E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 2,634.75 2,643.00 8.25 0.3% 2,639.00
High 2,647.75 2,647.75 0.00 0.0% 2,647.75
Low 2,626.50 2,630.75 4.25 0.2% 2,569.75
Close 2,643.75 2,647.00 3.25 0.1% 2,643.75
Range 21.25 17.00 -4.25 -20.0% 78.00
ATR 28.24 27.44 -0.80 -2.8% 0.00
Volume 200,014 253,182 53,168 26.6% 416,029
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,692.75 2,687.00 2,656.25
R3 2,675.75 2,670.00 2,651.75
R2 2,658.75 2,658.75 2,650.00
R1 2,653.00 2,653.00 2,648.50 2,656.00
PP 2,641.75 2,641.75 2,641.75 2,643.25
S1 2,636.00 2,636.00 2,645.50 2,639.00
S2 2,624.75 2,624.75 2,644.00
S3 2,607.75 2,619.00 2,642.25
S4 2,590.75 2,602.00 2,637.75
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,854.50 2,827.00 2,686.75
R3 2,776.50 2,749.00 2,665.25
R2 2,698.50 2,698.50 2,658.00
R1 2,671.00 2,671.00 2,651.00 2,684.75
PP 2,620.50 2,620.50 2,620.50 2,627.25
S1 2,593.00 2,593.00 2,636.50 2,606.75
S2 2,542.50 2,542.50 2,629.50
S3 2,464.50 2,515.00 2,622.25
S4 2,386.50 2,437.00 2,600.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,647.75 2,569.75 78.00 2.9% 28.75 1.1% 99% True False 133,001
10 2,647.75 2,569.75 78.00 2.9% 28.75 1.1% 99% True False 67,138
20 2,647.75 2,539.50 108.25 4.1% 28.50 1.1% 99% True False 33,632
40 2,647.75 2,350.00 297.75 11.2% 24.50 0.9% 100% True False 16,830
60 2,647.75 2,206.50 441.25 16.7% 22.50 0.8% 100% True False 11,224
80 2,647.75 2,153.75 494.00 18.7% 20.50 0.8% 100% True False 8,419
100 2,647.75 2,153.75 494.00 18.7% 17.25 0.7% 100% True False 6,735
120 2,647.75 2,067.00 580.75 21.9% 16.00 0.6% 100% True False 5,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.68
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,720.00
2.618 2,692.25
1.618 2,675.25
1.000 2,664.75
0.618 2,658.25
HIGH 2,647.75
0.618 2,641.25
0.500 2,639.25
0.382 2,637.25
LOW 2,630.75
0.618 2,620.25
1.000 2,613.75
1.618 2,603.25
2.618 2,586.25
4.250 2,558.50
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 2,644.50 2,639.25
PP 2,641.75 2,631.25
S1 2,639.25 2,623.50

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

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