E-mini NASDAQ-100 Future June 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 2,960.75 2,888.00 -72.75 -2.5% 2,936.50
High 2,962.25 2,907.50 -54.75 -1.8% 3,003.50
Low 2,882.25 2,882.25 0.00 0.0% 2,882.25
Close 2,886.50 2,895.50 9.00 0.3% 2,895.50
Range 80.00 25.25 -54.75 -68.4% 121.25
ATR 45.02 43.61 -1.41 -3.1% 0.00
Volume 81,024 1,803 -79,221 -97.8% 358,023
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 2,970.75 2,958.50 2,909.50
R3 2,945.50 2,933.25 2,902.50
R2 2,920.25 2,920.25 2,900.25
R1 2,908.00 2,908.00 2,897.75 2,914.00
PP 2,895.00 2,895.00 2,895.00 2,898.25
S1 2,882.75 2,882.75 2,893.25 2,889.00
S2 2,869.75 2,869.75 2,890.75
S3 2,844.50 2,857.50 2,888.50
S4 2,819.25 2,832.25 2,881.50
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 3,290.75 3,214.50 2,962.25
R3 3,169.50 3,093.25 2,928.75
R2 3,048.25 3,048.25 2,917.75
R1 2,972.00 2,972.00 2,906.50 2,949.50
PP 2,927.00 2,927.00 2,927.00 2,916.00
S1 2,850.75 2,850.75 2,884.50 2,828.25
S2 2,805.75 2,805.75 2,873.25
S3 2,684.50 2,729.50 2,862.25
S4 2,563.25 2,608.25 2,828.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,003.50 2,882.25 121.25 4.2% 47.00 1.6% 11% False True 71,604
10 3,004.00 2,882.25 121.75 4.2% 46.50 1.6% 11% False True 164,510
20 3,036.75 2,882.25 154.50 5.3% 45.50 1.6% 9% False True 213,783
40 3,053.50 2,822.25 231.25 8.0% 38.25 1.3% 32% False False 204,280
60 3,053.50 2,724.00 329.50 11.4% 39.75 1.4% 52% False False 216,847
80 3,053.50 2,707.50 346.00 11.9% 37.25 1.3% 54% False False 201,405
100 3,053.50 2,683.50 370.00 12.8% 35.75 1.2% 57% False False 161,227
120 3,053.50 2,569.50 484.00 16.7% 33.25 1.1% 67% False False 134,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.28
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,014.75
2.618 2,973.50
1.618 2,948.25
1.000 2,932.75
0.618 2,923.00
HIGH 2,907.50
0.618 2,897.75
0.500 2,895.00
0.382 2,892.00
LOW 2,882.25
0.618 2,866.75
1.000 2,857.00
1.618 2,841.50
2.618 2,816.25
4.250 2,775.00
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 2,895.25 2,943.00
PP 2,895.00 2,927.00
S1 2,895.00 2,911.25

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

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