E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 3,422.50 3,426.75 4.25 0.1% 3,416.50
High 3,437.25 3,456.00 18.75 0.5% 3,425.75
Low 3,420.25 3,422.75 2.50 0.1% 3,358.50
Close 3,429.00 3,447.25 18.25 0.5% 3,420.00
Range 17.00 33.25 16.25 95.6% 67.25
ATR 35.37 35.22 -0.15 -0.4% 0.00
Volume 177,967 188,922 10,955 6.2% 1,140,797
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,541.75 3,527.75 3,465.50
R3 3,508.50 3,494.50 3,456.50
R2 3,475.25 3,475.25 3,453.25
R1 3,461.25 3,461.25 3,450.25 3,468.25
PP 3,442.00 3,442.00 3,442.00 3,445.50
S1 3,428.00 3,428.00 3,444.25 3,435.00
S2 3,408.75 3,408.75 3,441.25
S3 3,375.50 3,394.75 3,438.00
S4 3,342.25 3,361.50 3,429.00
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 3,456.00 3,358.50 97.50 2.8% 31.75 0.9% 91% True False 205,106
10 3,456.00 3,338.25 117.75 3.4% 34.75 1.0% 93% True False 215,931
20 3,456.00 3,310.00 146.00 4.2% 35.00 1.0% 94% True False 228,493
40 3,456.00 3,110.75 345.25 10.0% 39.25 1.1% 97% True False 246,321
60 3,456.00 3,076.75 379.25 11.0% 37.25 1.1% 98% True False 217,026
80 3,456.00 3,049.25 406.75 11.8% 35.75 1.0% 98% True False 162,862
100 3,456.00 2,968.25 487.75 14.1% 31.50 0.9% 98% True False 130,305
120 3,456.00 2,813.00 643.00 18.7% 30.00 0.9% 99% True False 108,589
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 9.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,597.25
2.618 3,543.00
1.618 3,509.75
1.000 3,489.25
0.618 3,476.50
HIGH 3,456.00
0.618 3,443.25
0.500 3,439.50
0.382 3,435.50
LOW 3,422.75
0.618 3,402.25
1.000 3,389.50
1.618 3,369.00
2.618 3,335.75
4.250 3,281.50
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 3,444.50 3,440.75
PP 3,442.00 3,434.50
S1 3,439.50 3,428.00

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

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