E-mini NASDAQ-100 Future March 2013

Trading Metrics calculated at close of trading on 02-Oct-2012

NQH13 began trading on 07/06/2012 and has 62 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 12/24/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.06)

Moving Averages

Neutral

0.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 6.89x

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	2,777.00	2,789.75	12.75	0.5%	2,833.25
High	2,815.50	2,789.75	-25.75	-0.9%	2,833.25
Low	2,776.75	2,776.25	-0.50	-0.0%	2,767.50
Close	2,781.50	2,788.75	7.25	0.3%	2,785.25
Range	38.75	13.50	-25.25	-65.2%	65.75
ATR(14)	19.22	18.81	-0.41	-2.1%	17.72
Volume	15	42	27	180.0%	33

Multi-Period Performance

1-Month (21d)

1.1%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

7.4%

52-Week Range

52W Low: 2,525.50 (10.4%)

Position (82%)

52W High: 2,848.00 (2.1%)

Daily Pivots for day following 02-Oct-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	2,825.50	2,820.50	2,796.25
R3	2,812.00	2,807.00	2,792.50
R2	2,798.50	2,798.50	2,791.25
R1	2,793.50	2,793.50	2,790.00	2,789.25
PP	2,785.00	2,785.00	2,785.00	2,782.75
S1	2,780.00	2,780.00	2,787.50	2,775.75
S2	2,771.50	2,771.50	2,786.25
S3	2,758.00	2,766.50	2,785.00
S4	2,744.50	2,753.00	2,781.25

Weekly Pivots for week ending 28-Sep-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	2,992.50	2,954.75	2,821.50
R3	2,926.75	2,889.00	2,803.25
R2	2,861.00	2,861.00	2,797.25
R1	2,823.25	2,823.25	2,791.25	2,809.25
PP	2,795.25	2,795.25	2,795.25	2,788.50
S1	2,757.50	2,757.50	2,779.25	2,743.50
S2	2,729.50	2,729.50	2,773.25
S3	2,663.75	2,691.75	2,767.25
S4	2,598.00	2,626.00	2,749.00

Fisher Pivots for day following 02-Oct-2012

Pivot	1 Day	3 Day
R1	2,786.75	2,796.00
PP	2,785.00	2,793.50
S1	2,783.00	2,791.25

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	2,847.25
2.618	2,825.00
1.618	2,811.50
1.000	2,803.25
0.618	2,798.00
HIGH	2,789.75
0.618	2,784.50
0.500	2,783.00
0.382	2,781.50
LOW	2,776.25
0.618	2,768.00
1.000	2,762.75
1.618	2,754.50
2.618	2,741.00
4.250	2,719.00

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	2,772.00
38.2%	2,724.75
50.0%	2,686.75
61.8%	2,648.75
78.6%	2,594.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	2,786.25	2.50	0.1%	Above
10-Day SMA	2,810.25	-21.50	-0.8%	Below
20-Day SMA	2,807.50	-18.75	-0.7%	Below
50-Day SMA	2,741.00	47.75	1.7%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 2,868.75

Middle: 2,807.50

Lower: 2,746.00

Bandwidth: 4.4%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.49

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

14.11

Signal: 24.66 · Hist: -10.55

Stochastic (14, 3)

Neutral

%K: 26.40

%D: 22.11

StochRSI (14)

Neutral

%K: 16.92

%D: 19.25

ADX (14) & Trend

Neutral

20.83

+DI: 37.40 · -DI: 33.40

CCI (20)

Neutral

-59.89

Range -100 to +100

Williams %R (14)

Neutral

-73.60

Range -100 to 0

Ultimate Oscillator

Neutral

37.45

Periods: 7, 14, 28

ROC (12)

Bearish

-1.97%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-10.83

Bull: -10.83 · Bear: -24.33

Crabel Price Patterns

Pattern	Signal / Value
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	0.75
Narrowest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,815.50	2,767.50	48.00	1.7%	24.50	0.9%	44%	False	False	17
10	2,848.00	2,767.50	80.50	2.9%	15.25	0.6%	26%	False	False	10
20	2,848.00	2,755.00	93.00	3.3%	8.75	0.3%	36%	False	False	6
40	2,848.00	2,693.75	154.25	5.5%	4.75	0.2%	62%	False	False	4
60	2,848.00	2,525.50	322.50	11.6%	3.50	0.1%	82%	False	False	3

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