E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 3,113.50 3,126.00 12.50 0.4% 3,136.25
High 3,129.50 3,148.00 18.50 0.6% 3,140.25
Low 3,094.25 3,104.75 10.50 0.3% 3,090.75
Close 3,124.00 3,137.00 13.00 0.4% 3,113.25
Range 35.25 43.25 8.00 22.7% 49.50
ATR 30.95 31.83 0.88 2.8% 0.00
Volume 171,281 239,126 67,845 39.6% 929,020
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,259.75 3,241.50 3,160.75
R3 3,216.50 3,198.25 3,149.00
R2 3,173.25 3,173.25 3,145.00
R1 3,155.00 3,155.00 3,141.00 3,164.00
PP 3,130.00 3,130.00 3,130.00 3,134.50
S1 3,111.75 3,111.75 3,133.00 3,121.00
S2 3,086.75 3,086.75 3,129.00
S3 3,043.50 3,068.50 3,125.00
S4 3,000.25 3,025.25 3,113.25
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 3,148.00 3,090.75 57.25 1.8% 32.50 1.0% 81% True False 210,943
10 3,148.00 3,079.25 68.75 2.2% 29.50 0.9% 84% True False 191,011
20 3,148.00 3,023.50 124.50 4.0% 28.75 0.9% 91% True False 196,110
40 3,148.00 2,817.75 330.25 10.5% 34.50 1.1% 97% True False 212,681
60 3,148.00 2,817.75 330.25 10.5% 36.75 1.2% 97% True False 153,232
80 3,148.00 2,778.75 369.25 11.8% 33.25 1.1% 97% True False 114,970
100 3,148.00 2,733.00 415.00 13.2% 32.00 1.0% 97% True False 91,979
120 3,148.00 2,690.50 457.50 14.6% 29.00 0.9% 98% True False 76,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.00
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,331.75
2.618 3,261.25
1.618 3,218.00
1.000 3,191.25
0.618 3,174.75
HIGH 3,148.00
0.618 3,131.50
0.500 3,126.50
0.382 3,121.25
LOW 3,104.75
0.618 3,078.00
1.000 3,061.50
1.618 3,034.75
2.618 2,991.50
4.250 2,921.00
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 3,133.50 3,131.75
PP 3,130.00 3,126.50
S1 3,126.50 3,121.00

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

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