E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 2,536.75 2,587.00 50.25 2.0% 2,460.00
High 2,564.25 2,604.00 39.75 1.6% 2,570.50
Low 2,517.75 2,513.50 -4.25 -0.2% 2,433.75
Close 2,562.50 2,515.25 -47.25 -1.8% 2,562.50
Range 46.50 90.50 44.00 94.6% 136.75
ATR 46.95 50.06 3.11 6.6% 0.00
Volume 130,981 152,735 21,754 16.6% 1,178,417
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,815.75 2,756.00 2,565.00
R3 2,725.25 2,665.50 2,540.25
R2 2,634.75 2,634.75 2,531.75
R1 2,575.00 2,575.00 2,523.50 2,559.50
PP 2,544.25 2,544.25 2,544.25 2,536.50
S1 2,484.50 2,484.50 2,507.00 2,469.00
S2 2,453.75 2,453.75 2,498.75
S3 2,363.25 2,394.00 2,490.25
S4 2,272.75 2,303.50 2,465.50
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,932.50 2,884.25 2,637.75
R3 2,795.75 2,747.50 2,600.00
R2 2,659.00 2,659.00 2,587.50
R1 2,610.75 2,610.75 2,575.00 2,635.00
PP 2,522.25 2,522.25 2,522.25 2,534.25
S1 2,474.00 2,474.00 2,550.00 2,498.00
S2 2,385.50 2,385.50 2,537.50
S3 2,248.75 2,337.25 2,525.00
S4 2,112.00 2,200.50 2,487.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,604.00 2,459.50 144.50 5.7% 54.50 2.2% 39% True False 209,499
10 2,604.00 2,433.75 170.25 6.8% 50.25 2.0% 48% True False 259,912
20 2,616.25 2,433.75 182.50 7.3% 49.50 2.0% 45% False False 280,173
40 2,753.00 2,433.75 319.25 12.7% 49.00 1.9% 26% False False 284,150
60 2,791.50 2,433.75 357.75 14.2% 44.25 1.8% 23% False False 268,358
80 2,791.50 2,433.75 357.75 14.2% 40.50 1.6% 23% False False 222,212
100 2,791.50 2,415.00 376.50 15.0% 36.75 1.5% 27% False False 177,776
120 2,791.50 2,206.50 585.00 23.3% 33.50 1.3% 53% False False 148,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.63
Widest range in 185 trading days
Fibonacci Retracements and Extensions
4.250 2,988.50
2.618 2,841.00
1.618 2,750.50
1.000 2,694.50
0.618 2,660.00
HIGH 2,604.00
0.618 2,569.50
0.500 2,558.75
0.382 2,548.00
LOW 2,513.50
0.618 2,457.50
1.000 2,423.00
1.618 2,367.00
2.618 2,276.50
4.250 2,129.00
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 2,558.75 2,558.75
PP 2,544.25 2,544.25
S1 2,529.75 2,529.75

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

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