E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 3,361.50 3,354.75 -6.75 -0.2% 3,368.00
High 3,365.50 3,366.75 1.25 0.0% 3,398.00
Low 3,345.50 3,343.75 -1.75 -0.1% 3,310.00
Close 3,354.25 3,364.50 10.25 0.3% 3,360.50
Range 20.00 23.00 3.00 15.0% 88.00
ATR 38.20 37.11 -1.09 -2.8% 0.00
Volume 164,939 196,199 31,260 19.0% 1,279,020
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,427.25 3,419.00 3,377.25
R3 3,404.25 3,396.00 3,370.75
R2 3,381.25 3,381.25 3,368.75
R1 3,373.00 3,373.00 3,366.50 3,377.00
PP 3,358.25 3,358.25 3,358.25 3,360.50
S1 3,350.00 3,350.00 3,362.50 3,354.00
S2 3,335.25 3,335.25 3,360.25
S3 3,312.25 3,327.00 3,358.25
S4 3,289.25 3,304.00 3,351.75
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% 39.25 1.2% 62% False False 254,615
10 3,401.75 3,310.00 91.75 2.7% 35.25 1.1% 59% False False 241,054
20 3,401.75 3,234.75 167.00 5.0% 35.75 1.1% 78% False False 232,754
40 3,401.75 3,110.75 291.00 8.6% 38.50 1.1% 87% False False 249,236
60 3,401.75 3,049.25 352.50 10.5% 37.50 1.1% 89% False False 181,123
80 3,401.75 3,016.75 385.00 11.4% 33.75 1.0% 90% False False 135,886
100 3,401.75 2,813.00 588.75 17.5% 30.50 0.9% 94% False False 108,713
120 3,401.75 2,813.00 588.75 17.5% 27.25 0.8% 94% False False 90,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,464.50
2.618 3,427.00
1.618 3,404.00
1.000 3,389.75
0.618 3,381.00
HIGH 3,366.75
0.618 3,358.00
0.500 3,355.25
0.382 3,352.50
LOW 3,343.75
0.618 3,329.50
1.000 3,320.75
1.618 3,306.50
2.618 3,283.50
4.250 3,246.00
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 3,361.50 3,355.75
PP 3,358.25 3,347.00
S1 3,355.25 3,338.50

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

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