E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 3,387.75 3,375.75 -12.00 -0.4% 3,361.50
High 3,400.50 3,398.50 -2.00 -0.1% 3,421.25
Low 3,370.75 3,358.50 -12.25 -0.4% 3,338.25
Close 3,375.50 3,366.50 -9.00 -0.3% 3,416.50
Range 29.75 40.00 10.25 34.5% 83.00
ATR 37.05 37.26 0.21 0.6% 0.00
Volume 258,679 290,183 31,504 12.2% 1,012,766
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,494.50 3,470.50 3,388.50
R3 3,454.50 3,430.50 3,377.50
R2 3,414.50 3,414.50 3,373.75
R1 3,390.50 3,390.50 3,370.25 3,382.50
PP 3,374.50 3,374.50 3,374.50 3,370.50
S1 3,350.50 3,350.50 3,362.75 3,342.50
S2 3,334.50 3,334.50 3,359.25
S3 3,294.50 3,310.50 3,355.50
S4 3,254.50 3,270.50 3,344.50
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 3,641.00 3,611.75 3,462.25
R3 3,558.00 3,528.75 3,439.25
R2 3,475.00 3,475.00 3,431.75
R1 3,445.75 3,445.75 3,424.00 3,460.50
PP 3,392.00 3,392.00 3,392.00 3,399.25
S1 3,362.75 3,362.75 3,409.00 3,377.50
S2 3,309.00 3,309.00 3,401.25
S3 3,226.00 3,279.75 3,393.75
S4 3,143.00 3,196.75 3,370.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,425.75 3,358.50 67.25 2.0% 32.00 1.0% 12% False True 230,915
10 3,425.75 3,310.00 115.75 3.4% 39.75 1.2% 49% False False 247,896
20 3,425.75 3,310.00 115.75 3.4% 35.50 1.1% 49% False False 232,728
40 3,425.75 3,110.75 315.00 9.4% 40.00 1.2% 81% False False 251,286
60 3,425.75 3,050.00 375.75 11.2% 37.50 1.1% 84% False False 204,815
80 3,425.75 3,049.25 376.50 11.2% 35.00 1.0% 84% False False 153,673
100 3,425.75 2,899.25 526.50 15.6% 31.25 0.9% 89% False False 122,952
120 3,425.75 2,813.00 612.75 18.2% 29.00 0.9% 90% False False 102,461
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 11.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,568.50
2.618 3,503.25
1.618 3,463.25
1.000 3,438.50
0.618 3,423.25
HIGH 3,398.50
0.618 3,383.25
0.500 3,378.50
0.382 3,373.75
LOW 3,358.50
0.618 3,333.75
1.000 3,318.50
1.618 3,293.75
2.618 3,253.75
4.250 3,188.50
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 3,378.50 3,392.00
PP 3,374.50 3,383.50
S1 3,370.50 3,375.00

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

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