E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 3,021.25 3,019.50 -1.75 -0.1% 2,972.25
High 3,032.00 3,036.75 4.75 0.2% 3,028.25
Low 3,010.00 3,010.00 0.00 0.0% 2,960.50
Close 3,021.00 3,021.50 0.50 0.0% 3,022.75
Range 22.00 26.75 4.75 21.6% 67.75
ATR 31.59 31.24 -0.35 -1.1% 0.00
Volume 193,256 185,202 -8,054 -4.2% 952,413
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 3,103.00 3,089.00 3,036.25
R3 3,076.25 3,062.25 3,028.75
R2 3,049.50 3,049.50 3,026.50
R1 3,035.50 3,035.50 3,024.00 3,042.50
PP 3,022.75 3,022.75 3,022.75 3,026.25
S1 3,008.75 3,008.75 3,019.00 3,015.75
S2 2,996.00 2,996.00 3,016.50
S3 2,969.25 2,982.00 3,014.25
S4 2,942.50 2,955.25 3,006.75
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 3,036.75 2,982.50 54.25 1.8% 25.50 0.8% 72% True False 195,274
10 3,036.75 2,941.75 95.00 3.1% 26.00 0.9% 84% True False 182,980
20 3,036.75 2,814.00 222.75 7.4% 28.50 0.9% 93% True False 183,610
40 3,036.75 2,724.00 312.75 10.4% 35.25 1.2% 95% True False 210,316
60 3,036.75 2,683.50 353.25 11.7% 33.75 1.1% 96% True False 186,072
80 3,036.75 2,683.50 353.25 11.7% 32.50 1.1% 96% True False 139,625
100 3,036.75 2,569.50 467.25 15.5% 30.50 1.0% 97% True False 111,703
120 3,036.75 2,569.50 467.25 15.5% 26.25 0.9% 97% True False 93,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,150.50
2.618 3,106.75
1.618 3,080.00
1.000 3,063.50
0.618 3,053.25
HIGH 3,036.75
0.618 3,026.50
0.500 3,023.50
0.382 3,020.25
LOW 3,010.00
0.618 2,993.50
1.000 2,983.25
1.618 2,966.75
2.618 2,940.00
4.250 2,896.25
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 3,023.50 3,020.00
PP 3,022.75 3,018.75
S1 3,022.00 3,017.50

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

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