.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,771.50 2,707.50 64.00 2.3% 27.75 1.0% 88% True False 197
10 2,771.50 2,704.75 66.75 2.4% 27.25 1.0% 89% True False 110
20 2,771.50 2,702.00 69.50 2.5% 23.00 0.8% 89% True False 61
40 2,771.50 2,569.50 202.00 7.3% 20.75 0.8% 96% True False 48
60 2,771.50 2,502.00 269.50 9.8% 14.50 0.5% 97% True False 33
80 2,771.50 2,502.00 269.50 9.8% 11.25 0.4% 97% True False 25
100 2,842.50 2,502.00 340.50 12.3% 9.00 0.3% 77% False False 20
120 2,842.50 2,502.00 340.50 12.3% 8.00 0.3% 77% False False 17
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 False
8BNR False
Bear Hook False
Bull Hook True
Stretch 3.00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,827.75
2.618 2,806.25
1.618 2,793.00
1.000 2,784.75
0.618 2,779.75
HIGH 2,771.50
0.618 2,766.50
0.500 2,765.00
0.382 2,763.25
LOW 2,758.25
0.618 2,750.00
1.000 2,745.00
1.618 2,736.75
2.618 2,723.50
4.250 2,702.00
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 2,765.00 2,756.50
PP 2,764.50 2,748.75
S1 2,764.25 2,741.25

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

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