E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 3,211.00 3,215.25 4.25 0.1% 3,200.50
High 3,230.75 3,220.50 -10.25 -0.3% 3,241.50
Low 3,202.75 3,195.75 -7.00 -0.2% 3,156.25
Close 3,213.25 3,200.00 -13.25 -0.4% 3,216.50
Range 28.00 24.75 -3.25 -11.6% 85.25
ATR 32.45 31.90 -0.55 -1.7% 0.00
Volume 178,347 250,162 71,815 40.3% 1,202,386
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,279.75 3,264.50 3,213.50
R3 3,255.00 3,239.75 3,206.75
R2 3,230.25 3,230.25 3,204.50
R1 3,215.00 3,215.00 3,202.25 3,210.25
PP 3,205.50 3,205.50 3,205.50 3,203.00
S1 3,190.25 3,190.25 3,197.75 3,185.50
S2 3,180.75 3,180.75 3,195.50
S3 3,156.00 3,165.50 3,193.25
S4 3,131.25 3,140.75 3,186.50
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 3,195.75 45.75 1.4% 26.00 0.8% 9% False True 217,386
10 3,241.50 3,155.25 86.25 2.7% 30.75 1.0% 52% False False 218,581
20 3,241.50 3,050.00 191.50 6.0% 33.00 1.0% 78% False False 111,873
40 3,241.50 3,049.25 192.25 6.0% 30.25 0.9% 78% False False 56,060
60 3,241.50 2,899.25 342.25 10.7% 25.50 0.8% 88% False False 37,396
80 3,241.50 2,813.00 428.50 13.4% 23.50 0.7% 90% False False 28,048
100 3,241.50 2,813.00 428.50 13.4% 19.75 0.6% 90% False False 22,439
120 3,241.50 2,726.75 514.75 16.1% 17.25 0.5% 92% False False 18,699
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 6.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,325.75
2.618 3,285.25
1.618 3,260.50
1.000 3,245.25
0.618 3,235.75
HIGH 3,220.50
0.618 3,211.00
0.500 3,208.00
0.382 3,205.25
LOW 3,195.75
0.618 3,180.50
1.000 3,171.00
1.618 3,155.75
2.618 3,131.00
4.250 3,090.50
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 3,208.00 3,216.50
PP 3,205.50 3,211.00
S1 3,202.75 3,205.50

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

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