E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 2,718.00 2,728.00 10.00 0.4% 2,671.00
High 2,732.00 2,738.25 6.25 0.2% 2,746.00
Low 2,702.50 2,692.00 -10.50 -0.4% 2,624.75
Close 2,727.50 2,692.00 -35.50 -1.3% 2,736.75
Range 29.50 46.25 16.75 56.8% 121.25
ATR 40.82 41.20 0.39 1.0% 0.00
Volume 219,158 273,142 53,984 24.6% 1,342,712
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 2,846.25 2,815.25 2,717.50
R3 2,800.00 2,769.00 2,704.75
R2 2,753.75 2,753.75 2,700.50
R1 2,722.75 2,722.75 2,696.25 2,715.00
PP 2,707.50 2,707.50 2,707.50 2,703.50
S1 2,676.50 2,676.50 2,687.75 2,669.00
S2 2,661.25 2,661.25 2,683.50
S3 2,615.00 2,630.25 2,679.25
S4 2,568.75 2,584.00 2,666.50
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 2,753.00 2,692.00 61.00 2.3% 36.75 1.4% 0% False True 216,773
10 2,753.00 2,624.75 128.25 4.8% 42.00 1.6% 52% False False 250,715
20 2,760.75 2,624.75 136.00 5.1% 44.50 1.6% 49% False False 278,769
40 2,791.50 2,599.25 192.25 7.1% 38.25 1.4% 48% False False 257,449
60 2,791.50 2,516.25 275.25 10.2% 34.75 1.3% 64% False False 172,295
80 2,791.50 2,350.00 441.50 16.4% 31.00 1.1% 77% False False 129,228
100 2,791.50 2,206.50 585.00 21.7% 28.25 1.0% 83% False False 103,384
120 2,791.50 2,153.75 637.75 23.7% 25.75 1.0% 84% False False 86,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,934.75
2.618 2,859.25
1.618 2,813.00
1.000 2,784.50
0.618 2,766.75
HIGH 2,738.25
0.618 2,720.50
0.500 2,715.00
0.382 2,709.75
LOW 2,692.00
0.618 2,663.50
1.000 2,645.75
1.618 2,617.25
2.618 2,571.00
4.250 2,495.50
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 2,715.00 2,722.50
PP 2,707.50 2,712.25
S1 2,699.75 2,702.25

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

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