E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 2,799.25 2,774.00 -25.25 -0.9% 2,799.00
High 2,805.25 2,797.25 -8.00 -0.3% 2,808.00
Low 2,784.75 2,748.25 -36.50 -1.3% 2,782.50
Close 2,790.50 2,787.00 -3.50 -0.1% 2,790.50
Range 20.50 49.00 28.50 139.0% 25.50
ATR 27.28 28.83 1.55 5.7% 0.00
Volume 151,634 261,520 109,886 72.5% 1,001,231
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,924.50 2,904.75 2,814.00
R3 2,875.50 2,855.75 2,800.50
R2 2,826.50 2,826.50 2,796.00
R1 2,806.75 2,806.75 2,791.50 2,816.50
PP 2,777.50 2,777.50 2,777.50 2,782.50
S1 2,757.75 2,757.75 2,782.50 2,767.50
S2 2,728.50 2,728.50 2,778.00
S3 2,679.50 2,708.75 2,773.50
S4 2,630.50 2,659.75 2,760.00
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,870.25 2,855.75 2,804.50
R3 2,844.75 2,830.25 2,797.50
R2 2,819.25 2,819.25 2,795.25
R1 2,804.75 2,804.75 2,792.75 2,799.25
PP 2,793.75 2,793.75 2,793.75 2,791.00
S1 2,779.25 2,779.25 2,788.25 2,773.75
S2 2,768.25 2,768.25 2,785.75
S3 2,742.75 2,753.75 2,783.50
S4 2,717.25 2,728.25 2,776.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,808.00 2,748.25 59.75 2.1% 26.25 0.9% 65% False True 205,171
10 2,817.00 2,748.25 68.75 2.5% 26.00 0.9% 56% False True 159,118
20 2,817.00 2,683.50 133.50 4.8% 32.25 1.2% 78% False False 80,444
40 2,817.00 2,683.50 133.50 4.8% 27.50 1.0% 78% False False 40,294
60 2,817.00 2,569.50 247.50 8.9% 25.75 0.9% 88% False False 26,875
80 2,817.00 2,569.50 247.50 8.9% 19.50 0.7% 88% False False 20,157
100 2,817.00 2,502.00 315.00 11.3% 15.75 0.6% 90% False False 16,125
120 2,817.00 2,502.00 315.00 11.3% 13.50 0.5% 90% False False 13,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.70
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,005.50
2.618 2,925.50
1.618 2,876.50
1.000 2,846.25
0.618 2,827.50
HIGH 2,797.25
0.618 2,778.50
0.500 2,772.75
0.382 2,767.00
LOW 2,748.25
0.618 2,718.00
1.000 2,699.25
1.618 2,669.00
2.618 2,620.00
4.250 2,540.00
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 2,782.25 2,784.00
PP 2,777.50 2,781.00
S1 2,772.75 2,778.00

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

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