E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 3,470.75 3,464.75 -6.00 -0.2% 3,505.00
High 3,483.25 3,513.50 30.25 0.9% 3,524.75
Low 3,460.75 3,422.00 -38.75 -1.1% 3,449.75
Close 3,465.25 3,512.75 47.50 1.4% 3,457.50
Range 22.50 91.50 69.00 306.7% 75.00
ATR 33.02 37.19 4.18 12.7% 0.00
Volume 87,634 66,667 -20,967 -23.9% 1,128,471
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,757.25 3,726.50 3,563.00
R3 3,665.75 3,635.00 3,538.00
R2 3,574.25 3,574.25 3,529.50
R1 3,543.50 3,543.50 3,521.25 3,559.00
PP 3,482.75 3,482.75 3,482.75 3,490.50
S1 3,452.00 3,452.00 3,504.25 3,467.50
S2 3,391.25 3,391.25 3,496.00
S3 3,299.75 3,360.50 3,487.50
S4 3,208.25 3,269.00 3,462.50
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,702.25 3,655.00 3,498.75
R3 3,627.25 3,580.00 3,478.00
R2 3,552.25 3,552.25 3,471.25
R1 3,505.00 3,505.00 3,464.50 3,491.00
PP 3,477.25 3,477.25 3,477.25 3,470.50
S1 3,430.00 3,430.00 3,450.50 3,416.00
S2 3,402.25 3,402.25 3,443.75
S3 3,327.25 3,355.00 3,437.00
S4 3,252.25 3,280.00 3,416.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,513.50 3,422.00 91.50 2.6% 45.50 1.3% 99% True True 147,639
10 3,524.75 3,422.00 102.75 2.9% 37.75 1.1% 88% False True 191,851
20 3,524.75 3,358.50 166.25 4.7% 34.00 1.0% 93% False False 196,278
40 3,524.75 3,310.00 214.75 6.1% 34.75 1.0% 94% False False 213,357
60 3,524.75 3,110.75 414.00 11.8% 37.75 1.1% 97% False False 232,283
80 3,524.75 3,050.00 474.75 13.5% 37.00 1.1% 97% False False 199,060
100 3,524.75 3,049.25 475.50 13.5% 34.50 1.0% 97% False False 159,294
120 3,524.75 2,887.00 637.75 18.2% 31.75 0.9% 98% False False 132,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.10
Widest range in 210 trading days
Fibonacci Retracements and Extensions
4.250 3,902.50
2.618 3,753.00
1.618 3,661.50
1.000 3,605.00
0.618 3,570.00
HIGH 3,513.50
0.618 3,478.50
0.500 3,467.75
0.382 3,457.00
LOW 3,422.00
0.618 3,365.50
1.000 3,330.50
1.618 3,274.00
2.618 3,182.50
4.250 3,033.00
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 3,497.75 3,497.75
PP 3,482.75 3,482.75
S1 3,467.75 3,467.75

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

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