E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 3,471.25 3,457.00 -14.25 -0.4% 3,505.00
High 3,479.50 3,478.25 -1.25 0.0% 3,524.75
Low 3,455.50 3,449.75 -5.75 -0.2% 3,449.75
Close 3,459.50 3,457.50 -2.00 -0.1% 3,457.50
Range 24.00 28.50 4.50 18.8% 75.00
ATR 32.01 31.75 -0.25 -0.8% 0.00
Volume 300,255 152,854 -147,401 -49.1% 1,128,471
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,547.25 3,531.00 3,473.25
R3 3,518.75 3,502.50 3,465.25
R2 3,490.25 3,490.25 3,462.75
R1 3,474.00 3,474.00 3,460.00 3,482.00
PP 3,461.75 3,461.75 3,461.75 3,466.00
S1 3,445.50 3,445.50 3,455.00 3,453.50
S2 3,433.25 3,433.25 3,452.25
S3 3,404.75 3,417.00 3,449.75
S4 3,376.25 3,388.50 3,441.75
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,702.25 3,655.00 3,498.75
R3 3,627.25 3,580.00 3,478.00
R2 3,552.25 3,552.25 3,471.25
R1 3,505.00 3,505.00 3,464.50 3,491.00
PP 3,477.25 3,477.25 3,477.25 3,470.50
S1 3,430.00 3,430.00 3,450.50 3,416.00
S2 3,402.25 3,402.25 3,443.75
S3 3,327.25 3,355.00 3,437.00
S4 3,252.25 3,280.00 3,416.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,524.75 3,449.75 75.00 2.2% 29.25 0.8% 10% False True 225,694
10 3,524.75 3,449.75 75.00 2.2% 29.25 0.8% 10% False True 237,082
20 3,524.75 3,358.50 166.25 4.8% 29.75 0.9% 60% False False 213,956
40 3,524.75 3,306.75 218.00 6.3% 32.75 0.9% 69% False False 224,778
60 3,524.75 3,110.75 414.00 12.0% 36.25 1.0% 84% False False 237,937
80 3,524.75 3,049.25 475.50 13.8% 36.00 1.0% 86% False False 195,516
100 3,524.75 3,025.75 499.00 14.4% 33.25 1.0% 87% False False 156,450
120 3,524.75 2,873.00 651.75 18.9% 30.50 0.9% 90% False False 130,380
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 6.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,599.50
2.618 3,552.75
1.618 3,524.25
1.000 3,506.75
0.618 3,495.75
HIGH 3,478.25
0.618 3,467.25
0.500 3,464.00
0.382 3,460.75
LOW 3,449.75
0.618 3,432.25
1.000 3,421.25
1.618 3,403.75
2.618 3,375.25
4.250 3,328.50
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 3,464.00 3,486.00
PP 3,461.75 3,476.50
S1 3,459.75 3,467.00

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

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