E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 3,380.00 3,377.25 -2.75 -0.1% 3,374.25
High 3,394.00 3,388.50 -5.50 -0.2% 3,401.75
Low 3,360.75 3,357.50 -3.25 -0.1% 3,357.50
Close 3,369.00 3,368.00 -1.00 0.0% 3,368.00
Range 33.25 31.00 -2.25 -6.8% 44.25
ATR 38.49 37.96 -0.54 -1.4% 0.00
Volume 252,511 230,311 -22,200 -8.8% 1,175,972
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,464.25 3,447.25 3,385.00
R3 3,433.25 3,416.25 3,376.50
R2 3,402.25 3,402.25 3,373.75
R1 3,385.25 3,385.25 3,370.75 3,378.25
PP 3,371.25 3,371.25 3,371.25 3,368.00
S1 3,354.25 3,354.25 3,365.25 3,347.25
S2 3,340.25 3,340.25 3,362.25
S3 3,309.25 3,323.25 3,359.50
S4 3,278.25 3,292.25 3,351.00
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,508.50 3,482.50 3,392.25
R3 3,464.25 3,438.25 3,380.25
R2 3,420.00 3,420.00 3,376.00
R1 3,394.00 3,394.00 3,372.00 3,385.00
PP 3,375.75 3,375.75 3,375.75 3,371.25
S1 3,349.75 3,349.75 3,364.00 3,340.50
S2 3,331.50 3,331.50 3,360.00
S3 3,287.25 3,305.50 3,355.75
S4 3,243.00 3,261.25 3,343.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,401.75 3,357.50 44.25 1.3% 31.25 0.9% 24% False True 235,194
10 3,401.75 3,322.25 79.50 2.4% 32.50 1.0% 58% False False 234,086
20 3,401.75 3,110.75 291.00 8.6% 42.00 1.2% 88% False False 262,436
40 3,401.75 3,110.75 291.00 8.6% 38.00 1.1% 88% False False 230,446
60 3,401.75 3,049.25 352.50 10.5% 36.50 1.1% 90% False False 153,814
80 3,401.75 3,016.75 385.00 11.4% 31.50 0.9% 91% False False 115,387
100 3,401.75 2,813.00 588.75 17.5% 29.25 0.9% 94% False False 92,312
120 3,401.75 2,813.00 588.75 17.5% 25.75 0.8% 94% False False 76,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,520.25
2.618 3,469.75
1.618 3,438.75
1.000 3,419.50
0.618 3,407.75
HIGH 3,388.50
0.618 3,376.75
0.500 3,373.00
0.382 3,369.25
LOW 3,357.50
0.618 3,338.25
1.000 3,326.50
1.618 3,307.25
2.618 3,276.25
4.250 3,225.75
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 3,373.00 3,379.50
PP 3,371.25 3,375.75
S1 3,369.75 3,372.00

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

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