E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 3,053.00 3,070.00 17.00 0.6% 3,043.75
High 3,073.50 3,078.50 5.00 0.2% 3,073.50
Low 3,037.50 3,056.75 19.25 0.6% 3,023.50
Close 3,070.50 3,065.50 -5.00 -0.2% 3,070.50
Range 36.00 21.75 -14.25 -39.6% 50.00
ATR 34.17 33.28 -0.89 -2.6% 0.00
Volume 183,575 189,954 6,379 3.5% 1,015,863
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,132.25 3,120.50 3,077.50
R3 3,110.50 3,098.75 3,071.50
R2 3,088.75 3,088.75 3,069.50
R1 3,077.00 3,077.00 3,067.50 3,072.00
PP 3,067.00 3,067.00 3,067.00 3,064.50
S1 3,055.25 3,055.25 3,063.50 3,050.25
S2 3,045.25 3,045.25 3,061.50
S3 3,023.50 3,033.50 3,059.50
S4 3,001.75 3,011.75 3,053.50
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 3,205.75 3,188.25 3,098.00
R3 3,155.75 3,138.25 3,084.25
R2 3,105.75 3,105.75 3,079.75
R1 3,088.25 3,088.25 3,075.00 3,097.00
PP 3,055.75 3,055.75 3,055.75 3,060.25
S1 3,038.25 3,038.25 3,066.00 3,047.00
S2 3,005.75 3,005.75 3,061.25
S3 2,955.75 2,988.25 3,056.75
S4 2,905.75 2,938.25 3,043.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,078.50 3,023.50 55.00 1.8% 30.75 1.0% 76% True False 212,976
10 3,087.00 3,023.50 63.50 2.1% 26.75 0.9% 66% False False 192,206
20 3,087.00 2,894.25 192.75 6.3% 31.50 1.0% 89% False False 186,495
40 3,087.00 2,817.75 269.25 8.8% 38.75 1.3% 92% False False 175,992
60 3,087.00 2,817.75 269.25 8.8% 35.25 1.1% 92% False False 117,484
80 3,087.00 2,733.00 354.00 11.5% 33.75 1.1% 94% False False 88,130
100 3,087.00 2,733.00 354.00 11.5% 30.50 1.0% 94% False False 70,506
120 3,087.00 2,690.50 396.50 12.9% 26.50 0.9% 95% False False 58,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,171.00
2.618 3,135.50
1.618 3,113.75
1.000 3,100.25
0.618 3,092.00
HIGH 3,078.50
0.618 3,070.25
0.500 3,067.50
0.382 3,065.00
LOW 3,056.75
0.618 3,043.25
1.000 3,035.00
1.618 3,021.50
2.618 2,999.75
4.250 2,964.25
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 3,067.50 3,061.25
PP 3,067.00 3,057.25
S1 3,066.25 3,053.00

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

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