E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 3,001.00 3,021.25 20.25 0.7% 2,972.25
High 3,028.25 3,032.00 3.75 0.1% 3,028.25
Low 2,998.00 3,010.00 12.00 0.4% 2,960.50
Close 3,022.75 3,021.00 -1.75 -0.1% 3,022.75
Range 30.25 22.00 -8.25 -27.3% 67.75
ATR 32.33 31.59 -0.74 -2.3% 0.00
Volume 188,115 193,256 5,141 2.7% 952,413
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 3,087.00 3,076.00 3,033.00
R3 3,065.00 3,054.00 3,027.00
R2 3,043.00 3,043.00 3,025.00
R1 3,032.00 3,032.00 3,023.00 3,026.50
PP 3,021.00 3,021.00 3,021.00 3,018.25
S1 3,010.00 3,010.00 3,019.00 3,004.50
S2 2,999.00 2,999.00 3,017.00
S3 2,977.00 2,988.00 3,015.00
S4 2,955.00 2,966.00 3,009.00
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 3,207.00 3,182.75 3,060.00
R3 3,139.25 3,115.00 3,041.50
R2 3,071.50 3,071.50 3,035.25
R1 3,047.25 3,047.25 3,029.00 3,059.50
PP 3,003.75 3,003.75 3,003.75 3,010.00
S1 2,979.50 2,979.50 3,016.50 2,991.50
S2 2,936.00 2,936.00 3,010.25
S3 2,868.25 2,911.75 3,004.00
S4 2,800.50 2,844.00 2,985.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,032.00 2,971.25 60.75 2.0% 26.75 0.9% 82% True False 196,711
10 3,032.00 2,937.25 94.75 3.1% 25.25 0.8% 88% True False 182,119
20 3,032.00 2,785.00 247.00 8.2% 30.25 1.0% 96% True False 187,816
40 3,032.00 2,724.00 308.00 10.2% 35.50 1.2% 96% True False 211,921
60 3,032.00 2,683.50 348.50 11.5% 34.50 1.1% 97% True False 183,005
80 3,032.00 2,683.50 348.50 11.5% 32.50 1.1% 97% True False 137,310
100 3,032.00 2,569.50 462.50 15.3% 30.50 1.0% 98% True False 109,852
120 3,032.00 2,569.50 462.50 15.3% 26.00 0.9% 98% True False 91,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,125.50
2.618 3,089.50
1.618 3,067.50
1.000 3,054.00
0.618 3,045.50
HIGH 3,032.00
0.618 3,023.50
0.500 3,021.00
0.382 3,018.50
LOW 3,010.00
0.618 2,996.50
1.000 2,988.00
1.618 2,974.50
2.618 2,952.50
4.250 2,916.50
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 3,021.00 3,018.75
PP 3,021.00 3,016.25
S1 3,021.00 3,014.00

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

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