E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 3,127.25 3,099.25 -28.00 -0.9% 3,134.25
High 3,135.75 3,099.25 -36.50 -1.2% 3,134.25
Low 3,116.50 3,061.25 -55.25 -1.8% 3,094.00
Close 3,116.50 3,064.00 -52.50 -1.7% 3,106.25
Range 19.25 38.00 18.75 97.4% 40.25
ATR 23.48 25.75 2.27 9.7% 0.00
Volume 163 384 221 135.6% 1,111
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,188.75 3,164.50 3,085.00
R3 3,150.75 3,126.50 3,074.50
R2 3,112.75 3,112.75 3,071.00
R1 3,088.50 3,088.50 3,067.50 3,081.50
PP 3,074.75 3,074.75 3,074.75 3,071.50
S1 3,050.50 3,050.50 3,060.50 3,043.50
S2 3,036.75 3,036.75 3,057.00
S3 2,998.75 3,012.50 3,053.50
S4 2,960.75 2,974.50 3,043.00
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,232.25 3,209.50 3,128.50
R3 3,192.00 3,169.25 3,117.25
R2 3,151.75 3,151.75 3,113.75
R1 3,129.00 3,129.00 3,110.00 3,120.25
PP 3,111.50 3,111.50 3,111.50 3,107.00
S1 3,088.75 3,088.75 3,102.50 3,080.00
S2 3,071.25 3,071.25 3,098.75
S3 3,031.00 3,048.50 3,095.25
S4 2,990.75 3,008.25 3,084.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,139.25 3,061.25 78.00 2.5% 27.75 0.9% 4% False True 242
10 3,139.25 3,061.25 78.00 2.5% 24.75 0.8% 4% False True 191
20 3,139.25 3,016.75 122.50 4.0% 20.00 0.7% 39% False False 161
40 3,139.25 2,813.00 326.25 10.6% 19.50 0.6% 77% False False 89
60 3,139.25 2,813.00 326.25 10.6% 16.75 0.5% 77% False False 60
80 3,139.25 2,811.25 328.00 10.7% 14.00 0.5% 77% False False 45
100 3,139.25 2,726.75 412.50 13.5% 11.25 0.4% 82% False False 36
120 3,139.25 2,689.50 449.75 14.7% 9.50 0.3% 83% False False 30
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 5.10
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3,260.75
2.618 3,198.75
1.618 3,160.75
1.000 3,137.25
0.618 3,122.75
HIGH 3,099.25
0.618 3,084.75
0.500 3,080.25
0.382 3,075.75
LOW 3,061.25
0.618 3,037.75
1.000 3,023.25
1.618 2,999.75
2.618 2,961.75
4.250 2,899.75
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 3,080.25 3,100.25
PP 3,074.75 3,088.25
S1 3,069.50 3,076.00

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

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