E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 2,759.00 2,758.00 -1.00 0.0% 2,729.75
High 2,773.25 2,783.75 10.50 0.4% 2,790.25
Low 2,740.25 2,743.50 3.25 0.1% 2,729.00
Close 2,750.75 2,777.00 26.25 1.0% 2,750.75
Range 33.00 40.25 7.25 22.0% 61.25
ATR 30.20 30.91 0.72 2.4% 0.00
Volume 209,242 210,984 1,742 0.8% 1,075,556
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,888.75 2,873.25 2,799.25
R3 2,848.50 2,833.00 2,788.00
R2 2,808.25 2,808.25 2,784.50
R1 2,792.75 2,792.75 2,780.75 2,800.50
PP 2,768.00 2,768.00 2,768.00 2,772.00
S1 2,752.50 2,752.50 2,773.25 2,760.25
S2 2,727.75 2,727.75 2,769.50
S3 2,687.50 2,712.25 2,766.00
S4 2,647.25 2,672.00 2,754.75
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,940.50 2,906.75 2,784.50
R3 2,879.25 2,845.50 2,767.50
R2 2,818.00 2,818.00 2,762.00
R1 2,784.25 2,784.25 2,756.25 2,801.00
PP 2,756.75 2,756.75 2,756.75 2,765.00
S1 2,723.00 2,723.00 2,745.25 2,740.00
S2 2,695.50 2,695.50 2,739.50
S3 2,634.25 2,661.75 2,734.00
S4 2,573.00 2,600.50 2,717.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,790.25 2,737.00 53.25 1.9% 33.50 1.2% 75% False False 216,831
10 2,790.25 2,707.25 83.00 3.0% 32.50 1.2% 84% False False 214,080
20 2,790.25 2,569.75 220.50 7.9% 31.00 1.1% 94% False False 211,426
40 2,790.25 2,504.50 285.75 10.3% 28.50 1.0% 95% False False 105,908
60 2,790.25 2,330.25 460.00 16.6% 25.50 0.9% 97% False False 70,614
80 2,790.25 2,206.50 583.75 21.0% 23.50 0.8% 98% False False 52,962
100 2,790.25 2,153.75 636.50 22.9% 21.25 0.8% 98% False False 42,370
120 2,790.25 2,153.75 636.50 22.9% 18.75 0.7% 98% False False 35,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.03
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,954.75
2.618 2,889.00
1.618 2,848.75
1.000 2,824.00
0.618 2,808.50
HIGH 2,783.75
0.618 2,768.25
0.500 2,763.50
0.382 2,759.00
LOW 2,743.50
0.618 2,718.75
1.000 2,703.25
1.618 2,678.50
2.618 2,638.25
4.250 2,572.50
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 2,772.50 2,771.50
PP 2,768.00 2,766.00
S1 2,763.50 2,760.50

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

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