E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 2,919.25 2,923.25 4.00 0.1% 2,866.50
High 2,941.25 2,949.00 7.75 0.3% 2,922.00
Low 2,907.25 2,897.00 -10.25 -0.4% 2,817.75
Close 2,923.25 2,936.50 13.25 0.5% 2,901.25
Range 34.00 52.00 18.00 52.9% 104.25
ATR 42.92 43.57 0.65 1.5% 0.00
Volume 202,883 152,053 -50,830 -25.1% 1,225,707
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,083.50 3,062.00 2,965.00
R3 3,031.50 3,010.00 2,950.75
R2 2,979.50 2,979.50 2,946.00
R1 2,958.00 2,958.00 2,941.25 2,968.75
PP 2,927.50 2,927.50 2,927.50 2,933.00
S1 2,906.00 2,906.00 2,931.75 2,916.75
S2 2,875.50 2,875.50 2,927.00
S3 2,823.50 2,854.00 2,922.25
S4 2,771.50 2,802.00 2,908.00
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 3,193.00 3,151.50 2,958.50
R3 3,088.75 3,047.25 2,930.00
R2 2,984.50 2,984.50 2,920.25
R1 2,943.00 2,943.00 2,910.75 2,963.75
PP 2,880.25 2,880.25 2,880.25 2,890.75
S1 2,838.75 2,838.75 2,891.75 2,859.50
S2 2,776.00 2,776.00 2,882.25
S3 2,671.75 2,734.50 2,872.50
S4 2,567.50 2,630.25 2,844.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,949.00 2,882.25 66.75 2.3% 42.50 1.4% 81% True False 193,651
10 2,956.50 2,817.75 138.75 4.7% 49.00 1.7% 86% False False 264,890
20 2,999.00 2,817.75 181.25 6.2% 46.25 1.6% 66% False False 192,902
40 3,044.00 2,817.75 226.25 7.7% 38.75 1.3% 52% False False 96,854
60 3,044.00 2,733.00 311.00 10.6% 35.75 1.2% 65% False False 64,600
80 3,044.00 2,733.00 311.00 10.6% 31.75 1.1% 65% False False 48,453
100 3,044.00 2,690.50 353.50 12.0% 26.75 0.9% 70% False False 38,763
120 3,044.00 2,690.50 353.50 12.0% 23.25 0.8% 70% False False 32,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,170.00
2.618 3,085.25
1.618 3,033.25
1.000 3,001.00
0.618 2,981.25
HIGH 2,949.00
0.618 2,929.25
0.500 2,923.00
0.382 2,916.75
LOW 2,897.00
0.618 2,864.75
1.000 2,845.00
1.618 2,812.75
2.618 2,760.75
4.250 2,676.00
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 2,932.00 2,931.50
PP 2,927.50 2,926.50
S1 2,923.00 2,921.50

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

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