E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 2,708.50 2,729.25 20.75 0.8% 2,643.00
High 2,735.00 2,738.00 3.00 0.1% 2,720.00
Low 2,700.25 2,707.25 7.00 0.3% 2,630.75
Close 2,727.75 2,735.50 7.75 0.3% 2,709.00
Range 34.75 30.75 -4.00 -11.5% 89.25
ATR 28.13 28.31 0.19 0.7% 0.00
Volume 229,820 212,356 -17,464 -7.6% 1,446,085
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,819.25 2,808.00 2,752.50
R3 2,788.50 2,777.25 2,744.00
R2 2,757.75 2,757.75 2,741.25
R1 2,746.50 2,746.50 2,738.25 2,752.00
PP 2,727.00 2,727.00 2,727.00 2,729.75
S1 2,715.75 2,715.75 2,732.75 2,721.50
S2 2,696.25 2,696.25 2,729.75
S3 2,665.50 2,685.00 2,727.00
S4 2,634.75 2,654.25 2,718.50
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,954.25 2,921.00 2,758.00
R3 2,865.00 2,831.75 2,733.50
R2 2,775.75 2,775.75 2,725.25
R1 2,742.50 2,742.50 2,717.25 2,759.00
PP 2,686.50 2,686.50 2,686.50 2,695.00
S1 2,653.25 2,653.25 2,700.75 2,670.00
S2 2,597.25 2,597.25 2,692.75
S3 2,508.00 2,564.00 2,684.50
S4 2,418.75 2,474.75 2,660.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,738.00 2,686.00 52.00 1.9% 26.25 1.0% 95% True False 255,578
10 2,738.00 2,585.00 153.00 5.6% 28.50 1.0% 98% True False 229,601
20 2,738.00 2,566.00 172.00 6.3% 28.50 1.0% 99% True False 115,356
40 2,738.00 2,422.50 315.50 11.5% 26.00 1.0% 99% True False 57,702
60 2,738.00 2,237.00 501.00 18.3% 22.75 0.8% 100% True False 38,474
80 2,738.00 2,153.75 584.25 21.4% 21.75 0.8% 100% True False 28,857
100 2,738.00 2,153.75 584.25 21.4% 19.00 0.7% 100% True False 23,086
120 2,738.00 2,067.00 671.00 24.5% 16.75 0.6% 100% True False 19,239
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,868.75
2.618 2,818.50
1.618 2,787.75
1.000 2,768.75
0.618 2,757.00
HIGH 2,738.00
0.618 2,726.25
0.500 2,722.50
0.382 2,719.00
LOW 2,707.25
0.618 2,688.25
1.000 2,676.50
1.618 2,657.50
2.618 2,626.75
4.250 2,576.50
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 2,731.25 2,730.00
PP 2,727.00 2,724.50
S1 2,722.50 2,719.00

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

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