E-mini NASDAQ-100 Future December 2013


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 3,513.50 3,500.00 -13.50 -0.4% 3,457.00
High 3,516.75 3,508.00 -8.75 -0.2% 3,516.75
Low 3,482.50 3,496.00 13.50 0.4% 3,422.00
Close 3,497.00 3,503.98 6.98 0.2% 3,503.98
Range 34.25 12.00 -22.25 -65.0% 94.75
ATR 36.98 35.20 -1.78 -4.8% 0.00
Volume 56,687 2,467 -54,220 -95.6% 344,240
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,538.75 3,533.25 3,510.50
R3 3,526.75 3,521.25 3,507.25
R2 3,514.75 3,514.75 3,506.25
R1 3,509.25 3,509.25 3,505.00 3,512.00
PP 3,502.75 3,502.75 3,502.75 3,504.00
S1 3,497.25 3,497.25 3,503.00 3,500.00
S2 3,490.75 3,490.75 3,501.75
S3 3,478.75 3,485.25 3,500.75
S4 3,466.75 3,473.25 3,497.50
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 3,765.25 3,729.25 3,556.00
R3 3,670.50 3,634.50 3,530.00
R2 3,575.75 3,575.75 3,521.25
R1 3,539.75 3,539.75 3,512.75 3,557.75
PP 3,481.00 3,481.00 3,481.00 3,489.75
S1 3,445.00 3,445.00 3,495.25 3,463.00
S2 3,386.25 3,386.25 3,486.50
S3 3,291.50 3,350.25 3,478.00
S4 3,196.75 3,255.50 3,451.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,516.75 3,422.00 94.75 2.7% 44.25 1.3% 87% False False 68,848
10 3,524.75 3,422.00 102.75 2.9% 36.75 1.0% 80% False False 147,271
20 3,524.75 3,400.00 124.75 3.6% 32.00 0.9% 83% False False 174,495
40 3,524.75 3,310.00 214.75 6.1% 33.75 1.0% 90% False False 203,941
60 3,524.75 3,110.75 414.00 11.8% 37.50 1.1% 95% False False 225,619
80 3,524.75 3,060.00 464.75 13.3% 36.50 1.0% 96% False False 199,784
100 3,524.75 3,049.25 475.50 13.6% 34.75 1.0% 96% False False 159,884
120 3,524.75 2,899.25 625.50 17.9% 31.50 0.9% 97% False False 133,248
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.78
Narrowest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 3,559.00
2.618 3,539.50
1.618 3,527.50
1.000 3,520.00
0.618 3,515.50
HIGH 3,508.00
0.618 3,503.50
0.500 3,502.00
0.382 3,500.50
LOW 3,496.00
0.618 3,488.50
1.000 3,484.00
1.618 3,476.50
2.618 3,464.50
4.250 3,445.00
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 3,503.25 3,492.50
PP 3,502.75 3,481.00
S1 3,502.00 3,469.50

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

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