E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 2,788.00 2,785.00 -3.00 -0.1% 2,811.00
High 2,801.50 2,785.50 -16.00 -0.6% 2,823.00
Low 2,772.50 2,737.50 -35.00 -1.3% 2,737.50
Close 2,785.00 2,763.00 -22.00 -0.8% 2,763.00
Range 29.00 48.00 19.00 65.5% 85.50
ATR 30.90 32.12 1.22 4.0% 0.00
Volume 226,614 265,278 38,664 17.1% 1,108,700
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,906.00 2,882.50 2,789.50
R3 2,858.00 2,834.50 2,776.25
R2 2,810.00 2,810.00 2,771.75
R1 2,786.50 2,786.50 2,767.50 2,774.25
PP 2,762.00 2,762.00 2,762.00 2,756.00
S1 2,738.50 2,738.50 2,758.50 2,726.25
S2 2,714.00 2,714.00 2,754.25
S3 2,666.00 2,690.50 2,749.75
S4 2,618.00 2,642.50 2,736.50
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 3,031.00 2,982.50 2,810.00
R3 2,945.50 2,897.00 2,786.50
R2 2,860.00 2,860.00 2,778.75
R1 2,811.50 2,811.50 2,770.75 2,793.00
PP 2,774.50 2,774.50 2,774.50 2,765.25
S1 2,726.00 2,726.00 2,755.25 2,707.50
S2 2,689.00 2,689.00 2,747.25
S3 2,603.50 2,640.50 2,739.50
S4 2,518.00 2,555.00 2,716.00
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 2,737.50 85.50 3.1% 36.75 1.3% 30% False True 221,740
10 2,823.00 2,737.50 85.50 3.1% 33.25 1.2% 30% False True 203,859
20 2,823.00 2,737.50 85.50 3.1% 31.00 1.1% 30% False True 211,677
40 2,823.00 2,683.50 139.50 5.0% 30.75 1.1% 57% False False 109,145
60 2,823.00 2,683.50 139.50 5.0% 27.25 1.0% 57% False False 72,772
80 2,823.00 2,569.50 253.50 9.2% 25.00 0.9% 76% False False 54,587
100 2,823.00 2,502.00 321.00 11.6% 20.25 0.7% 81% False False 43,670
120 2,823.00 2,502.00 321.00 11.6% 17.25 0.6% 81% False False 36,392
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 6.85
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,989.50
2.618 2,911.25
1.618 2,863.25
1.000 2,833.50
0.618 2,815.25
HIGH 2,785.50
0.618 2,767.25
0.500 2,761.50
0.382 2,755.75
LOW 2,737.50
0.618 2,707.75
1.000 2,689.50
1.618 2,659.75
2.618 2,611.75
4.250 2,533.50
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 2,762.50 2,778.50
PP 2,762.00 2,773.25
S1 2,761.50 2,768.00

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

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