E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 2,704.50 2,719.50 15.00 0.6% 2,671.00
High 2,727.00 2,746.00 19.00 0.7% 2,746.00
Low 2,695.00 2,708.75 13.75 0.5% 2,624.75
Close 2,720.25 2,736.75 16.50 0.6% 2,736.75
Range 32.00 37.25 5.25 16.4% 121.25
ATR 43.03 42.62 -0.41 -1.0% 0.00
Volume 206,885 211,998 5,113 2.5% 1,342,712
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,842.25 2,826.75 2,757.25
R3 2,805.00 2,789.50 2,747.00
R2 2,767.75 2,767.75 2,743.50
R1 2,752.25 2,752.25 2,740.25 2,760.00
PP 2,730.50 2,730.50 2,730.50 2,734.50
S1 2,715.00 2,715.00 2,733.25 2,722.75
S2 2,693.25 2,693.25 2,730.00
S3 2,656.00 2,677.75 2,726.50
S4 2,618.75 2,640.50 2,716.25
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 3,066.25 3,022.75 2,803.50
R3 2,945.00 2,901.50 2,770.00
R2 2,823.75 2,823.75 2,759.00
R1 2,780.25 2,780.25 2,747.75 2,802.00
PP 2,702.50 2,702.50 2,702.50 2,713.50
S1 2,659.00 2,659.00 2,725.75 2,680.75
S2 2,581.25 2,581.25 2,714.50
S3 2,460.00 2,537.75 2,703.50
S4 2,338.75 2,416.50 2,670.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,746.00 2,624.75 121.25 4.4% 47.00 1.7% 92% True False 268,542
10 2,746.00 2,624.75 121.25 4.4% 49.75 1.8% 92% True False 305,458
20 2,791.50 2,624.75 166.75 6.1% 45.00 1.6% 67% False False 282,491
40 2,791.50 2,569.75 221.75 8.1% 37.50 1.4% 75% False False 236,588
60 2,791.50 2,475.75 315.75 11.5% 33.50 1.2% 83% False False 157,766
80 2,791.50 2,309.00 482.50 17.6% 30.00 1.1% 89% False False 118,330
100 2,791.50 2,206.50 585.00 21.4% 27.25 1.0% 91% False False 94,665
120 2,791.50 2,153.75 637.75 23.3% 24.75 0.9% 91% False False 78,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,904.25
2.618 2,843.50
1.618 2,806.25
1.000 2,783.25
0.618 2,769.00
HIGH 2,746.00
0.618 2,731.75
0.500 2,727.50
0.382 2,723.00
LOW 2,708.75
0.618 2,685.75
1.000 2,671.50
1.618 2,648.50
2.618 2,611.25
4.250 2,550.50
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 2,733.50 2,720.75
PP 2,730.50 2,705.00
S1 2,727.50 2,689.00

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

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