E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 3,205.00 3,253.50 48.50 1.5% 3,224.00
High 3,255.00 3,263.50 8.50 0.3% 3,232.75
Low 3,195.00 3,234.00 39.00 1.2% 3,110.75
Close 3,248.25 3,240.75 -7.50 -0.2% 3,225.50
Range 60.00 29.50 -30.50 -50.8% 122.00
ATR 43.82 42.80 -1.02 -2.3% 0.00
Volume 233,830 329,005 95,175 40.7% 1,670,961
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,334.50 3,317.25 3,257.00
R3 3,305.00 3,287.75 3,248.75
R2 3,275.50 3,275.50 3,246.25
R1 3,258.25 3,258.25 3,243.50 3,252.00
PP 3,246.00 3,246.00 3,246.00 3,243.00
S1 3,228.75 3,228.75 3,238.00 3,222.50
S2 3,216.50 3,216.50 3,235.25
S3 3,187.00 3,199.25 3,232.75
S4 3,157.50 3,169.75 3,224.50
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 3,263.50 3,110.75 152.75 4.7% 54.75 1.7% 85% True False 315,320
10 3,263.50 3,110.75 152.75 4.7% 50.50 1.6% 85% True False 303,846
20 3,263.50 3,110.75 152.75 4.7% 41.50 1.3% 85% True False 265,717
40 3,263.50 3,049.25 214.25 6.6% 38.50 1.2% 89% True False 155,308
60 3,263.50 3,016.75 246.75 7.6% 33.00 1.0% 91% True False 103,597
80 3,263.50 2,813.00 450.50 13.9% 29.25 0.9% 95% True False 77,703
100 3,263.50 2,813.00 450.50 13.9% 25.50 0.8% 95% True False 62,163
120 3,263.50 2,813.00 450.50 13.9% 22.50 0.7% 95% True False 51,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 8.23
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,389.00
2.618 3,340.75
1.618 3,311.25
1.000 3,293.00
0.618 3,281.75
HIGH 3,263.50
0.618 3,252.25
0.500 3,248.75
0.382 3,245.25
LOW 3,234.00
0.618 3,215.75
1.000 3,204.50
1.618 3,186.25
2.618 3,156.75
4.250 3,108.50
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 3,248.75 3,233.75
PP 3,246.00 3,226.75
S1 3,243.50 3,219.50

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

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