E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 2,799.00 2,852.00 53.00 1.9% 2,811.00
High 2,857.50 2,858.50 1.00 0.0% 2,823.00
Low 2,794.75 2,843.25 48.50 1.7% 2,737.50
Close 2,853.25 2,853.25 0.00 0.0% 2,763.00
Range 62.75 15.25 -47.50 -75.7% 85.50
ATR 34.56 33.18 -1.38 -4.0% 0.00
Volume 259,070 199,356 -59,714 -23.0% 1,108,700
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,897.50 2,890.50 2,861.75
R3 2,882.25 2,875.25 2,857.50
R2 2,867.00 2,867.00 2,856.00
R1 2,860.00 2,860.00 2,854.75 2,863.50
PP 2,851.75 2,851.75 2,851.75 2,853.50
S1 2,844.75 2,844.75 2,851.75 2,848.25
S2 2,836.50 2,836.50 2,850.50
S3 2,821.25 2,829.50 2,849.00
S4 2,806.00 2,814.25 2,844.75
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 2,858.50 2,737.50 121.00 4.2% 38.75 1.4% 96% True False 227,483
10 2,858.50 2,737.50 121.00 4.2% 35.25 1.2% 96% True False 212,638
20 2,858.50 2,737.50 121.00 4.2% 33.50 1.2% 96% True False 210,187
40 2,858.50 2,683.50 175.00 6.1% 32.00 1.1% 97% True False 130,929
60 2,858.50 2,683.50 175.00 6.1% 28.75 1.0% 97% True False 87,307
80 2,858.50 2,569.50 289.00 10.1% 26.50 0.9% 98% True False 65,489
100 2,858.50 2,502.00 356.50 12.5% 21.50 0.8% 99% True False 52,391
120 2,858.50 2,502.00 356.50 12.5% 18.25 0.6% 99% True False 43,660
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 False
Stretch 6.58
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 2,923.25
2.618 2,898.50
1.618 2,883.25
1.000 2,873.75
0.618 2,868.00
HIGH 2,858.50
0.618 2,852.75
0.500 2,851.00
0.382 2,849.00
LOW 2,843.25
0.618 2,833.75
1.000 2,828.00
1.618 2,818.50
2.618 2,803.25
4.250 2,778.50
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 2,852.50 2,840.75
PP 2,851.75 2,828.25
S1 2,851.00 2,815.75

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

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