E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 3,171.75 3,200.50 28.75 0.9% 3,126.25
High 3,176.25 3,213.25 37.00 1.2% 3,183.00
Low 3,155.25 3,156.25 1.00 0.0% 3,119.75
Close 3,171.50 3,161.00 -10.50 -0.3% 3,171.50
Range 21.00 57.00 36.00 171.4% 63.25
ATR 31.45 33.27 1.83 5.8% 0.00
Volume 204,396 300,932 96,536 47.2% 362,080
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,347.75 3,311.50 3,192.25
R3 3,290.75 3,254.50 3,176.75
R2 3,233.75 3,233.75 3,171.50
R1 3,197.50 3,197.50 3,166.25 3,187.00
PP 3,176.75 3,176.75 3,176.75 3,171.75
S1 3,140.50 3,140.50 3,155.75 3,130.00
S2 3,119.75 3,119.75 3,150.50
S3 3,062.75 3,083.50 3,145.25
S4 3,005.75 3,026.50 3,129.75
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 3,213.25 3,153.00 60.25 1.9% 29.25 0.9% 13% True False 131,642
10 3,213.25 3,070.00 143.25 4.5% 34.50 1.1% 64% True False 66,773
20 3,213.25 3,049.25 164.00 5.2% 35.50 1.1% 68% True False 33,624
40 3,213.25 3,016.75 196.50 6.2% 28.00 0.9% 73% True False 16,898
60 3,213.25 2,813.00 400.25 12.7% 25.00 0.8% 87% True False 11,272
80 3,213.25 2,813.00 400.25 12.7% 21.25 0.7% 87% True False 8,454
100 3,213.25 2,813.00 400.25 12.7% 18.50 0.6% 87% True False 6,764
120 3,213.25 2,726.75 486.50 15.4% 15.50 0.5% 89% True False 5,637
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 8.15
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,455.50
2.618 3,362.50
1.618 3,305.50
1.000 3,270.25
0.618 3,248.50
HIGH 3,213.25
0.618 3,191.50
0.500 3,184.75
0.382 3,178.00
LOW 3,156.25
0.618 3,121.00
1.000 3,099.25
1.618 3,064.00
2.618 3,007.00
4.250 2,914.00
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 3,184.75 3,184.25
PP 3,176.75 3,176.50
S1 3,169.00 3,168.75

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

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