E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 3,368.00 3,378.00 10.00 0.3% 3,374.25
High 3,387.25 3,390.50 3.25 0.1% 3,401.75
Low 3,366.75 3,355.75 -11.00 -0.3% 3,357.50
Close 3,377.50 3,379.75 2.25 0.1% 3,368.00
Range 20.50 34.75 14.25 69.5% 44.25
ATR 36.71 36.57 -0.14 -0.4% 0.00
Volume 142,512 224,570 82,058 57.6% 1,175,972
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,479.50 3,464.50 3,398.75
R3 3,444.75 3,429.75 3,389.25
R2 3,410.00 3,410.00 3,386.00
R1 3,395.00 3,395.00 3,383.00 3,402.50
PP 3,375.25 3,375.25 3,375.25 3,379.00
S1 3,360.25 3,360.25 3,376.50 3,367.75
S2 3,340.50 3,340.50 3,373.50
S3 3,305.75 3,325.50 3,370.25
S4 3,271.00 3,290.75 3,360.75
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,508.50 3,482.50 3,392.25
R3 3,464.25 3,438.25 3,380.25
R2 3,420.00 3,420.00 3,376.00
R1 3,394.00 3,394.00 3,372.00 3,385.00
PP 3,375.75 3,375.75 3,375.75 3,371.25
S1 3,349.75 3,349.75 3,364.00 3,340.50
S2 3,331.50 3,331.50 3,360.00
S3 3,287.25 3,305.50 3,355.75
S4 3,243.00 3,261.25 3,343.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,401.75 3,355.75 46.00 1.4% 31.50 0.9% 52% False True 227,494
10 3,401.75 3,322.25 79.50 2.4% 32.25 1.0% 72% False False 220,189
20 3,401.75 3,110.75 291.00 8.6% 39.75 1.2% 92% False False 247,931
40 3,401.75 3,110.75 291.00 8.6% 37.50 1.1% 92% False False 239,277
60 3,401.75 3,049.25 352.50 10.4% 36.75 1.1% 94% False False 159,924
80 3,401.75 3,016.75 385.00 11.4% 32.00 0.9% 94% False False 119,975
100 3,401.75 2,813.00 588.75 17.4% 29.00 0.9% 96% False False 95,983
120 3,401.75 2,813.00 588.75 17.4% 26.00 0.8% 96% False False 79,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,538.25
2.618 3,481.50
1.618 3,446.75
1.000 3,425.25
0.618 3,412.00
HIGH 3,390.50
0.618 3,377.25
0.500 3,373.00
0.382 3,369.00
LOW 3,355.75
0.618 3,334.25
1.000 3,321.00
1.618 3,299.50
2.618 3,264.75
4.250 3,208.00
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 3,377.50 3,377.50
PP 3,375.25 3,375.25
S1 3,373.00 3,373.00

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

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