E-mini NASDAQ-100 Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 3,184.25 3,177.25 -7.00 -0.2% 3,132.75
High 3,186.75 3,182.50 -4.25 -0.1% 3,189.25
Low 3,170.25 3,161.75 -8.50 -0.3% 3,130.50
Close 3,176.00 3,177.75 1.75 0.1% 3,177.75
Range 16.50 20.75 4.25 25.8% 58.75
ATR 35.28 34.25 -1.04 -2.9% 0.00
Volume 227,594 122,090 -105,504 -46.4% 997,463
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,236.25 3,227.75 3,189.25
R3 3,215.50 3,207.00 3,183.50
R2 3,194.75 3,194.75 3,181.50
R1 3,186.25 3,186.25 3,179.75 3,190.50
PP 3,174.00 3,174.00 3,174.00 3,176.00
S1 3,165.50 3,165.50 3,175.75 3,169.75
S2 3,153.25 3,153.25 3,174.00
S3 3,132.50 3,144.75 3,172.00
S4 3,111.75 3,124.00 3,166.25
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,342.00 3,318.75 3,210.00
R3 3,283.25 3,260.00 3,194.00
R2 3,224.50 3,224.50 3,188.50
R1 3,201.25 3,201.25 3,183.25 3,213.00
PP 3,165.75 3,165.75 3,165.75 3,171.75
S1 3,142.50 3,142.50 3,172.25 3,154.00
S2 3,107.00 3,107.00 3,167.00
S3 3,048.25 3,083.75 3,161.50
S4 2,989.50 3,025.00 3,145.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,189.25 3,130.50 58.75 1.8% 26.50 0.8% 80% False False 199,492
10 3,189.25 3,062.00 127.25 4.0% 32.75 1.0% 91% False False 221,642
20 3,189.25 3,052.50 136.75 4.3% 36.00 1.1% 92% False False 222,253
40 3,189.25 3,023.50 165.75 5.2% 32.75 1.0% 93% False False 213,565
60 3,189.25 2,817.75 371.50 11.7% 35.00 1.1% 97% False False 215,947
80 3,189.25 2,817.75 371.50 11.7% 37.00 1.2% 97% False False 177,247
100 3,189.25 2,809.75 379.50 11.9% 34.00 1.1% 97% False False 141,833
120 3,189.25 2,733.00 456.25 14.4% 33.00 1.0% 97% False False 118,201
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,270.75
2.618 3,236.75
1.618 3,216.00
1.000 3,203.25
0.618 3,195.25
HIGH 3,182.50
0.618 3,174.50
0.500 3,172.00
0.382 3,169.75
LOW 3,161.75
0.618 3,149.00
1.000 3,141.00
1.618 3,128.25
2.618 3,107.50
4.250 3,073.50
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 3,176.00 3,176.50
PP 3,174.00 3,175.50
S1 3,172.00 3,174.50

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

View Archives - Comment on this page... - Back to Index of Symbols