E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 3,356.00 3,342.25 -13.75 -0.4% 3,205.00
High 3,357.25 3,379.75 22.50 0.7% 3,348.00
Low 3,322.25 3,335.50 13.25 0.4% 3,195.00
Close 3,340.00 3,371.00 31.00 0.9% 3,342.00
Range 35.00 44.25 9.25 26.4% 153.00
ATR 41.47 41.66 0.20 0.5% 0.00
Volume 244,371 191,455 -52,916 -21.7% 1,236,913
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,494.75 3,477.25 3,395.25
R3 3,450.50 3,433.00 3,383.25
R2 3,406.25 3,406.25 3,379.00
R1 3,388.75 3,388.75 3,375.00 3,397.50
PP 3,362.00 3,362.00 3,362.00 3,366.50
S1 3,344.50 3,344.50 3,367.00 3,353.25
S2 3,317.75 3,317.75 3,363.00
S3 3,273.50 3,300.25 3,358.75
S4 3,229.25 3,256.00 3,346.75
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,754.00 3,701.00 3,426.25
R3 3,601.00 3,548.00 3,384.00
R2 3,448.00 3,448.00 3,370.00
R1 3,395.00 3,395.00 3,356.00 3,421.50
PP 3,295.00 3,295.00 3,295.00 3,308.25
S1 3,242.00 3,242.00 3,328.00 3,268.50
S2 3,142.00 3,142.00 3,314.00
S3 2,989.00 3,089.00 3,300.00
S4 2,836.00 2,936.00 3,257.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,379.75 3,306.75 73.00 2.2% 36.00 1.1% 88% True False 235,547
10 3,379.75 3,175.75 204.00 6.1% 42.00 1.2% 96% True False 240,879
20 3,379.75 3,110.75 269.00 8.0% 44.75 1.3% 97% True False 268,977
40 3,379.75 3,060.00 319.75 9.5% 39.00 1.2% 97% True False 195,627
60 3,379.75 3,049.25 330.50 9.8% 35.50 1.1% 97% True False 130,513
80 3,379.75 2,899.25 480.50 14.3% 30.50 0.9% 98% True False 97,901
100 3,379.75 2,813.00 566.75 16.8% 28.25 0.8% 98% True False 78,322
120 3,379.75 2,813.00 566.75 16.8% 24.25 0.7% 98% True False 65,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,567.75
2.618 3,495.50
1.618 3,451.25
1.000 3,424.00
0.618 3,407.00
HIGH 3,379.75
0.618 3,362.75
0.500 3,357.50
0.382 3,352.50
LOW 3,335.50
0.618 3,308.25
1.000 3,291.25
1.618 3,264.00
2.618 3,219.75
4.250 3,147.50
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 3,366.50 3,364.25
PP 3,362.00 3,357.75
S1 3,357.50 3,351.00

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

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