E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 3,184.25 3,184.25 0.00 0.0% 3,088.75
High 3,188.75 3,186.75 -2.00 -0.1% 3,150.25
Low 3,160.00 3,170.25 10.25 0.3% 3,076.00
Close 3,178.50 3,176.00 -2.50 -0.1% 3,129.50
Range 28.75 16.50 -12.25 -42.6% 74.25
ATR 36.73 35.28 -1.44 -3.9% 0.00
Volume 220,768 227,594 6,826 3.1% 965,179
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,227.25 3,218.00 3,185.00
R3 3,210.75 3,201.50 3,180.50
R2 3,194.25 3,194.25 3,179.00
R1 3,185.00 3,185.00 3,177.50 3,181.50
PP 3,177.75 3,177.75 3,177.75 3,175.75
S1 3,168.50 3,168.50 3,174.50 3,165.00
S2 3,161.25 3,161.25 3,173.00
S3 3,144.75 3,152.00 3,171.50
S4 3,128.25 3,135.50 3,167.00
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,341.25 3,309.75 3,170.25
R3 3,267.00 3,235.50 3,150.00
R2 3,192.75 3,192.75 3,143.00
R1 3,161.25 3,161.25 3,136.25 3,177.00
PP 3,118.50 3,118.50 3,118.50 3,126.50
S1 3,087.00 3,087.00 3,122.75 3,102.75
S2 3,044.25 3,044.25 3,116.00
S3 2,970.00 3,012.75 3,109.00
S4 2,895.75 2,938.50 3,088.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,189.25 3,096.50 92.75 2.9% 33.25 1.0% 86% False False 231,300
10 3,189.25 3,062.00 127.25 4.0% 35.25 1.1% 90% False False 234,067
20 3,189.25 3,052.50 136.75 4.3% 37.50 1.2% 90% False False 231,500
40 3,189.25 3,023.50 165.75 5.2% 33.25 1.0% 92% False False 215,001
60 3,189.25 2,817.75 371.50 11.7% 35.50 1.1% 96% False False 218,892
80 3,189.25 2,817.75 371.50 11.7% 37.00 1.2% 96% False False 175,723
100 3,189.25 2,799.00 390.25 12.3% 34.00 1.1% 97% False False 140,615
120 3,189.25 2,733.00 456.25 14.4% 33.25 1.0% 97% False False 117,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,257.00
2.618 3,230.00
1.618 3,213.50
1.000 3,203.25
0.618 3,197.00
HIGH 3,186.75
0.618 3,180.50
0.500 3,178.50
0.382 3,176.50
LOW 3,170.25
0.618 3,160.00
1.000 3,153.75
1.618 3,143.50
2.618 3,127.00
4.250 3,100.00
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 3,178.50 3,175.50
PP 3,177.75 3,175.00
S1 3,176.75 3,174.50

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

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