E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	3,071.75	3,068.50	-3.25	-0.1%	3,113.50
High	3,090.00	3,100.50	10.50	0.3%	3,148.00
Low	3,068.25	3,060.25	-8.00	-0.3%	3,066.50
Close	3,069.75	3,070.50	0.75	0.0%	3,069.75
Range	21.75	40.25	18.50	85.1%	81.50
ATR	32.62	33.16	0.55	1.7%	0.00
Volume	189,035	210,781	21,746	11.5%	1,140,563

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,197.75	3,174.50	3,092.75
R3	3,157.50	3,134.25	3,081.50
R2	3,117.25	3,117.25	3,078.00
R1	3,094.00	3,094.00	3,074.25	3,105.50
PP	3,077.00	3,077.00	3,077.00	3,083.00
S1	3,053.75	3,053.75	3,066.75	3,065.50
S2	3,036.75	3,036.75	3,063.00
S3	2,996.50	3,013.50	3,059.50
S4	2,956.25	2,973.25	3,048.25

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,339.25	3,286.00	3,114.50
R3	3,257.75	3,204.50	3,092.25
R2	3,176.25	3,176.25	3,084.75
R1	3,123.00	3,123.00	3,077.25	3,109.00
PP	3,094.75	3,094.75	3,094.75	3,087.75
S1	3,041.50	3,041.50	3,062.25	3,027.50
S2	3,013.25	3,013.25	3,054.75
S3	2,931.75	2,960.00	3,047.25
S4	2,850.25	2,878.50	3,025.00

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	3,060.25	87.75	2.9%	36.50	1.2%	12%	False	True	236,012
10	3,148.00	3,060.25	87.75	2.9%	33.50	1.1%	12%	False	True	216,577
20	3,148.00	3,023.50	124.50	4.1%	30.75	1.0%	38%	False	False	207,660
40	3,148.00	2,817.75	330.25	10.8%	32.75	1.1%	77%	False	False	201,098
60	3,148.00	2,817.75	330.25	10.8%	36.50	1.2%	77%	False	False	168,883
80	3,148.00	2,817.75	330.25	10.8%	33.50	1.1%	77%	False	False	126,725
100	3,148.00	2,733.00	415.00	13.5%	32.75	1.1%	81%	False	False	101,388
120	3,148.00	2,724.00	424.00	13.8%	29.75	1.0%	82%	False	False	84,491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,271.50
2.618	3,205.75
1.618	3,165.50
1.000	3,140.75
0.618	3,125.25
HIGH	3,100.50
0.618	3,085.00
0.500	3,080.50
0.382	3,075.75
LOW	3,060.25
0.618	3,035.50
1.000	3,020.00
1.618	2,995.25
2.618	2,955.00
4.250	2,889.25

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	3,080.50	3,087.50
PP	3,077.00	3,081.75
S1	3,073.75	3,076.25

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