E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 3,178.25 3,171.75 -6.50 -0.2% 3,126.25
High 3,183.00 3,176.25 -6.75 -0.2% 3,183.00
Low 3,163.75 3,155.25 -8.50 -0.3% 3,119.75
Close 3,169.50 3,171.50 2.00 0.1% 3,171.50
Range 19.25 21.00 1.75 9.1% 63.25
ATR 32.25 31.45 -0.80 -2.5% 0.00
Volume 112,985 204,396 91,411 80.9% 362,080
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,230.75 3,222.00 3,183.00
R3 3,209.75 3,201.00 3,177.25
R2 3,188.75 3,188.75 3,175.25
R1 3,180.00 3,180.00 3,173.50 3,174.00
PP 3,167.75 3,167.75 3,167.75 3,164.50
S1 3,159.00 3,159.00 3,169.50 3,153.00
S2 3,146.75 3,146.75 3,167.75
S3 3,125.75 3,138.00 3,165.75
S4 3,104.75 3,117.00 3,160.00
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,347.75 3,323.00 3,206.25
R3 3,284.50 3,259.75 3,189.00
R2 3,221.25 3,221.25 3,183.00
R1 3,196.50 3,196.50 3,177.25 3,209.00
PP 3,158.00 3,158.00 3,158.00 3,164.25
S1 3,133.25 3,133.25 3,165.75 3,145.50
S2 3,094.75 3,094.75 3,160.00
S3 3,031.50 3,070.00 3,154.00
S4 2,968.25 3,006.75 3,136.75
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 3,119.75 63.25 2.0% 27.50 0.9% 82% False False 72,416
10 3,183.00 3,060.00 123.00 3.9% 32.50 1.0% 91% False False 36,769
20 3,183.00 3,049.25 133.75 4.2% 33.50 1.1% 91% False False 18,592
40 3,183.00 3,016.75 166.25 5.2% 26.75 0.8% 93% False False 9,376
60 3,183.00 2,813.00 370.00 11.7% 24.25 0.8% 97% False False 6,257
80 3,183.00 2,813.00 370.00 11.7% 21.00 0.7% 97% False False 4,693
100 3,183.00 2,811.25 371.75 11.7% 18.00 0.6% 97% False False 3,754
120 3,183.00 2,726.75 456.25 14.4% 15.00 0.5% 97% False False 3,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,265.50
2.618 3,231.25
1.618 3,210.25
1.000 3,197.25
0.618 3,189.25
HIGH 3,176.25
0.618 3,168.25
0.500 3,165.75
0.382 3,163.25
LOW 3,155.25
0.618 3,142.25
1.000 3,134.25
1.618 3,121.25
2.618 3,100.25
4.250 3,066.00
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 3,169.50 3,170.25
PP 3,167.75 3,169.25
S1 3,165.75 3,168.00

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

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