E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3,202.50 3,229.75 27.25 0.9% 3,222.75
High 3,235.25 3,233.50 -1.75 -0.1% 3,237.00
Low 3,202.25 3,203.00 0.75 0.0% 3,195.75
Close 3,226.00 3,223.00 -3.00 -0.1% 3,223.00
Range 33.00 30.50 -2.50 -7.6% 41.25
ATR 32.14 32.03 -0.12 -0.4% 0.00
Volume 208,824 193,112 -15,712 -7.5% 1,067,983
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,311.25 3,297.75 3,239.75
R3 3,280.75 3,267.25 3,231.50
R2 3,250.25 3,250.25 3,228.50
R1 3,236.75 3,236.75 3,225.75 3,228.25
PP 3,219.75 3,219.75 3,219.75 3,215.50
S1 3,206.25 3,206.25 3,220.25 3,197.75
S2 3,189.25 3,189.25 3,217.50
S3 3,158.75 3,175.75 3,214.50
S4 3,128.25 3,145.25 3,206.25
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,342.25 3,324.00 3,245.75
R3 3,301.00 3,282.75 3,234.25
R2 3,259.75 3,259.75 3,230.50
R1 3,241.50 3,241.50 3,226.75 3,250.50
PP 3,218.50 3,218.50 3,218.50 3,223.25
S1 3,200.25 3,200.25 3,219.25 3,209.50
S2 3,177.25 3,177.25 3,215.50
S3 3,136.00 3,159.00 3,211.75
S4 3,094.75 3,117.75 3,200.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,237.00 3,195.75 41.25 1.3% 31.00 1.0% 66% False False 213,596
10 3,241.50 3,156.25 85.25 2.6% 33.00 1.0% 78% False False 227,036
20 3,241.50 3,060.00 181.50 5.6% 32.75 1.0% 90% False False 131,903
40 3,241.50 3,049.25 192.25 6.0% 31.25 1.0% 90% False False 66,103
60 3,241.50 2,929.50 312.00 9.7% 25.50 0.8% 94% False False 44,095
80 3,241.50 2,813.00 428.50 13.3% 24.25 0.8% 96% False False 33,072
100 3,241.50 2,813.00 428.50 13.3% 20.50 0.6% 96% False False 26,458
120 3,241.50 2,726.75 514.75 16.0% 17.75 0.5% 96% False False 22,048
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,363.00
2.618 3,313.25
1.618 3,282.75
1.000 3,264.00
0.618 3,252.25
HIGH 3,233.50
0.618 3,221.75
0.500 3,218.25
0.382 3,214.75
LOW 3,203.00
0.618 3,184.25
1.000 3,172.50
1.618 3,153.75
2.618 3,123.25
4.250 3,073.50
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3,221.50 3,220.50
PP 3,219.75 3,218.00
S1 3,218.25 3,215.50

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

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