E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 3,006.25 2,995.75 -10.50 -0.3% 3,021.25
High 3,008.50 3,003.00 -5.50 -0.2% 3,053.50
Low 2,961.25 2,963.50 2.25 0.1% 2,961.25
Close 2,992.25 2,992.25 0.00 0.0% 2,992.25
Range 47.25 39.50 -7.75 -16.4% 92.25
ATR 34.94 35.27 0.33 0.9% 0.00
Volume 313,279 203,972 -109,307 -34.9% 1,259,494
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 3,104.75 3,088.00 3,014.00
R3 3,065.25 3,048.50 3,003.00
R2 3,025.75 3,025.75 2,999.50
R1 3,009.00 3,009.00 2,995.75 2,997.50
PP 2,986.25 2,986.25 2,986.25 2,980.50
S1 2,969.50 2,969.50 2,988.75 2,958.00
S2 2,946.75 2,946.75 2,985.00
S3 2,907.25 2,930.00 2,981.50
S4 2,867.75 2,890.50 2,970.50
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 3,279.00 3,228.00 3,043.00
R3 3,186.75 3,135.75 3,017.50
R2 3,094.50 3,094.50 3,009.25
R1 3,043.50 3,043.50 3,000.75 3,023.00
PP 3,002.25 3,002.25 3,002.25 2,992.00
S1 2,951.25 2,951.25 2,983.75 2,930.50
S2 2,910.00 2,910.00 2,975.25
S3 2,817.75 2,859.00 2,967.00
S4 2,725.50 2,766.75 2,941.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,053.50 2,961.25 92.25 3.1% 41.00 1.4% 34% False False 251,898
10 3,053.50 2,960.50 93.00 3.1% 34.50 1.2% 34% False False 221,190
20 3,053.50 2,827.50 226.00 7.6% 32.25 1.1% 73% False False 196,721
40 3,053.50 2,724.00 329.50 11.0% 37.50 1.2% 81% False False 219,839
60 3,053.50 2,707.50 346.00 11.6% 34.50 1.2% 82% False False 200,653
80 3,053.50 2,683.50 370.00 12.4% 33.75 1.1% 83% False False 150,637
100 3,053.50 2,678.50 375.00 12.5% 30.25 1.0% 84% False False 120,513
120 3,053.50 2,569.50 484.00 16.2% 27.50 0.9% 87% False False 100,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,171.00
2.618 3,106.50
1.618 3,067.00
1.000 3,042.50
0.618 3,027.50
HIGH 3,003.00
0.618 2,988.00
0.500 2,983.25
0.382 2,978.50
LOW 2,963.50
0.618 2,939.00
1.000 2,924.00
1.618 2,899.50
2.618 2,860.00
4.250 2,795.50
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 2,989.25 3,007.50
PP 2,986.25 3,002.25
S1 2,983.25 2,997.25

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

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