E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 3,117.25 3,129.25 12.00 0.4% 3,136.25
High 3,136.50 3,134.75 -1.75 -0.1% 3,140.25
Low 3,108.50 3,107.00 -1.50 0.0% 3,090.75
Close 3,127.00 3,113.25 -13.75 -0.4% 3,113.25
Range 28.00 27.75 -0.25 -0.9% 49.50
ATR 30.84 30.62 -0.22 -0.7% 0.00
Volume 215,700 199,820 -15,880 -7.4% 929,020
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,201.50 3,185.25 3,128.50
R3 3,173.75 3,157.50 3,121.00
R2 3,146.00 3,146.00 3,118.25
R1 3,129.75 3,129.75 3,115.75 3,124.00
PP 3,118.25 3,118.25 3,118.25 3,115.50
S1 3,102.00 3,102.00 3,110.75 3,096.25
S2 3,090.50 3,090.50 3,108.25
S3 3,062.75 3,074.25 3,105.50
S4 3,035.00 3,046.50 3,098.00
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,263.25 3,237.75 3,140.50
R3 3,213.75 3,188.25 3,126.75
R2 3,164.25 3,164.25 3,122.25
R1 3,138.75 3,138.75 3,117.75 3,126.75
PP 3,114.75 3,114.75 3,114.75 3,108.75
S1 3,089.25 3,089.25 3,108.75 3,077.25
S2 3,065.25 3,065.25 3,104.25
S3 3,015.75 3,039.75 3,099.75
S4 2,966.25 2,990.25 3,086.00
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 3,090.75 49.50 1.6% 26.00 0.8% 45% False False 185,804
10 3,140.25 3,056.75 83.50 2.7% 26.75 0.9% 68% False False 192,694
20 3,140.25 3,023.50 116.75 3.8% 26.25 0.8% 77% False False 188,573
40 3,140.25 2,817.75 322.50 10.4% 34.50 1.1% 92% False False 215,774
60 3,140.25 2,817.75 322.50 10.4% 36.25 1.2% 92% False False 146,401
80 3,140.25 2,733.00 407.25 13.1% 33.00 1.1% 93% False False 109,840
100 3,140.25 2,733.00 407.25 13.1% 31.75 1.0% 93% False False 87,876
120 3,140.25 2,690.50 449.75 14.4% 28.50 0.9% 94% False False 73,230
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,252.75
2.618 3,207.50
1.618 3,179.75
1.000 3,162.50
0.618 3,152.00
HIGH 3,134.75
0.618 3,124.25
0.500 3,121.00
0.382 3,117.50
LOW 3,107.00
0.618 3,089.75
1.000 3,079.25
1.618 3,062.00
2.618 3,034.25
4.250 2,989.00
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 3,121.00 3,113.50
PP 3,118.25 3,113.50
S1 3,115.75 3,113.50

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

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