E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 3,400.75 3,422.50 21.75 0.6% 3,416.50
High 3,422.50 3,437.25 14.75 0.4% 3,425.75
Low 3,400.00 3,420.25 20.25 0.6% 3,358.50
Close 3,420.00 3,429.00 9.00 0.3% 3,420.00
Range 22.50 17.00 -5.50 -24.4% 67.25
ATR 36.77 35.37 -1.39 -3.8% 0.00
Volume 163,835 177,967 14,132 8.6% 1,140,797
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,479.75 3,471.50 3,438.25
R3 3,462.75 3,454.50 3,433.75
R2 3,445.75 3,445.75 3,432.00
R1 3,437.50 3,437.50 3,430.50 3,441.50
PP 3,428.75 3,428.75 3,428.75 3,431.00
S1 3,420.50 3,420.50 3,427.50 3,424.50
S2 3,411.75 3,411.75 3,426.00
S3 3,394.75 3,403.50 3,424.25
S4 3,377.75 3,386.50 3,419.75
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 3,437.25 3,358.50 78.75 2.3% 31.00 0.9% 90% True False 219,057
10 3,437.25 3,338.25 99.00 2.9% 33.75 1.0% 92% True False 216,659
20 3,437.25 3,310.00 127.25 3.7% 34.50 1.0% 94% True False 229,480
40 3,437.25 3,110.75 326.50 9.5% 39.25 1.1% 97% True False 247,857
60 3,437.25 3,070.00 367.25 10.7% 37.25 1.1% 98% True False 213,885
80 3,437.25 3,049.25 388.00 11.3% 35.50 1.0% 98% True False 160,501
100 3,437.25 2,952.75 484.50 14.1% 31.25 0.9% 98% True False 128,416
120 3,437.25 2,813.00 624.25 18.2% 29.75 0.9% 99% True False 107,014
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 9.88
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,509.50
2.618 3,481.75
1.618 3,464.75
1.000 3,454.25
0.618 3,447.75
HIGH 3,437.25
0.618 3,430.75
0.500 3,428.75
0.382 3,426.75
LOW 3,420.25
0.618 3,409.75
1.000 3,403.25
1.618 3,392.75
2.618 3,375.75
4.250 3,348.00
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 3,429.00 3,419.00
PP 3,428.75 3,408.75
S1 3,428.75 3,398.75

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

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