E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 3,229.75 3,211.50 -18.25 -0.6% 3,222.75
High 3,233.50 3,223.25 -10.25 -0.3% 3,237.00
Low 3,203.00 3,178.25 -24.75 -0.8% 3,195.75
Close 3,223.00 3,209.00 -14.00 -0.4% 3,223.00
Range 30.50 45.00 14.50 47.5% 41.25
ATR 32.03 32.95 0.93 2.9% 0.00
Volume 193,112 281,669 88,557 45.9% 1,067,983
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 3,338.50 3,318.75 3,233.75
R3 3,293.50 3,273.75 3,221.50
R2 3,248.50 3,248.50 3,217.25
R1 3,228.75 3,228.75 3,213.00 3,216.00
PP 3,203.50 3,203.50 3,203.50 3,197.25
S1 3,183.75 3,183.75 3,205.00 3,171.00
S2 3,158.50 3,158.50 3,200.75
S3 3,113.50 3,138.75 3,196.50
S4 3,068.50 3,093.75 3,184.25
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 3,235.25 3,178.25 57.00 1.8% 32.25 1.0% 54% False True 222,422
10 3,241.50 3,156.25 85.25 2.7% 31.75 1.0% 62% False False 225,110
20 3,241.50 3,070.00 171.50 5.3% 33.00 1.0% 81% False False 145,941
40 3,241.50 3,049.25 192.25 6.0% 31.75 1.0% 83% False False 73,144
60 3,241.50 2,952.75 288.75 9.0% 25.75 0.8% 89% False False 48,789
80 3,241.50 2,813.00 428.50 13.4% 25.00 0.8% 92% False False 36,593
100 3,241.50 2,813.00 428.50 13.4% 20.75 0.6% 92% False False 29,275
120 3,241.50 2,726.75 514.75 16.0% 18.00 0.6% 94% False False 24,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.65
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,414.50
2.618 3,341.00
1.618 3,296.00
1.000 3,268.25
0.618 3,251.00
HIGH 3,223.25
0.618 3,206.00
0.500 3,200.75
0.382 3,195.50
LOW 3,178.25
0.618 3,150.50
1.000 3,133.25
1.618 3,105.50
2.618 3,060.50
4.250 2,987.00
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 3,206.25 3,208.25
PP 3,203.50 3,207.50
S1 3,200.75 3,206.75

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

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