E-mini NASDAQ-100 Future December 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 3,175.25 3,178.25 3.00 0.1% 3,089.75
High 3,181.00 3,183.00 2.00 0.1% 3,142.25
Low 3,153.00 3,163.75 10.75 0.3% 3,070.00
Close 3,171.75 3,169.50 -2.25 -0.1% 3,122.25
Range 28.00 19.25 -8.75 -31.3% 72.25
ATR 33.25 32.25 -1.00 -3.0% 0.00
Volume 30,830 112,985 82,155 266.5% 4,719
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,229.75 3,219.00 3,180.00
R3 3,210.50 3,199.75 3,174.75
R2 3,191.25 3,191.25 3,173.00
R1 3,180.50 3,180.50 3,171.25 3,176.25
PP 3,172.00 3,172.00 3,172.00 3,170.00
S1 3,161.25 3,161.25 3,167.75 3,157.00
S2 3,152.75 3,152.75 3,166.00
S3 3,133.50 3,142.00 3,164.25
S4 3,114.25 3,122.75 3,159.00
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 3,183.00 3,089.75 93.25 2.9% 33.75 1.1% 86% True False 31,891
10 3,183.00 3,060.00 123.00 3.9% 34.50 1.1% 89% True False 16,391
20 3,183.00 3,049.25 133.75 4.2% 34.50 1.1% 90% True False 8,391
40 3,183.00 3,016.75 166.25 5.2% 26.75 0.8% 92% True False 4,267
60 3,183.00 2,813.00 370.00 11.7% 23.75 0.8% 96% True False 2,850
80 3,183.00 2,813.00 370.00 11.7% 20.75 0.7% 96% True False 2,138
100 3,183.00 2,810.50 372.50 11.8% 17.75 0.6% 96% True False 1,711
120 3,183.00 2,726.75 456.25 14.4% 14.75 0.5% 97% True False 1,426
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,264.75
2.618 3,233.50
1.618 3,214.25
1.000 3,202.25
0.618 3,195.00
HIGH 3,183.00
0.618 3,175.75
0.500 3,173.50
0.382 3,171.00
LOW 3,163.75
0.618 3,151.75
1.000 3,144.50
1.618 3,132.50
2.618 3,113.25
4.250 3,082.00
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 3,173.50 3,169.00
PP 3,172.00 3,168.50
S1 3,170.75 3,168.00

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

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