E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 2,944.75 2,961.50 16.75 0.6% 2,902.75
High 2,971.25 2,978.25 7.00 0.2% 2,971.25
Low 2,927.75 2,948.75 21.00 0.7% 2,894.25
Close 2,956.50 2,958.75 2.25 0.1% 2,956.50
Range 43.50 29.50 -14.00 -32.2% 77.00
ATR 43.56 42.56 -1.00 -2.3% 0.00
Volume 228,913 200,400 -28,513 -12.5% 784,473
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,050.50 3,034.00 2,975.00
R3 3,021.00 3,004.50 2,966.75
R2 2,991.50 2,991.50 2,964.25
R1 2,975.00 2,975.00 2,961.50 2,968.50
PP 2,962.00 2,962.00 2,962.00 2,958.50
S1 2,945.50 2,945.50 2,956.00 2,939.00
S2 2,932.50 2,932.50 2,953.25
S3 2,903.00 2,916.00 2,950.75
S4 2,873.50 2,886.50 2,942.50
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,171.75 3,141.00 2,998.75
R3 3,094.75 3,064.00 2,977.75
R2 3,017.75 3,017.75 2,970.50
R1 2,987.00 2,987.00 2,963.50 3,002.50
PP 2,940.75 2,940.75 2,940.75 2,948.25
S1 2,910.00 2,910.00 2,949.50 2,925.50
S2 2,863.75 2,863.75 2,942.50
S3 2,786.75 2,833.00 2,935.25
S4 2,709.75 2,756.00 2,914.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,978.25 2,894.25 84.00 2.8% 42.25 1.4% 77% True False 196,974
10 2,978.25 2,817.75 160.50 5.4% 42.75 1.4% 88% True False 221,058
20 2,999.00 2,817.75 181.25 6.1% 45.50 1.5% 78% False False 214,118
40 3,044.00 2,817.75 226.25 7.6% 39.75 1.3% 62% False False 107,586
60 3,044.00 2,733.00 311.00 10.5% 36.25 1.2% 73% False False 71,755
80 3,044.00 2,733.00 311.00 10.5% 32.50 1.1% 73% False False 53,819
100 3,044.00 2,690.50 353.50 11.9% 27.50 0.9% 76% False False 43,056
120 3,044.00 2,690.50 353.50 11.9% 24.00 0.8% 76% False False 35,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3,103.50
2.618 3,055.50
1.618 3,026.00
1.000 3,007.75
0.618 2,996.50
HIGH 2,978.25
0.618 2,967.00
0.500 2,963.50
0.382 2,960.00
LOW 2,948.75
0.618 2,930.50
1.000 2,919.25
1.618 2,901.00
2.618 2,871.50
4.250 2,823.50
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 2,963.50 2,951.75
PP 2,962.00 2,944.75
S1 2,960.25 2,937.50

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

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