E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 2,787.25 2,776.75 -10.50 -0.4% 2,799.00
High 2,800.00 2,806.50 6.50 0.2% 2,808.00
Low 2,755.25 2,771.75 16.50 0.6% 2,782.50
Close 2,779.50 2,785.25 5.75 0.2% 2,790.50
Range 44.75 34.75 -10.00 -22.3% 25.50
ATR 29.97 30.31 0.34 1.1% 0.00
Volume 280,858 213,748 -67,110 -23.9% 1,001,231
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,892.00 2,873.50 2,804.25
R3 2,857.25 2,838.75 2,794.75
R2 2,822.50 2,822.50 2,791.50
R1 2,804.00 2,804.00 2,788.50 2,813.25
PP 2,787.75 2,787.75 2,787.75 2,792.50
S1 2,769.25 2,769.25 2,782.00 2,778.50
S2 2,753.00 2,753.00 2,779.00
S3 2,718.25 2,734.50 2,775.75
S4 2,683.50 2,699.75 2,766.25
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 2,807.50 2,748.25 59.25 2.1% 33.00 1.2% 62% False False 214,345
10 2,817.00 2,748.25 68.75 2.5% 27.50 1.0% 54% False False 204,590
20 2,817.00 2,683.50 133.50 4.8% 32.25 1.2% 76% False False 105,164
40 2,817.00 2,683.50 133.50 4.8% 28.50 1.0% 76% False False 52,659
60 2,817.00 2,569.50 247.50 8.9% 26.50 0.9% 87% False False 35,112
80 2,817.00 2,569.50 247.50 8.9% 20.50 0.7% 87% False False 26,339
100 2,817.00 2,502.00 315.00 11.3% 16.50 0.6% 90% False False 21,071
120 2,817.00 2,502.00 315.00 11.3% 14.25 0.5% 90% False False 17,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 7.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,954.25
2.618 2,897.50
1.618 2,862.75
1.000 2,841.25
0.618 2,828.00
HIGH 2,806.50
0.618 2,793.25
0.500 2,789.00
0.382 2,785.00
LOW 2,771.75
0.618 2,750.25
1.000 2,737.00
1.618 2,715.50
2.618 2,680.75
4.250 2,624.00
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 2,789.00 2,782.50
PP 2,787.75 2,780.00
S1 2,786.50 2,777.50

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

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