E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 3,363.50 3,392.50 29.00 0.9% 3,368.00
High 3,406.75 3,415.75 9.00 0.3% 3,398.00
Low 3,338.25 3,386.75 48.50 1.5% 3,310.00
Close 3,402.00 3,410.50 8.50 0.2% 3,360.50
Range 68.50 29.00 -39.50 -57.7% 88.00
ATR 39.36 38.62 -0.74 -1.9% 0.00
Volume 269,387 225,748 -43,639 -16.2% 1,279,020
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,491.25 3,480.00 3,426.50
R3 3,462.25 3,451.00 3,418.50
R2 3,433.25 3,433.25 3,415.75
R1 3,422.00 3,422.00 3,413.25 3,427.50
PP 3,404.25 3,404.25 3,404.25 3,407.25
S1 3,393.00 3,393.00 3,407.75 3,398.50
S2 3,375.25 3,375.25 3,405.25
S3 3,346.25 3,364.00 3,402.50
S4 3,317.25 3,335.00 3,394.50
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 3,415.75 3,310.00 105.75 3.1% 38.75 1.1% 95% True False 229,129
10 3,415.75 3,310.00 105.75 3.1% 38.00 1.1% 95% True False 236,560
20 3,415.75 3,306.75 109.00 3.2% 35.75 1.0% 95% True False 235,601
40 3,415.75 3,110.75 305.00 8.9% 39.50 1.2% 98% True False 249,928
60 3,415.75 3,049.25 366.50 10.7% 38.25 1.1% 99% True False 189,369
80 3,415.75 3,025.75 390.00 11.4% 34.25 1.0% 99% True False 142,074
100 3,415.75 2,873.00 542.75 15.9% 30.75 0.9% 99% True False 113,664
120 3,415.75 2,813.00 602.75 17.7% 28.00 0.8% 99% True False 94,721
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,539.00
2.618 3,491.75
1.618 3,462.75
1.000 3,444.75
0.618 3,433.75
HIGH 3,415.75
0.618 3,404.75
0.500 3,401.25
0.382 3,397.75
LOW 3,386.75
0.618 3,368.75
1.000 3,357.75
1.618 3,339.75
2.618 3,310.75
4.250 3,263.50
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 3,407.50 3,399.25
PP 3,404.25 3,388.25
S1 3,401.25 3,377.00

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

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