E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 2,922.75 2,966.25 43.50 1.5% 2,981.00
High 2,969.50 2,968.50 -1.00 0.0% 3,004.00
Low 2,897.75 2,938.75 41.00 1.4% 2,897.75
Close 2,962.25 2,942.00 -20.25 -0.7% 2,942.00
Range 71.75 29.75 -42.00 -58.5% 106.25
ATR 42.99 42.05 -0.95 -2.2% 0.00
Volume 284,586 119,403 -165,183 -58.0% 1,287,083
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 3,039.00 3,020.25 2,958.25
R3 3,009.25 2,990.50 2,950.25
R2 2,979.50 2,979.50 2,947.50
R1 2,960.75 2,960.75 2,944.75 2,955.25
PP 2,949.75 2,949.75 2,949.75 2,947.00
S1 2,931.00 2,931.00 2,939.25 2,925.50
S2 2,920.00 2,920.00 2,936.50
S3 2,890.25 2,901.25 2,933.75
S4 2,860.50 2,871.50 2,925.75
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 3,266.75 3,210.50 3,000.50
R3 3,160.50 3,104.25 2,971.25
R2 3,054.25 3,054.25 2,961.50
R1 2,998.00 2,998.00 2,951.75 2,973.00
PP 2,948.00 2,948.00 2,948.00 2,935.50
S1 2,891.75 2,891.75 2,932.25 2,866.75
S2 2,841.75 2,841.75 2,922.50
S3 2,735.50 2,785.50 2,912.75
S4 2,629.25 2,679.25 2,883.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,004.00 2,897.75 106.25 3.6% 45.75 1.6% 42% False False 257,416
10 3,007.00 2,897.75 109.25 3.7% 46.00 1.6% 41% False False 274,319
20 3,053.50 2,897.75 155.75 5.3% 43.50 1.5% 28% False False 258,063
40 3,053.50 2,736.75 316.75 10.8% 37.75 1.3% 65% False False 226,011
60 3,053.50 2,724.00 329.50 11.2% 38.50 1.3% 66% False False 227,640
80 3,053.50 2,683.50 370.00 12.6% 37.00 1.3% 70% False False 197,021
100 3,053.50 2,683.50 370.00 12.6% 34.50 1.2% 70% False False 157,647
120 3,053.50 2,569.50 484.00 16.5% 32.50 1.1% 77% False False 131,376
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,095.00
2.618 3,046.50
1.618 3,016.75
1.000 2,998.25
0.618 2,987.00
HIGH 2,968.50
0.618 2,957.25
0.500 2,953.50
0.382 2,950.00
LOW 2,938.75
0.618 2,920.25
1.000 2,909.00
1.618 2,890.50
2.618 2,860.75
4.250 2,812.25
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 2,953.50 2,941.00
PP 2,949.75 2,939.75
S1 2,946.00 2,938.50

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

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