E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 3,354.75 3,363.50 8.75 0.3% 3,368.00
High 3,366.75 3,406.75 40.00 1.2% 3,398.00
Low 3,343.75 3,338.25 -5.50 -0.2% 3,310.00
Close 3,364.50 3,402.00 37.50 1.1% 3,360.50
Range 23.00 68.50 45.50 197.8% 88.00
ATR 37.11 39.36 2.24 6.0% 0.00
Volume 196,199 269,387 73,188 37.3% 1,279,020
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,587.75 3,563.50 3,439.75
R3 3,519.25 3,495.00 3,420.75
R2 3,450.75 3,450.75 3,414.50
R1 3,426.50 3,426.50 3,408.25 3,438.50
PP 3,382.25 3,382.25 3,382.25 3,388.50
S1 3,358.00 3,358.00 3,395.75 3,370.00
S2 3,313.75 3,313.75 3,389.50
S3 3,245.25 3,289.50 3,383.25
S4 3,176.75 3,221.00 3,364.25
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,620.25 3,578.25 3,409.00
R3 3,532.25 3,490.25 3,384.75
R2 3,444.25 3,444.25 3,376.75
R1 3,402.25 3,402.25 3,368.50 3,379.25
PP 3,356.25 3,356.25 3,356.25 3,344.50
S1 3,314.25 3,314.25 3,352.50 3,291.25
S2 3,268.25 3,268.25 3,344.25
S3 3,180.25 3,226.25 3,336.25
S4 3,092.25 3,138.25 3,312.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,406.75 3,310.00 96.75 2.8% 47.50 1.4% 95% True False 264,876
10 3,406.75 3,310.00 96.75 2.8% 38.50 1.1% 95% True False 239,236
20 3,406.75 3,255.25 151.50 4.5% 37.00 1.1% 97% True False 234,800
40 3,406.75 3,110.75 296.00 8.7% 39.00 1.2% 98% True False 249,595
60 3,406.75 3,049.25 357.50 10.5% 38.25 1.1% 99% True False 185,609
80 3,406.75 3,025.75 381.00 11.2% 34.00 1.0% 99% True False 139,253
100 3,406.75 2,825.00 581.75 17.1% 30.75 0.9% 99% True False 111,407
120 3,406.75 2,813.00 593.75 17.5% 27.75 0.8% 99% True False 92,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,698.00
2.618 3,586.00
1.618 3,517.50
1.000 3,475.25
0.618 3,449.00
HIGH 3,406.75
0.618 3,380.50
0.500 3,372.50
0.382 3,364.50
LOW 3,338.25
0.618 3,296.00
1.000 3,269.75
1.618 3,227.50
2.618 3,159.00
4.250 3,047.00
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 3,392.25 3,392.25
PP 3,382.25 3,382.25
S1 3,372.50 3,372.50

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

View Archives - Comment on this page... - Back to Index of Symbols