E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 2,713.50 2,698.25 -15.25 -0.6% 2,725.75
High 2,728.25 2,735.00 6.75 0.2% 2,748.00
Low 2,694.50 2,671.50 -23.00 -0.9% 2,684.25
Close 2,694.50 2,683.50 -11.00 -0.4% 2,693.50
Range 33.75 63.50 29.75 88.1% 63.75
ATR 39.34 41.07 1.73 4.4% 0.00
Volume 285,992 435,456 149,464 52.3% 1,422,988
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,887.25 2,848.75 2,718.50
R3 2,823.75 2,785.25 2,701.00
R2 2,760.25 2,760.25 2,695.25
R1 2,721.75 2,721.75 2,689.25 2,709.25
PP 2,696.75 2,696.75 2,696.75 2,690.50
S1 2,658.25 2,658.25 2,677.75 2,645.75
S2 2,633.25 2,633.25 2,671.75
S3 2,569.75 2,594.75 2,666.00
S4 2,506.25 2,531.25 2,648.50
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,899.75 2,860.50 2,728.50
R3 2,836.00 2,796.75 2,711.00
R2 2,772.25 2,772.25 2,705.25
R1 2,733.00 2,733.00 2,699.25 2,720.75
PP 2,708.50 2,708.50 2,708.50 2,702.50
S1 2,669.25 2,669.25 2,687.75 2,657.00
S2 2,644.75 2,644.75 2,681.75
S3 2,581.00 2,605.50 2,676.00
S4 2,517.25 2,541.75 2,658.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,742.75 2,654.25 88.50 3.3% 55.25 2.1% 33% False False 342,467
10 2,760.75 2,654.25 106.50 4.0% 46.75 1.7% 27% False False 306,823
20 2,791.50 2,654.25 137.25 5.1% 41.50 1.5% 21% False False 265,611
40 2,791.50 2,566.00 225.50 8.4% 34.75 1.3% 52% False False 195,742
60 2,791.50 2,422.50 369.00 13.8% 31.25 1.2% 71% False False 130,514
80 2,791.50 2,254.75 536.75 20.0% 27.25 1.0% 80% False False 97,890
100 2,791.50 2,178.75 612.75 22.8% 25.50 1.0% 82% False False 78,313
120 2,791.50 2,153.75 637.75 23.8% 22.75 0.9% 83% False False 65,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,005.00
2.618 2,901.25
1.618 2,837.75
1.000 2,798.50
0.618 2,774.25
HIGH 2,735.00
0.618 2,710.75
0.500 2,703.25
0.382 2,695.75
LOW 2,671.50
0.618 2,632.25
1.000 2,608.00
1.618 2,568.75
2.618 2,505.25
4.250 2,401.50
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 2,703.25 2,694.50
PP 2,696.75 2,691.00
S1 2,690.00 2,687.25

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

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