E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 2,528.75 2,545.00 16.25 0.6% 2,460.00
High 2,547.50 2,565.00 17.50 0.7% 2,530.00
Low 2,521.00 2,535.25 14.25 0.6% 2,429.50
Close 2,544.75 2,561.00 16.25 0.6% 2,523.00
Range 26.50 29.75 3.25 12.3% 100.50
ATR 30.80 30.72 -0.07 -0.2% 0.00
Volume 198,952 244,811 45,859 23.1% 1,020,761
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,643.00 2,631.75 2,577.25
R3 2,613.25 2,602.00 2,569.25
R2 2,583.50 2,583.50 2,566.50
R1 2,572.25 2,572.25 2,563.75 2,578.00
PP 2,553.75 2,553.75 2,553.75 2,556.50
S1 2,542.50 2,542.50 2,558.25 2,548.00
S2 2,524.00 2,524.00 2,555.50
S3 2,494.25 2,512.75 2,552.75
S4 2,464.50 2,483.00 2,544.75
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,795.75 2,759.75 2,578.25
R3 2,695.25 2,659.25 2,550.75
R2 2,594.75 2,594.75 2,541.50
R1 2,558.75 2,558.75 2,532.25 2,576.75
PP 2,494.25 2,494.25 2,494.25 2,503.00
S1 2,458.25 2,458.25 2,513.75 2,476.25
S2 2,393.75 2,393.75 2,504.50
S3 2,293.25 2,357.75 2,495.25
S4 2,192.75 2,257.25 2,467.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,565.00 2,489.75 75.25 2.9% 27.00 1.1% 95% True False 188,969
10 2,565.00 2,429.50 135.50 5.3% 28.25 1.1% 97% True False 196,711
20 2,565.00 2,348.50 216.50 8.5% 29.00 1.1% 98% True False 183,248
40 2,565.00 2,204.25 360.75 14.1% 32.75 1.3% 99% True False 169,638
60 2,565.00 2,135.00 430.00 16.8% 38.50 1.5% 99% True False 123,878
80 2,565.00 2,135.00 430.00 16.8% 42.25 1.7% 99% True False 92,924
100 2,565.00 2,034.50 530.50 20.7% 46.25 1.8% 99% True False 74,353
120 2,565.00 2,034.50 530.50 20.7% 44.50 1.7% 99% True False 61,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,691.50
2.618 2,643.00
1.618 2,613.25
1.000 2,594.75
0.618 2,583.50
HIGH 2,565.00
0.618 2,553.75
0.500 2,550.00
0.382 2,546.50
LOW 2,535.25
0.618 2,516.75
1.000 2,505.50
1.618 2,487.00
2.618 2,457.25
4.250 2,408.75
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 2,557.50 2,553.50
PP 2,553.75 2,546.00
S1 2,550.00 2,538.50

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

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