E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 3,367.75 3,400.75 33.00 1.0% 3,416.50
High 3,406.00 3,422.50 16.50 0.5% 3,425.75
Low 3,360.25 3,400.00 39.75 1.2% 3,358.50
Close 3,400.50 3,420.00 19.50 0.6% 3,420.00
Range 45.75 22.50 -23.25 -50.8% 67.25
ATR 37.86 36.77 -1.10 -2.9% 0.00
Volume 204,624 163,835 -40,789 -19.9% 1,140,797
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,481.75 3,473.25 3,432.50
R3 3,459.25 3,450.75 3,426.25
R2 3,436.75 3,436.75 3,424.00
R1 3,428.25 3,428.25 3,422.00 3,432.50
PP 3,414.25 3,414.25 3,414.25 3,416.25
S1 3,405.75 3,405.75 3,418.00 3,410.00
S2 3,391.75 3,391.75 3,416.00
S3 3,369.25 3,383.25 3,413.75
S4 3,346.75 3,360.75 3,407.50
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,603.25 3,578.75 3,457.00
R3 3,536.00 3,511.50 3,438.50
R2 3,468.75 3,468.75 3,432.25
R1 3,444.25 3,444.25 3,426.25 3,456.50
PP 3,401.50 3,401.50 3,401.50 3,407.50
S1 3,377.00 3,377.00 3,413.75 3,389.25
S2 3,334.25 3,334.25 3,407.75
S3 3,267.00 3,309.75 3,401.50
S4 3,199.75 3,242.50 3,383.00
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% 36.75 1.1% 91% False False 228,159
10 3,425.75 3,338.25 87.50 2.6% 34.00 1.0% 93% False False 215,356
20 3,425.75 3,310.00 115.75 3.4% 35.25 1.0% 95% False False 230,427
40 3,425.75 3,110.75 315.00 9.2% 40.00 1.2% 98% False False 250,450
60 3,425.75 3,060.00 365.75 10.7% 37.50 1.1% 98% False False 210,934
80 3,425.75 3,049.25 376.50 11.0% 35.50 1.0% 98% False False 158,276
100 3,425.75 2,929.50 496.25 14.5% 31.25 0.9% 99% False False 126,637
120 3,425.75 2,813.00 612.75 17.9% 29.50 0.9% 99% False False 105,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10.05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,518.00
2.618 3,481.50
1.618 3,459.00
1.000 3,445.00
0.618 3,436.50
HIGH 3,422.50
0.618 3,414.00
0.500 3,411.25
0.382 3,408.50
LOW 3,400.00
0.618 3,386.00
1.000 3,377.50
1.618 3,363.50
2.618 3,341.00
4.250 3,304.50
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 3,417.00 3,410.25
PP 3,414.25 3,400.25
S1 3,411.25 3,390.50

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

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