E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 3,374.25 3,377.75 3.50 0.1% 3,344.75
High 3,391.00 3,392.25 1.25 0.0% 3,392.75
Low 3,360.75 3,368.50 7.75 0.2% 3,322.25
Close 3,383.25 3,384.00 0.75 0.0% 3,373.75
Range 30.25 23.75 -6.50 -21.5% 70.50
ATR 40.17 39.00 -1.17 -2.9% 0.00
Volume 196,908 208,676 11,768 6.0% 1,164,890
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,452.75 3,442.25 3,397.00
R3 3,429.00 3,418.50 3,390.50
R2 3,405.25 3,405.25 3,388.25
R1 3,394.75 3,394.75 3,386.25 3,400.00
PP 3,381.50 3,381.50 3,381.50 3,384.25
S1 3,371.00 3,371.00 3,381.75 3,376.25
S2 3,357.75 3,357.75 3,379.75
S3 3,334.00 3,347.25 3,377.50
S4 3,310.25 3,323.50 3,371.00
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,574.50 3,544.50 3,412.50
R3 3,504.00 3,474.00 3,393.25
R2 3,433.50 3,433.50 3,386.75
R1 3,403.50 3,403.50 3,380.25 3,418.50
PP 3,363.00 3,363.00 3,363.00 3,370.50
S1 3,333.00 3,333.00 3,367.25 3,348.00
S2 3,292.50 3,292.50 3,360.75
S3 3,222.00 3,262.50 3,354.25
S4 3,151.50 3,192.00 3,335.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,392.75 3,322.25 70.50 2.1% 33.00 1.0% 88% False False 212,885
10 3,392.75 3,234.75 158.00 4.7% 36.25 1.1% 94% False False 224,455
20 3,392.75 3,110.75 282.00 8.3% 43.25 1.3% 97% False False 264,150
40 3,392.75 3,076.75 316.00 9.3% 38.25 1.1% 97% False False 211,292
60 3,392.75 3,049.25 343.50 10.2% 36.00 1.1% 97% False False 140,985
80 3,392.75 2,968.25 424.50 12.5% 30.75 0.9% 98% False False 105,758
100 3,392.75 2,813.00 579.75 17.1% 29.00 0.9% 98% False False 84,608
120 3,392.75 2,813.00 579.75 17.1% 24.75 0.7% 98% False False 70,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,493.25
2.618 3,454.50
1.618 3,430.75
1.000 3,416.00
0.618 3,407.00
HIGH 3,392.25
0.618 3,383.25
0.500 3,380.50
0.382 3,377.50
LOW 3,368.50
0.618 3,353.75
1.000 3,344.75
1.618 3,330.00
2.618 3,306.25
4.250 3,267.50
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 3,382.75 3,381.50
PP 3,381.50 3,379.25
S1 3,380.50 3,376.75

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

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