E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 3,186.50 3,224.50 38.00 1.2% 3,126.25
High 3,229.75 3,237.75 8.00 0.2% 3,183.00
Low 3,183.25 3,224.50 41.25 1.3% 3,119.75
Close 3,221.75 3,232.25 10.50 0.3% 3,171.50
Range 46.50 13.25 -33.25 -71.5% 63.25
ATR 34.18 32.88 -1.30 -3.8% 0.00
Volume 254,999 212,425 -42,574 -16.7% 362,080
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,271.25 3,265.00 3,239.50
R3 3,258.00 3,251.75 3,236.00
R2 3,244.75 3,244.75 3,234.75
R1 3,238.50 3,238.50 3,233.50 3,241.50
PP 3,231.50 3,231.50 3,231.50 3,233.00
S1 3,225.25 3,225.25 3,231.00 3,228.50
S2 3,218.25 3,218.25 3,229.75
S3 3,205.00 3,212.00 3,228.50
S4 3,191.75 3,198.75 3,225.00
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 3,237.75 3,155.25 82.50 2.6% 34.00 1.1% 93% True False 239,664
10 3,237.75 3,089.75 148.00 4.6% 34.00 1.1% 96% True False 135,778
20 3,237.75 3,049.25 188.50 5.8% 35.50 1.1% 97% True False 68,250
40 3,237.75 3,025.75 212.00 6.6% 29.00 0.9% 97% True False 34,219
60 3,237.75 2,873.00 364.75 11.3% 24.75 0.8% 98% True False 22,822
80 3,237.75 2,813.00 424.75 13.1% 22.25 0.7% 99% True False 17,117
100 3,237.75 2,813.00 424.75 13.1% 19.50 0.6% 99% True False 13,694
120 3,237.75 2,726.75 511.00 15.8% 16.25 0.5% 99% True False 11,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.10
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,294.00
2.618 3,272.50
1.618 3,259.25
1.000 3,251.00
0.618 3,246.00
HIGH 3,237.75
0.618 3,232.75
0.500 3,231.00
0.382 3,229.50
LOW 3,224.50
0.618 3,216.25
1.000 3,211.25
1.618 3,203.00
2.618 3,189.75
4.250 3,168.25
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 3,232.00 3,220.50
PP 3,231.50 3,208.75
S1 3,231.00 3,197.00

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

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