E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 2,728.75 2,698.50 -30.25 -1.1% 2,758.00
High 2,746.00 2,723.75 -22.25 -0.8% 2,791.50
Low 2,684.25 2,697.50 13.25 0.5% 2,722.50
Close 2,697.00 2,704.25 7.25 0.3% 2,753.75
Range 61.75 26.25 -35.50 -57.5% 69.00
ATR 35.16 34.56 -0.60 -1.7% 0.00
Volume 383,510 270,038 -113,472 -29.6% 963,007
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,787.25 2,772.00 2,718.75
R3 2,761.00 2,745.75 2,711.50
R2 2,734.75 2,734.75 2,709.00
R1 2,719.50 2,719.50 2,706.75 2,727.00
PP 2,708.50 2,708.50 2,708.50 2,712.25
S1 2,693.25 2,693.25 2,701.75 2,701.00
S2 2,682.25 2,682.25 2,699.50
S3 2,656.00 2,667.00 2,697.00
S4 2,629.75 2,640.75 2,689.75
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,963.00 2,927.25 2,791.75
R3 2,894.00 2,858.25 2,772.75
R2 2,825.00 2,825.00 2,766.50
R1 2,789.25 2,789.25 2,760.00 2,772.50
PP 2,756.00 2,756.00 2,756.00 2,747.50
S1 2,720.25 2,720.25 2,747.50 2,703.50
S2 2,687.00 2,687.00 2,741.00
S3 2,618.00 2,651.25 2,734.75
S4 2,549.00 2,582.25 2,715.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,781.00 2,684.25 96.75 3.6% 42.25 1.6% 21% False False 269,163
10 2,791.50 2,684.25 107.25 4.0% 39.00 1.4% 19% False False 250,333
20 2,791.50 2,684.25 107.25 4.0% 33.25 1.2% 19% False False 240,231
40 2,791.50 2,539.50 252.00 9.3% 31.75 1.2% 65% False False 145,860
60 2,791.50 2,377.00 414.50 15.3% 27.75 1.0% 79% False False 97,248
80 2,791.50 2,206.50 585.00 21.6% 25.25 0.9% 85% False False 72,940
100 2,791.50 2,153.75 637.75 23.6% 23.50 0.9% 86% False False 58,353
120 2,791.50 2,153.75 637.75 23.6% 20.25 0.8% 86% False False 48,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.65
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,835.25
2.618 2,792.50
1.618 2,766.25
1.000 2,750.00
0.618 2,740.00
HIGH 2,723.75
0.618 2,713.75
0.500 2,710.50
0.382 2,707.50
LOW 2,697.50
0.618 2,681.25
1.000 2,671.25
1.618 2,655.00
2.618 2,628.75
4.250 2,586.00
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 2,710.50 2,716.00
PP 2,708.50 2,712.25
S1 2,706.50 2,708.25

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

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