E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 2,995.00 3,011.00 16.00 0.5% 2,991.25
High 3,025.50 3,022.75 -2.75 -0.1% 3,036.75
Low 2,981.75 2,976.25 -5.50 -0.2% 2,976.25
Close 3,010.00 2,980.25 -29.75 -1.0% 2,980.25
Range 43.75 46.50 2.75 6.3% 60.50
ATR 36.57 37.28 0.71 1.9% 0.00
Volume 215,945 273,254 57,309 26.5% 970,472
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 3,132.50 3,103.00 3,005.75
R3 3,086.00 3,056.50 2,993.00
R2 3,039.50 3,039.50 2,988.75
R1 3,010.00 3,010.00 2,984.50 3,001.50
PP 2,993.00 2,993.00 2,993.00 2,989.00
S1 2,963.50 2,963.50 2,976.00 2,955.00
S2 2,946.50 2,946.50 2,971.75
S3 2,900.00 2,917.00 2,967.50
S4 2,853.50 2,870.50 2,954.75
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 3,179.25 3,140.25 3,013.50
R3 3,118.75 3,079.75 2,997.00
R2 3,058.25 3,058.25 2,991.25
R1 3,019.25 3,019.25 2,985.75 3,008.50
PP 2,997.75 2,997.75 2,997.75 2,992.50
S1 2,958.75 2,958.75 2,974.75 2,948.00
S2 2,937.25 2,937.25 2,969.25
S3 2,876.75 2,898.25 2,963.50
S4 2,816.25 2,837.75 2,947.00
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 2,963.50 73.25 2.5% 42.50 1.4% 23% False False 234,888
10 3,053.50 2,961.25 92.25 3.1% 40.75 1.4% 21% False False 241,808
20 3,053.50 2,900.25 153.25 5.1% 33.75 1.1% 52% False False 209,290
40 3,053.50 2,724.00 329.50 11.1% 38.25 1.3% 78% False False 223,015
60 3,053.50 2,724.00 329.50 11.1% 35.25 1.2% 78% False False 216,019
80 3,053.50 2,683.50 370.00 12.4% 34.25 1.1% 80% False False 162,766
100 3,053.50 2,683.50 370.00 12.4% 31.25 1.1% 80% False False 130,217
120 3,053.50 2,569.50 484.00 16.2% 29.00 1.0% 85% False False 108,519
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,220.50
2.618 3,144.50
1.618 3,098.00
1.000 3,069.25
0.618 3,051.50
HIGH 3,022.75
0.618 3,005.00
0.500 2,999.50
0.382 2,994.00
LOW 2,976.25
0.618 2,947.50
1.000 2,929.75
1.618 2,901.00
2.618 2,854.50
4.250 2,778.50
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 2,999.50 3,001.00
PP 2,993.00 2,994.00
S1 2,986.75 2,987.00

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

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