E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 3,215.25 3,202.50 -12.75 -0.4% 3,200.50
High 3,220.50 3,235.25 14.75 0.5% 3,241.50
Low 3,195.75 3,202.25 6.50 0.2% 3,156.25
Close 3,200.00 3,226.00 26.00 0.8% 3,216.50
Range 24.75 33.00 8.25 33.3% 85.25
ATR 31.90 32.14 0.24 0.7% 0.00
Volume 250,162 208,824 -41,338 -16.5% 1,202,386
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,320.25 3,306.00 3,244.25
R3 3,287.25 3,273.00 3,235.00
R2 3,254.25 3,254.25 3,232.00
R1 3,240.00 3,240.00 3,229.00 3,247.00
PP 3,221.25 3,221.25 3,221.25 3,224.75
S1 3,207.00 3,207.00 3,223.00 3,214.00
S2 3,188.25 3,188.25 3,220.00
S3 3,155.25 3,174.00 3,217.00
S4 3,122.25 3,141.00 3,207.75
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 3,195.75 45.75 1.4% 30.00 0.9% 66% False False 216,666
10 3,241.50 3,155.25 86.25 2.7% 32.00 1.0% 82% False False 228,165
20 3,241.50 3,060.00 181.50 5.6% 33.25 1.0% 91% False False 122,278
40 3,241.50 3,049.25 192.25 6.0% 30.75 1.0% 92% False False 61,281
60 3,241.50 2,899.25 342.25 10.6% 25.75 0.8% 95% False False 40,876
80 3,241.50 2,813.00 428.50 13.3% 24.00 0.7% 96% False False 30,658
100 3,241.50 2,813.00 428.50 13.3% 20.25 0.6% 96% False False 24,527
120 3,241.50 2,726.75 514.75 16.0% 17.50 0.5% 97% False False 20,439
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,375.50
2.618 3,321.75
1.618 3,288.75
1.000 3,268.25
0.618 3,255.75
HIGH 3,235.25
0.618 3,222.75
0.500 3,218.75
0.382 3,214.75
LOW 3,202.25
0.618 3,181.75
1.000 3,169.25
1.618 3,148.75
2.618 3,115.75
4.250 3,062.00
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 3,223.50 3,222.50
PP 3,221.25 3,219.00
S1 3,218.75 3,215.50

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

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