E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	3,053.00	3,062.75	9.75	0.3%	2,961.50
High	3,070.50	3,076.50	6.00	0.2%	3,070.50
Low	3,049.25	3,062.75	13.50	0.4%	2,948.75
Close	3,062.00	3,073.00	11.00	0.4%	3,062.00
Range	21.25	13.75	-7.50	-35.3%	121.75
ATR	41.53	39.60	-1.93	-4.6%	0.00
Volume	148,453	112,409	-36,044	-24.3%	910,970

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,112.00	3,106.25	3,080.50
R3	3,098.25	3,092.50	3,076.75
R2	3,084.50	3,084.50	3,075.50
R1	3,078.75	3,078.75	3,074.25	3,081.50
PP	3,070.75	3,070.75	3,070.75	3,072.25
S1	3,065.00	3,065.00	3,071.75	3,068.00
S2	3,057.00	3,057.00	3,070.50
S3	3,043.25	3,051.25	3,069.25
S4	3,029.50	3,037.50	3,065.50

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,392.25	3,349.00	3,129.00
R3	3,270.50	3,227.25	3,095.50
R2	3,148.75	3,148.75	3,084.25
R1	3,105.50	3,105.50	3,073.25	3,127.00
PP	3,027.00	3,027.00	3,027.00	3,038.00
S1	2,983.75	2,983.75	3,050.75	3,005.50
S2	2,905.25	2,905.25	3,039.75
S3	2,783.50	2,862.00	3,028.50
S4	2,661.75	2,740.25	2,995.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,076.50	2,959.00	117.50	3.8%	30.50	1.0%	97%	True	False	164,595
10	3,076.50	2,894.25	182.25	5.9%	36.50	1.2%	98%	True	False	180,785
20	3,076.50	2,817.75	258.75	8.4%	42.00	1.4%	99%	True	False	237,235
40	3,076.50	2,817.75	258.75	8.4%	41.00	1.3%	99%	True	False	128,123
60	3,076.50	2,739.00	337.50	11.0%	35.00	1.1%	99%	True	False	85,470
80	3,076.50	2,733.00	343.50	11.2%	33.00	1.1%	99%	True	False	64,106
100	3,076.50	2,690.50	386.00	12.6%	29.00	0.9%	99%	True	False	51,286
120	3,076.50	2,690.50	386.00	12.6%	25.00	0.8%	99%	True	False	42,738

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.00
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	3,135.00
2.618	3,112.50
1.618	3,098.75
1.000	3,090.25
0.618	3,085.00
HIGH	3,076.50
0.618	3,071.25
0.500	3,069.50
0.382	3,068.00
LOW	3,062.75
0.618	3,054.25
1.000	3,049.00
1.618	3,040.50
2.618	3,026.75
4.250	3,004.25

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	3,072.00	3,063.25
PP	3,070.75	3,053.75
S1	3,069.50	3,044.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols