E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 3,224.50 3,234.00 9.50 0.3% 3,200.50
High 3,237.75 3,241.50 3.75 0.1% 3,241.50
Low 3,224.50 3,216.50 -8.00 -0.2% 3,156.25
Close 3,232.25 3,216.50 -15.75 -0.5% 3,216.50
Range 13.25 25.00 11.75 88.7% 85.25
ATR 32.88 32.32 -0.56 -1.7% 0.00
Volume 212,425 208,460 -3,965 -1.9% 1,202,386
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,299.75 3,283.25 3,230.25
R3 3,274.75 3,258.25 3,223.50
R2 3,249.75 3,249.75 3,221.00
R1 3,233.25 3,233.25 3,218.75 3,229.00
PP 3,224.75 3,224.75 3,224.75 3,222.75
S1 3,208.25 3,208.25 3,214.25 3,204.00
S2 3,199.75 3,199.75 3,212.00
S3 3,174.75 3,183.25 3,209.50
S4 3,149.75 3,158.25 3,202.75
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,460.50 3,423.75 3,263.50
R3 3,375.25 3,338.50 3,240.00
R2 3,290.00 3,290.00 3,232.25
R1 3,253.25 3,253.25 3,224.25 3,271.50
PP 3,204.75 3,204.75 3,204.75 3,214.00
S1 3,168.00 3,168.00 3,208.75 3,186.50
S2 3,119.50 3,119.50 3,200.75
S3 3,034.25 3,082.75 3,193.00
S4 2,949.00 2,997.50 3,169.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,241.50 3,156.25 85.25 2.7% 35.00 1.1% 71% True False 240,477
10 3,241.50 3,119.75 121.75 3.8% 31.25 1.0% 79% True False 156,446
20 3,241.50 3,050.00 191.50 6.0% 34.00 1.1% 87% True False 78,628
40 3,241.50 3,038.50 203.00 6.3% 29.00 0.9% 88% True False 39,427
60 3,241.50 2,887.00 354.50 11.0% 25.25 0.8% 93% True False 26,296
80 3,241.50 2,813.00 428.50 13.3% 22.50 0.7% 94% True False 19,723
100 3,241.50 2,813.00 428.50 13.3% 19.75 0.6% 94% True False 15,778
120 3,241.50 2,726.75 514.75 16.0% 16.50 0.5% 95% True False 13,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,347.75
2.618 3,307.00
1.618 3,282.00
1.000 3,266.50
0.618 3,257.00
HIGH 3,241.50
0.618 3,232.00
0.500 3,229.00
0.382 3,226.00
LOW 3,216.50
0.618 3,201.00
1.000 3,191.50
1.618 3,176.00
2.618 3,151.00
4.250 3,110.25
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 3,229.00 3,215.00
PP 3,224.75 3,213.75
S1 3,220.75 3,212.50

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

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