E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 2,773.25 2,809.75 36.50 1.3% 2,805.25
High 2,800.00 2,850.50 50.50 1.8% 2,814.75
Low 2,773.25 2,809.75 36.50 1.3% 2,739.00
Close 2,791.50 2,847.25 55.75 2.0% 2,757.00
Range 26.75 40.75 14.00 52.3% 75.75
ATR 22.57 25.17 2.60 11.5% 0.00
Volume 5 8 3 60.0% 106
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,958.00 2,943.50 2,869.75
R3 2,917.25 2,902.75 2,858.50
R2 2,876.50 2,876.50 2,854.75
R1 2,862.00 2,862.00 2,851.00 2,869.25
PP 2,835.75 2,835.75 2,835.75 2,839.50
S1 2,821.25 2,821.25 2,843.50 2,828.50
S2 2,795.00 2,795.00 2,839.75
S3 2,754.25 2,780.50 2,836.00
S4 2,713.50 2,739.75 2,824.75
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 2,997.50 2,953.00 2,798.75
R3 2,921.75 2,877.25 2,777.75
R2 2,846.00 2,846.00 2,771.00
R1 2,801.50 2,801.50 2,764.00 2,786.00
PP 2,770.25 2,770.25 2,770.25 2,762.50
S1 2,725.75 2,725.75 2,750.00 2,710.00
S2 2,694.50 2,694.50 2,743.00
S3 2,618.75 2,650.00 2,736.25
S4 2,543.00 2,574.25 2,715.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,850.50 2,739.00 111.50 3.9% 21.50 0.8% 97% True False 19
10 2,850.50 2,739.00 111.50 3.9% 24.00 0.8% 97% True False 15
20 2,850.50 2,739.00 111.50 3.9% 21.50 0.8% 97% True False 12
40 2,850.50 2,690.50 160.00 5.6% 14.25 0.5% 98% True False 7
60 2,850.50 2,690.50 160.00 5.6% 11.50 0.4% 98% True False 5
80 2,850.50 2,574.25 276.25 9.7% 9.25 0.3% 99% True False 4
100 2,850.50 2,504.50 346.00 12.2% 7.25 0.3% 99% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3,023.75
2.618 2,957.25
1.618 2,916.50
1.000 2,891.25
0.618 2,875.75
HIGH 2,850.50
0.618 2,835.00
0.500 2,830.00
0.382 2,825.25
LOW 2,809.75
0.618 2,784.50
1.000 2,769.00
1.618 2,743.75
2.618 2,703.00
4.250 2,636.50
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 2,841.50 2,832.75
PP 2,835.75 2,818.25
S1 2,830.00 2,803.75

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

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