E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 2,678.50 2,718.75 40.25 1.5% 2,644.25
High 2,731.75 2,718.75 -13.00 -0.5% 2,650.00
Low 2,678.50 2,718.75 40.25 1.5% 2,579.75
Close 2,731.75 2,718.75 -13.00 -0.5% 2,579.75
Range 53.25 0.00 -53.25 -100.0% 70.25
ATR 32.63 31.22 -1.40 -4.3% 0.00
Volume 20 34 14 70.0% 165
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,718.75 2,718.75 2,718.75
R3 2,718.75 2,718.75 2,718.75
R2 2,718.75 2,718.75 2,718.75
R1 2,718.75 2,718.75 2,718.75 2,718.75
PP 2,718.75 2,718.75 2,718.75 2,718.75
S1 2,718.75 2,718.75 2,718.75 2,718.75
S2 2,718.75 2,718.75 2,718.75
S3 2,718.75 2,718.75 2,718.75
S4 2,718.75 2,718.75 2,718.75
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,814.00 2,767.00 2,618.50
R3 2,743.75 2,696.75 2,599.00
R2 2,673.50 2,673.50 2,592.75
R1 2,626.50 2,626.50 2,586.25 2,615.00
PP 2,603.25 2,603.25 2,603.25 2,597.25
S1 2,556.25 2,556.25 2,573.25 2,544.50
S2 2,533.00 2,533.00 2,566.75
S3 2,462.75 2,486.00 2,560.50
S4 2,392.50 2,415.75 2,541.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,731.75 2,569.50 162.25 6.0% 42.50 1.6% 92% False False 27
10 2,731.75 2,569.50 162.25 6.0% 30.50 1.1% 92% False False 62
20 2,731.75 2,569.50 162.25 6.0% 16.25 0.6% 92% False False 32
40 2,731.75 2,502.00 229.75 8.5% 8.50 0.3% 94% False False 16
60 2,758.75 2,502.00 256.75 9.4% 6.50 0.2% 84% False False 11
80 2,842.50 2,502.00 340.50 12.5% 5.25 0.2% 64% False False 9
100 2,842.50 2,502.00 340.50 12.5% 4.50 0.2% 64% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.98
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,718.75
2.618 2,718.75
1.618 2,718.75
1.000 2,718.75
0.618 2,718.75
HIGH 2,718.75
0.618 2,718.75
0.500 2,718.75
0.382 2,718.75
LOW 2,718.75
0.618 2,718.75
1.000 2,718.75
1.618 2,718.75
2.618 2,718.75
4.250 2,718.75
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 2,718.75 2,696.00
PP 2,718.75 2,673.25
S1 2,718.75 2,650.50

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

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