E-mini NASDAQ-100 Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	3,387.75	3,375.75	-12.00	-0.4%	3,361.50
High	3,400.50	3,398.50	-2.00	-0.1%	3,421.25
Low	3,370.75	3,358.50	-12.25	-0.4%	3,338.25
Close	3,375.50	3,366.50	-9.00	-0.3%	3,416.50
Range	29.75	40.00	10.25	34.5%	83.00
ATR	37.05	37.26	0.21	0.6%	0.00
Volume	258,679	290,183	31,504	12.2%	1,012,766

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,494.50	3,470.50	3,388.50
R3	3,454.50	3,430.50	3,377.50
R2	3,414.50	3,414.50	3,373.75
R1	3,390.50	3,390.50	3,370.25	3,382.50
PP	3,374.50	3,374.50	3,374.50	3,370.50
S1	3,350.50	3,350.50	3,362.75	3,342.50
S2	3,334.50	3,334.50	3,359.25
S3	3,294.50	3,310.50	3,355.50
S4	3,254.50	3,270.50	3,344.50

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,641.00	3,611.75	3,462.25
R3	3,558.00	3,528.75	3,439.25
R2	3,475.00	3,475.00	3,431.75
R1	3,445.75	3,445.75	3,424.00	3,460.50
PP	3,392.00	3,392.00	3,392.00	3,399.25
S1	3,362.75	3,362.75	3,409.00	3,377.50
S2	3,309.00	3,309.00	3,401.25
S3	3,226.00	3,279.75	3,393.75
S4	3,143.00	3,196.75	3,370.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,425.75	3,358.50	67.25	2.0%	32.00	1.0%	12%	False	True	230,915
10	3,425.75	3,310.00	115.75	3.4%	39.75	1.2%	49%	False	False	247,896
20	3,425.75	3,310.00	115.75	3.4%	35.50	1.1%	49%	False	False	232,728
40	3,425.75	3,110.75	315.00	9.4%	40.00	1.2%	81%	False	False	251,286
60	3,425.75	3,050.00	375.75	11.2%	37.50	1.1%	84%	False	False	204,815
80	3,425.75	3,049.25	376.50	11.2%	35.00	1.0%	84%	False	False	153,673
100	3,425.75	2,899.25	526.50	15.6%	31.25	0.9%	89%	False	False	122,952
120	3,425.75	2,813.00	612.75	18.2%	29.00	0.9%	90%	False	False	102,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,568.50
2.618	3,503.25
1.618	3,463.25
1.000	3,438.50
0.618	3,423.25
HIGH	3,398.50
0.618	3,383.25
0.500	3,378.50
0.382	3,373.75
LOW	3,358.50
0.618	3,333.75
1.000	3,318.50
1.618	3,293.75
2.618	3,253.75
4.250	3,188.50

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	3,378.50	3,392.00
PP	3,374.50	3,383.50
S1	3,370.50	3,375.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols