E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 3,321.75 3,361.50 39.75 1.2% 3,368.00
High 3,363.00 3,365.50 2.50 0.1% 3,398.00
Low 3,310.00 3,345.50 35.50 1.1% 3,310.00
Close 3,360.50 3,354.25 -6.25 -0.2% 3,360.50
Range 53.00 20.00 -33.00 -62.3% 88.00
ATR 39.60 38.20 -1.40 -3.5% 0.00
Volume 289,374 164,939 -124,435 -43.0% 1,279,020
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,415.00 3,404.75 3,365.25
R3 3,395.00 3,384.75 3,359.75
R2 3,375.00 3,375.00 3,358.00
R1 3,364.75 3,364.75 3,356.00 3,360.00
PP 3,355.00 3,355.00 3,355.00 3,352.75
S1 3,344.75 3,344.75 3,352.50 3,340.00
S2 3,335.00 3,335.00 3,350.50
S3 3,315.00 3,324.75 3,348.75
S4 3,295.00 3,304.75 3,343.25
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,620.25 3,578.25 3,409.00
R3 3,532.25 3,490.25 3,384.75
R2 3,444.25 3,444.25 3,376.75
R1 3,402.25 3,402.25 3,368.50 3,379.25
PP 3,356.25 3,356.25 3,356.25 3,344.50
S1 3,314.25 3,314.25 3,352.50 3,291.25
S2 3,268.25 3,268.25 3,344.25
S3 3,180.25 3,226.25 3,336.25
S4 3,092.25 3,138.25 3,312.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,398.00 3,310.00 88.00 2.6% 41.75 1.2% 50% False False 260,289
10 3,401.75 3,310.00 91.75 2.7% 35.50 1.1% 48% False False 242,302
20 3,401.75 3,234.00 167.75 5.0% 36.00 1.1% 72% False False 239,395
40 3,401.75 3,110.75 291.00 8.7% 38.75 1.2% 84% False False 249,970
60 3,401.75 3,049.25 352.50 10.5% 37.75 1.1% 87% False False 177,855
80 3,401.75 3,016.75 385.00 11.5% 33.25 1.0% 88% False False 133,434
100 3,401.75 2,813.00 588.75 17.6% 30.50 0.9% 92% False False 106,751
120 3,401.75 2,813.00 588.75 17.6% 27.00 0.8% 92% False False 88,960
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.83
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3,450.50
2.618 3,417.75
1.618 3,397.75
1.000 3,385.50
0.618 3,377.75
HIGH 3,365.50
0.618 3,357.75
0.500 3,355.50
0.382 3,353.25
LOW 3,345.50
0.618 3,333.25
1.000 3,325.50
1.618 3,313.25
2.618 3,293.25
4.250 3,260.50
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 3,355.50 3,352.25
PP 3,355.00 3,350.50
S1 3,354.75 3,348.50

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

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