E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 2,204.50 2,206.00 1.50 0.1% 2,126.50
High 2,227.00 2,277.25 50.25 2.3% 2,227.00
Low 2,183.75 2,203.00 19.25 0.9% 2,035.75
Close 2,201.75 2,276.75 75.00 3.4% 2,201.75
Range 43.25 74.25 31.00 71.7% 191.25
ATR 70.38 70.75 0.37 0.5% 0.00
Volume 354,155 223,258 -130,897 -37.0% 2,134,499
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,475.00 2,450.25 2,317.50
R3 2,400.75 2,376.00 2,297.25
R2 2,326.50 2,326.50 2,290.25
R1 2,301.75 2,301.75 2,283.50 2,314.00
PP 2,252.25 2,252.25 2,252.25 2,258.50
S1 2,227.50 2,227.50 2,270.00 2,240.00
S2 2,178.00 2,178.00 2,263.25
S3 2,103.75 2,153.25 2,256.25
S4 2,029.50 2,079.00 2,236.00
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,728.50 2,656.50 2,307.00
R3 2,537.25 2,465.25 2,254.25
R2 2,346.00 2,346.00 2,236.75
R1 2,274.00 2,274.00 2,219.25 2,310.00
PP 2,154.75 2,154.75 2,154.75 2,173.00
S1 2,082.75 2,082.75 2,184.25 2,118.75
S2 1,963.50 1,963.50 2,166.75
S3 1,772.25 1,891.50 2,149.25
S4 1,581.00 1,700.25 2,096.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,277.25 2,035.75 241.50 10.6% 71.25 3.1% 100% True False 380,796
10 2,285.25 2,035.75 249.50 11.0% 75.25 3.3% 97% False False 382,678
20 2,332.50 2,035.75 296.75 13.0% 71.00 3.1% 81% False False 384,095
40 2,332.50 2,019.25 313.25 13.8% 66.00 2.9% 82% False False 211,655
60 2,429.50 1,964.00 465.50 20.4% 69.00 3.0% 67% False False 141,322
80 2,429.50 1,964.00 465.50 20.4% 61.25 2.7% 67% False False 106,011
100 2,429.50 1,964.00 465.50 20.4% 50.25 2.2% 67% False False 84,809
120 2,429.50 1,964.00 465.50 20.4% 42.00 1.8% 67% False False 70,675
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 18.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,592.75
2.618 2,471.75
1.618 2,397.50
1.000 2,351.50
0.618 2,323.25
HIGH 2,277.25
0.618 2,249.00
0.500 2,240.00
0.382 2,231.25
LOW 2,203.00
0.618 2,157.00
1.000 2,128.75
1.618 2,082.75
2.618 2,008.50
4.250 1,887.50
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 2,264.50 2,255.50
PP 2,252.25 2,234.25
S1 2,240.00 2,213.00

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

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