E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 2,651.25 2,632.50 -18.75 -0.7% 2,694.75
High 2,666.00 2,706.75 40.75 1.5% 2,735.00
Low 2,624.75 2,632.00 7.25 0.3% 2,654.25
Close 2,632.50 2,704.50 72.00 2.7% 2,674.25
Range 41.25 74.75 33.50 81.2% 80.75
ATR 41.50 43.88 2.37 5.7% 0.00
Volume 265,558 339,631 74,073 27.9% 1,711,877
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,905.25 2,879.75 2,745.50
R3 2,830.50 2,805.00 2,725.00
R2 2,755.75 2,755.75 2,718.25
R1 2,730.25 2,730.25 2,711.25 2,743.00
PP 2,681.00 2,681.00 2,681.00 2,687.50
S1 2,655.50 2,655.50 2,697.75 2,668.25
S2 2,606.25 2,606.25 2,690.75
S3 2,531.50 2,580.75 2,684.00
S4 2,456.75 2,506.00 2,663.50
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,930.00 2,883.00 2,718.75
R3 2,849.25 2,802.25 2,696.50
R2 2,768.50 2,768.50 2,689.00
R1 2,721.50 2,721.50 2,681.75 2,704.50
PP 2,687.75 2,687.75 2,687.75 2,679.50
S1 2,640.75 2,640.75 2,666.75 2,624.00
S2 2,607.00 2,607.00 2,659.50
S3 2,526.25 2,560.00 2,652.00
S4 2,445.50 2,479.25 2,629.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,735.00 2,624.75 110.25 4.1% 53.50 2.0% 72% False False 330,371
10 2,742.75 2,624.75 118.00 4.4% 51.50 1.9% 68% False False 321,243
20 2,791.50 2,624.75 166.75 6.2% 45.25 1.7% 48% False False 285,788
40 2,791.50 2,569.75 221.75 8.2% 37.25 1.4% 61% False False 226,134
60 2,791.50 2,448.00 343.50 12.7% 33.00 1.2% 75% False False 150,786
80 2,791.50 2,271.25 520.25 19.2% 29.25 1.1% 83% False False 113,095
100 2,791.50 2,206.50 585.00 21.6% 26.75 1.0% 85% False False 90,477
120 2,791.50 2,153.75 637.75 23.6% 24.25 0.9% 86% False False 75,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.85
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 3,024.50
2.618 2,902.50
1.618 2,827.75
1.000 2,781.50
0.618 2,753.00
HIGH 2,706.75
0.618 2,678.25
0.500 2,669.50
0.382 2,660.50
LOW 2,632.00
0.618 2,585.75
1.000 2,557.25
1.618 2,511.00
2.618 2,436.25
4.250 2,314.25
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 2,692.75 2,691.50
PP 2,681.00 2,678.75
S1 2,669.50 2,665.75

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

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