E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 3,193.50 3,205.00 11.50 0.4% 3,224.00
High 3,230.50 3,255.00 24.50 0.8% 3,232.75
Low 3,175.75 3,195.00 19.25 0.6% 3,110.75
Close 3,225.50 3,248.25 22.75 0.7% 3,225.50
Range 54.75 60.00 5.25 9.6% 122.00
ATR 42.57 43.82 1.24 2.9% 0.00
Volume 230,009 233,830 3,821 1.7% 1,670,961
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,412.75 3,390.50 3,281.25
R3 3,352.75 3,330.50 3,264.75
R2 3,292.75 3,292.75 3,259.25
R1 3,270.50 3,270.50 3,253.75 3,281.50
PP 3,232.75 3,232.75 3,232.75 3,238.25
S1 3,210.50 3,210.50 3,242.75 3,221.50
S2 3,172.75 3,172.75 3,237.25
S3 3,112.75 3,150.50 3,231.75
S4 3,052.75 3,090.50 3,215.25
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,555.75 3,512.50 3,292.50
R3 3,433.75 3,390.50 3,259.00
R2 3,311.75 3,311.75 3,247.75
R1 3,268.50 3,268.50 3,236.75 3,290.00
PP 3,189.75 3,189.75 3,189.75 3,200.50
S1 3,146.50 3,146.50 3,214.25 3,168.00
S2 3,067.75 3,067.75 3,203.25
S3 2,945.75 3,024.50 3,192.00
S4 2,823.75 2,902.50 3,158.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,255.00 3,110.75 144.25 4.4% 63.00 1.9% 95% True False 333,120
10 3,255.00 3,110.75 144.25 4.4% 51.25 1.6% 95% True False 295,980
20 3,255.00 3,110.75 144.25 4.4% 41.50 1.3% 95% True False 260,545
40 3,255.00 3,049.25 205.75 6.3% 38.50 1.2% 97% True False 147,085
60 3,255.00 3,016.75 238.25 7.3% 32.50 1.0% 97% True False 98,114
80 3,255.00 2,813.00 442.00 13.6% 29.25 0.9% 98% True False 73,590
100 3,255.00 2,813.00 442.00 13.6% 25.25 0.8% 98% True False 58,873
120 3,255.00 2,813.00 442.00 13.6% 22.25 0.7% 98% True False 49,061
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,510.00
2.618 3,412.00
1.618 3,352.00
1.000 3,315.00
0.618 3,292.00
HIGH 3,255.00
0.618 3,232.00
0.500 3,225.00
0.382 3,218.00
LOW 3,195.00
0.618 3,158.00
1.000 3,135.00
1.618 3,098.00
2.618 3,038.00
4.250 2,940.00
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 3,240.50 3,230.00
PP 3,232.75 3,212.00
S1 3,225.00 3,194.00

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

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