E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 2,991.25 3,004.75 13.50 0.5% 3,021.25
High 3,036.75 3,008.75 -28.00 -0.9% 3,053.50
Low 2,985.00 2,978.25 -6.75 -0.2% 2,961.25
Close 3,003.50 2,995.50 -8.00 -0.3% 2,992.25
Range 51.75 30.50 -21.25 -41.1% 92.25
ATR 36.44 36.02 -0.42 -1.2% 0.00
Volume 238,818 242,455 3,637 1.5% 1,259,494
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 3,085.75 3,071.00 3,012.25
R3 3,055.25 3,040.50 3,004.00
R2 3,024.75 3,024.75 3,001.00
R1 3,010.00 3,010.00 2,998.25 3,002.00
PP 2,994.25 2,994.25 2,994.25 2,990.25
S1 2,979.50 2,979.50 2,992.75 2,971.50
S2 2,963.75 2,963.75 2,990.00
S3 2,933.25 2,949.00 2,987.00
S4 2,902.75 2,918.50 2,978.75
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% 47.75 1.6% 37% False False 272,461
10 3,053.50 2,961.25 92.25 3.1% 36.50 1.2% 37% False False 233,868
20 3,053.50 2,862.25 191.25 6.4% 32.50 1.1% 70% False False 202,502
40 3,053.50 2,724.00 329.50 11.0% 37.75 1.3% 82% False False 222,870
60 3,053.50 2,724.00 329.50 11.0% 34.75 1.2% 82% False False 208,530
80 3,053.50 2,683.50 370.00 12.4% 34.00 1.1% 84% False False 156,653
100 3,053.50 2,683.50 370.00 12.4% 30.75 1.0% 84% False False 125,325
120 3,053.50 2,569.50 484.00 16.2% 28.25 0.9% 88% False False 104,443
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 9.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,138.50
2.618 3,088.50
1.618 3,058.00
1.000 3,039.25
0.618 3,027.50
HIGH 3,008.75
0.618 2,997.00
0.500 2,993.50
0.382 2,990.00
LOW 2,978.25
0.618 2,959.50
1.000 2,947.75
1.618 2,929.00
2.618 2,898.50
4.250 2,848.50
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 2,994.75 3,000.00
PP 2,994.25 2,998.50
S1 2,993.50 2,997.00

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

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