E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 2,830.50 2,770.50 -60.00 -2.1% 2,763.25
High 2,830.50 2,788.00 -42.50 -1.5% 2,858.50
Low 2,758.25 2,724.00 -34.25 -1.2% 2,757.00
Close 2,774.50 2,739.50 -35.00 -1.3% 2,846.25
Range 72.25 64.00 -8.25 -11.4% 101.50
ATR 39.71 41.44 1.74 4.4% 0.00
Volume 378,577 345,298 -33,279 -8.8% 1,071,136
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,942.50 2,905.00 2,774.75
R3 2,878.50 2,841.00 2,757.00
R2 2,814.50 2,814.50 2,751.25
R1 2,777.00 2,777.00 2,745.25 2,763.75
PP 2,750.50 2,750.50 2,750.50 2,744.00
S1 2,713.00 2,713.00 2,733.75 2,699.75
S2 2,686.50 2,686.50 2,727.75
S3 2,622.50 2,649.00 2,722.00
S4 2,558.50 2,585.00 2,704.25
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 3,125.00 3,087.25 2,902.00
R3 3,023.50 2,985.75 2,874.25
R2 2,922.00 2,922.00 2,864.75
R1 2,884.25 2,884.25 2,855.50 2,903.00
PP 2,820.50 2,820.50 2,820.50 2,830.00
S1 2,782.75 2,782.75 2,837.00 2,801.50
S2 2,719.00 2,719.00 2,827.75
S3 2,617.50 2,681.25 2,818.25
S4 2,516.00 2,579.75 2,790.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,856.25 2,724.00 132.25 4.8% 58.50 2.1% 12% False True 297,192
10 2,858.50 2,724.00 134.50 4.9% 48.75 1.8% 12% False True 262,337
20 2,858.50 2,724.00 134.50 4.9% 40.00 1.5% 12% False True 230,898
40 2,858.50 2,683.50 175.00 6.4% 36.25 1.3% 32% False False 168,031
60 2,858.50 2,683.50 175.00 6.4% 32.25 1.2% 32% False False 112,072
80 2,858.50 2,569.50 289.00 10.5% 29.75 1.1% 59% False False 84,059
100 2,858.50 2,569.50 289.00 10.5% 24.25 0.9% 59% False False 67,251
120 2,858.50 2,502.00 356.50 13.0% 20.50 0.7% 67% False False 56,043
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 5.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,060.00
2.618 2,955.50
1.618 2,891.50
1.000 2,852.00
0.618 2,827.50
HIGH 2,788.00
0.618 2,763.50
0.500 2,756.00
0.382 2,748.50
LOW 2,724.00
0.618 2,684.50
1.000 2,660.00
1.618 2,620.50
2.618 2,556.50
4.250 2,452.00
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 2,756.00 2,779.00
PP 2,750.50 2,766.00
S1 2,745.00 2,752.75

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

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