E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 3,469.00 3,493.00 24.00 0.7% 3,422.50
High 3,496.50 3,501.25 4.75 0.1% 3,496.50
Low 3,468.75 3,476.75 8.00 0.2% 3,420.25
Close 3,487.50 3,483.00 -4.50 -0.1% 3,487.50
Range 27.75 24.50 -3.25 -11.7% 76.25
ATR 34.13 33.44 -0.69 -2.0% 0.00
Volume 97,742 231,123 133,381 136.5% 611,006
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,560.50 3,546.25 3,496.50
R3 3,536.00 3,521.75 3,489.75
R2 3,511.50 3,511.50 3,487.50
R1 3,497.25 3,497.25 3,485.25 3,492.00
PP 3,487.00 3,487.00 3,487.00 3,484.50
S1 3,472.75 3,472.75 3,480.75 3,467.50
S2 3,462.50 3,462.50 3,478.50
S3 3,438.00 3,448.25 3,476.25
S4 3,413.50 3,423.75 3,469.50
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,696.75 3,668.50 3,529.50
R3 3,620.50 3,592.25 3,508.50
R2 3,544.25 3,544.25 3,501.50
R1 3,516.00 3,516.00 3,494.50 3,530.00
PP 3,468.00 3,468.00 3,468.00 3,475.25
S1 3,439.75 3,439.75 3,480.50 3,454.00
S2 3,391.75 3,391.75 3,473.50
S3 3,315.50 3,363.50 3,466.50
S4 3,239.25 3,287.25 3,445.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,501.25 3,420.25 81.00 2.3% 25.75 0.7% 77% True False 168,425
10 3,501.25 3,358.50 142.75 4.1% 31.25 0.9% 87% True False 198,292
20 3,501.25 3,310.00 191.25 5.5% 34.00 1.0% 90% True False 213,735
40 3,501.25 3,110.75 390.50 11.2% 38.00 1.1% 95% True False 238,086
60 3,501.25 3,110.75 390.50 11.2% 36.50 1.1% 95% True False 224,876
80 3,501.25 3,049.25 452.00 13.0% 35.75 1.0% 96% True False 168,794
100 3,501.25 3,016.75 484.50 13.9% 32.00 0.9% 96% True False 135,057
120 3,501.25 2,813.00 688.25 19.8% 30.00 0.9% 97% True False 112,549
Crabel Price Patterns
NR True
NR4 True
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 6.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,605.50
2.618 3,565.50
1.618 3,541.00
1.000 3,525.75
0.618 3,516.50
HIGH 3,501.25
0.618 3,492.00
0.500 3,489.00
0.382 3,486.00
LOW 3,476.75
0.618 3,461.50
1.000 3,452.25
1.618 3,437.00
2.618 3,412.50
4.250 3,372.50
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 3,489.00 3,479.75
PP 3,487.00 3,476.75
S1 3,485.00 3,473.50

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

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