E-mini NASDAQ-100 Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	3,103.50	3,120.25	16.75	0.5%	3,068.50
High	3,127.00	3,147.25	20.25	0.6%	3,127.00
Low	3,096.50	3,117.25	20.75	0.7%	3,055.50
Close	3,121.25	3,121.00	-0.25	0.0%	3,121.25
Range	30.50	30.00	-0.50	-1.6%	71.50
ATR	34.60	34.27	-0.33	-0.9%	0.00
Volume	194,415	189,292	-5,123	-2.6%	1,055,370

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,218.50	3,199.75	3,137.50
R3	3,188.50	3,169.75	3,129.25
R2	3,158.50	3,158.50	3,126.50
R1	3,139.75	3,139.75	3,123.75	3,149.00
PP	3,128.50	3,128.50	3,128.50	3,133.25
S1	3,109.75	3,109.75	3,118.25	3,119.00
S2	3,098.50	3,098.50	3,115.50
S3	3,068.50	3,079.75	3,112.75
S4	3,038.50	3,049.75	3,104.50

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,315.75	3,290.00	3,160.50
R3	3,244.25	3,218.50	3,141.00
R2	3,172.75	3,172.75	3,134.25
R1	3,147.00	3,147.00	3,127.75	3,160.00
PP	3,101.25	3,101.25	3,101.25	3,107.75
S1	3,075.50	3,075.50	3,114.75	3,088.50
S2	3,029.75	3,029.75	3,108.25
S3	2,958.25	3,004.00	3,101.50
S4	2,886.75	2,932.50	3,082.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,147.25	3,055.50	91.75	2.9%	37.00	1.2%	71%	True	False	206,776
10	3,148.00	3,055.50	92.50	3.0%	36.75	1.2%	71%	False	False	221,394
20	3,148.00	3,055.50	92.50	3.0%	32.50	1.0%	71%	False	False	206,110
40	3,148.00	2,894.25	253.75	8.1%	32.00	1.0%	89%	False	False	196,303
60	3,148.00	2,817.75	330.25	10.6%	36.75	1.2%	92%	False	False	186,032
80	3,148.00	2,817.75	330.25	10.6%	34.50	1.1%	92%	False	False	139,640
100	3,148.00	2,733.00	415.00	13.3%	33.50	1.1%	93%	False	False	111,726
120	3,148.00	2,733.00	415.00	13.3%	30.75	1.0%	93%	False	False	93,107

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	False
Bear Hook	False
Bull Hook	False
Stretch	8.10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,274.75
2.618	3,225.75
1.618	3,195.75
1.000	3,177.25
0.618	3,165.75
HIGH	3,147.25
0.618	3,135.75
0.500	3,132.25
0.382	3,128.75
LOW	3,117.25
0.618	3,098.75
1.000	3,087.25
1.618	3,068.75
2.618	3,038.75
4.250	2,989.75

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	3,132.25	3,114.50
PP	3,128.50	3,108.00
S1	3,124.75	3,101.50

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