E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 2,215.25 2,214.00 -1.25 -0.1% 2,355.00
High 2,226.75 2,216.75 -10.00 -0.4% 2,374.00
Low 2,190.75 2,161.00 -29.75 -1.4% 2,249.00
Close 2,214.25 2,161.00 -53.25 -2.4% 2,249.75
Range 36.00 55.75 19.75 54.9% 125.00
ATR 57.95 57.79 -0.16 -0.3% 0.00
Volume 263,891 252,323 -11,568 -4.4% 1,354,558
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,346.75 2,309.75 2,191.75
R3 2,291.00 2,254.00 2,176.25
R2 2,235.25 2,235.25 2,171.25
R1 2,198.25 2,198.25 2,166.00 2,189.00
PP 2,179.50 2,179.50 2,179.50 2,175.00
S1 2,142.50 2,142.50 2,156.00 2,133.00
S2 2,123.75 2,123.75 2,150.75
S3 2,068.00 2,086.75 2,145.75
S4 2,012.25 2,031.00 2,130.25
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,666.00 2,582.75 2,318.50
R3 2,541.00 2,457.75 2,284.00
R2 2,416.00 2,416.00 2,272.75
R1 2,332.75 2,332.75 2,261.25 2,312.00
PP 2,291.00 2,291.00 2,291.00 2,280.50
S1 2,207.75 2,207.75 2,238.25 2,187.00
S2 2,166.00 2,166.00 2,226.75
S3 2,041.00 2,082.75 2,215.50
S4 1,916.00 1,957.75 2,181.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,332.75 2,161.00 171.75 7.9% 53.25 2.5% 0% False True 280,221
10 2,374.00 2,161.00 213.00 9.9% 54.25 2.5% 0% False True 261,791
20 2,408.75 2,161.00 247.75 11.5% 56.00 2.6% 0% False True 276,314
40 2,408.75 2,035.75 373.00 17.3% 61.00 2.8% 34% False False 308,461
60 2,408.75 2,035.75 373.00 17.3% 61.75 2.9% 34% False False 294,154
80 2,408.75 1,964.00 444.75 20.6% 67.25 3.1% 44% False False 220,763
100 2,429.50 1,964.00 465.50 21.5% 62.50 2.9% 42% False False 176,689
120 2,429.50 1,964.00 465.50 21.5% 56.75 2.6% 42% False False 147,249
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 13.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,453.75
2.618 2,362.75
1.618 2,307.00
1.000 2,272.50
0.618 2,251.25
HIGH 2,216.75
0.618 2,195.50
0.500 2,189.00
0.382 2,182.25
LOW 2,161.00
0.618 2,126.50
1.000 2,105.25
1.618 2,070.75
2.618 2,015.00
4.250 1,924.00
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 2,189.00 2,202.50
PP 2,179.50 2,188.75
S1 2,170.25 2,174.75

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

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