E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 3,123.00 3,126.25 3.25 0.1% 3,089.75
High 3,142.25 3,167.75 25.50 0.8% 3,142.25
Low 3,089.75 3,119.75 30.00 1.0% 3,070.00
Close 3,122.25 3,157.50 35.25 1.1% 3,122.25
Range 52.50 48.00 -4.50 -8.6% 72.25
ATR 33.31 34.36 1.05 3.2% 0.00
Volume 1,775 4,801 3,026 170.5% 4,719
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,292.25 3,273.00 3,184.00
R3 3,244.25 3,225.00 3,170.75
R2 3,196.25 3,196.25 3,166.25
R1 3,177.00 3,177.00 3,162.00 3,186.50
PP 3,148.25 3,148.25 3,148.25 3,153.25
S1 3,129.00 3,129.00 3,153.00 3,138.50
S2 3,100.25 3,100.25 3,148.75
S3 3,052.25 3,081.00 3,144.25
S4 3,004.25 3,033.00 3,131.00
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,328.25 3,297.50 3,162.00
R3 3,256.00 3,225.25 3,142.00
R2 3,183.75 3,183.75 3,135.50
R1 3,153.00 3,153.00 3,128.75 3,168.50
PP 3,111.50 3,111.50 3,111.50 3,119.25
S1 3,080.75 3,080.75 3,115.75 3,096.00
S2 3,039.25 3,039.25 3,109.00
S3 2,967.00 3,008.50 3,102.50
S4 2,894.75 2,936.25 3,082.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,167.75 3,070.00 97.75 3.1% 39.50 1.3% 90% True False 1,904
10 3,167.75 3,050.00 117.75 3.7% 39.50 1.2% 91% True False 1,231
20 3,167.75 3,049.25 118.50 3.8% 35.00 1.1% 91% True False 768
40 3,167.75 3,016.75 151.00 4.8% 25.75 0.8% 93% True False 448
60 3,167.75 2,813.00 354.75 11.2% 23.75 0.7% 97% True False 302
80 3,167.75 2,813.00 354.75 11.2% 20.00 0.6% 97% True False 227
100 3,167.75 2,726.75 441.00 14.0% 17.00 0.5% 98% True False 182
120 3,167.75 2,726.75 441.00 14.0% 14.25 0.4% 98% True False 152
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,371.75
2.618 3,293.50
1.618 3,245.50
1.000 3,215.75
0.618 3,197.50
HIGH 3,167.75
0.618 3,149.50
0.500 3,143.75
0.382 3,138.00
LOW 3,119.75
0.618 3,090.00
1.000 3,071.75
1.618 3,042.00
2.618 2,994.00
4.250 2,915.75
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 3,153.00 3,148.00
PP 3,148.25 3,138.25
S1 3,143.75 3,128.75

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

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