E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	3,136.25	3,136.00	-0.25	0.0%	3,070.00
High	3,140.25	3,139.50	-0.75	0.0%	3,138.00
Low	3,128.00	3,106.25	-21.75	-0.7%	3,056.75
Close	3,136.00	3,118.00	-18.00	-0.6%	3,136.00
Range	12.25	33.25	21.00	171.4%	81.25
ATR	31.08	31.24	0.15	0.5%	0.00
Volume	114,587	170,125	55,538	48.5%	997,925

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,221.00	3,202.75	3,136.25
R3	3,187.75	3,169.50	3,127.25
R2	3,154.50	3,154.50	3,124.00
R1	3,136.25	3,136.25	3,121.00	3,128.75
PP	3,121.25	3,121.25	3,121.25	3,117.50
S1	3,103.00	3,103.00	3,115.00	3,095.50
S2	3,088.00	3,088.00	3,112.00
S3	3,054.75	3,069.75	3,108.75
S4	3,021.50	3,036.50	3,099.75

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,354.00	3,326.25	3,180.75
R3	3,272.75	3,245.00	3,158.25
R2	3,191.50	3,191.50	3,151.00
R1	3,163.75	3,163.75	3,143.50	3,177.50
PP	3,110.25	3,110.25	3,110.25	3,117.25
S1	3,082.50	3,082.50	3,128.50	3,096.50
S2	3,029.00	3,029.00	3,121.00
S3	2,947.75	3,001.25	3,113.75
S4	2,866.50	2,920.00	3,091.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,140.25	3,079.25	61.00	2.0%	26.25	0.8%	64%	False	False	171,079
10	3,140.25	3,027.50	112.75	3.6%	27.75	0.9%	80%	False	False	199,589
20	3,140.25	2,969.00	171.25	5.5%	27.75	0.9%	87%	False	False	183,760
40	3,140.25	2,817.75	322.50	10.3%	36.75	1.2%	93%	False	False	202,878
60	3,140.25	2,817.75	322.50	10.3%	36.00	1.2%	93%	False	False	135,677
80	3,140.25	2,733.00	407.25	13.1%	34.25	1.1%	95%	False	False	101,787
100	3,140.25	2,733.00	407.25	13.1%	31.75	1.0%	95%	False	False	81,433
120	3,140.25	2,690.50	449.75	14.4%	27.75	0.9%	95%	False	False	67,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.63
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,280.75
2.618	3,226.50
1.618	3,193.25
1.000	3,172.75
0.618	3,160.00
HIGH	3,139.50
0.618	3,126.75
0.500	3,123.00
0.382	3,119.00
LOW	3,106.25
0.618	3,085.75
1.000	3,073.00
1.618	3,052.50
2.618	3,019.25
4.250	2,965.00

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	3,123.00	3,123.25
PP	3,121.25	3,121.50
S1	3,119.50	3,119.75

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