E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 2,811.00 2,789.75 -21.25 -0.8% 2,793.50
High 2,815.75 2,823.00 7.25 0.3% 2,814.75
Low 2,784.25 2,786.25 2.00 0.1% 2,771.00
Close 2,788.00 2,812.75 24.75 0.9% 2,811.00
Range 31.50 36.75 5.25 16.7% 43.75
ATR 29.94 30.43 0.49 1.6% 0.00
Volume 145,803 214,259 68,456 47.0% 749,491
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,917.50 2,902.00 2,833.00
R3 2,880.75 2,865.25 2,822.75
R2 2,844.00 2,844.00 2,819.50
R1 2,828.50 2,828.50 2,816.00 2,836.25
PP 2,807.25 2,807.25 2,807.25 2,811.25
S1 2,791.75 2,791.75 2,809.50 2,799.50
S2 2,770.50 2,770.50 2,806.00
S3 2,733.75 2,755.00 2,802.75
S4 2,697.00 2,718.25 2,792.50
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 2,930.25 2,914.25 2,835.00
R3 2,886.50 2,870.50 2,823.00
R2 2,842.75 2,842.75 2,819.00
R1 2,826.75 2,826.75 2,815.00 2,834.75
PP 2,799.00 2,799.00 2,799.00 2,803.00
S1 2,783.00 2,783.00 2,807.00 2,791.00
S2 2,755.25 2,755.25 2,803.00
S3 2,711.50 2,739.25 2,799.00
S4 2,667.75 2,695.50 2,787.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,823.00 2,776.50 46.50 1.7% 28.00 1.0% 78% True False 172,036
10 2,823.00 2,755.25 67.75 2.4% 32.25 1.2% 85% True False 200,584
20 2,823.00 2,748.25 74.75 2.7% 29.25 1.0% 86% True False 179,851
40 2,823.00 2,683.50 139.50 5.0% 30.50 1.1% 93% True False 90,436
60 2,823.00 2,683.50 139.50 5.0% 26.00 0.9% 93% True False 60,295
80 2,823.00 2,569.50 253.50 9.0% 23.50 0.8% 96% True False 45,229
100 2,823.00 2,502.00 321.00 11.4% 19.00 0.7% 97% True False 36,184
120 2,823.00 2,502.00 321.00 11.4% 16.25 0.6% 97% True False 30,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.73
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,979.25
2.618 2,919.25
1.618 2,882.50
1.000 2,859.75
0.618 2,845.75
HIGH 2,823.00
0.618 2,809.00
0.500 2,804.50
0.382 2,800.25
LOW 2,786.25
0.618 2,763.50
1.000 2,749.50
1.618 2,726.75
2.618 2,690.00
4.250 2,630.00
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 2,810.00 2,809.75
PP 2,807.25 2,806.75
S1 2,804.50 2,803.50

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

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