E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 3,077.00 3,056.25 -20.75 -0.7% 3,105.50
High 3,090.75 3,104.75 14.00 0.5% 3,139.25
Low 3,055.00 3,049.25 -5.75 -0.2% 3,061.25
Close 3,055.75 3,094.75 39.00 1.3% 3,062.75
Range 35.75 55.50 19.75 55.2% 78.00
ATR 26.40 28.48 2.08 7.9% 0.00
Volume 176 905 729 414.2% 1,080
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,249.50 3,227.50 3,125.25
R3 3,194.00 3,172.00 3,110.00
R2 3,138.50 3,138.50 3,105.00
R1 3,116.50 3,116.50 3,099.75 3,127.50
PP 3,083.00 3,083.00 3,083.00 3,088.50
S1 3,061.00 3,061.00 3,089.75 3,072.00
S2 3,027.50 3,027.50 3,084.50
S3 2,972.00 3,005.50 3,079.50
S4 2,916.50 2,950.00 3,064.25
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,321.75 3,270.25 3,105.75
R3 3,243.75 3,192.25 3,084.25
R2 3,165.75 3,165.75 3,077.00
R1 3,114.25 3,114.25 3,070.00 3,101.00
PP 3,087.75 3,087.75 3,087.75 3,081.00
S1 3,036.25 3,036.25 3,055.50 3,023.00
S2 3,009.75 3,009.75 3,048.50
S3 2,931.75 2,958.25 3,041.25
S4 2,853.75 2,880.25 3,019.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,104.75 3,049.25 55.50 1.8% 33.25 1.1% 82% True True 332
10 3,139.25 3,049.25 90.00 2.9% 30.50 1.0% 51% False True 287
20 3,139.25 3,038.50 100.75 3.3% 24.25 0.8% 56% False False 226
40 3,139.25 2,887.00 252.25 8.2% 20.75 0.7% 82% False False 130
60 3,139.25 2,813.00 326.25 10.5% 18.75 0.6% 86% False False 87
80 3,139.25 2,813.00 326.25 10.5% 16.00 0.5% 86% False False 66
100 3,139.25 2,726.75 412.50 13.3% 13.00 0.4% 89% False False 53
120 3,139.25 2,726.75 412.50 13.3% 11.00 0.4% 89% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.03
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 3,340.50
2.618 3,250.00
1.618 3,194.50
1.000 3,160.25
0.618 3,139.00
HIGH 3,104.75
0.618 3,083.50
0.500 3,077.00
0.382 3,070.50
LOW 3,049.25
0.618 3,015.00
1.000 2,993.75
1.618 2,959.50
2.618 2,904.00
4.250 2,813.50
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 3,088.75 3,088.75
PP 3,083.00 3,083.00
S1 3,077.00 3,077.00

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

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