E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 2,529.75 2,542.00 12.25 0.5% 2,587.00
High 2,546.50 2,554.00 7.50 0.3% 2,604.00
Low 2,515.00 2,539.25 24.25 1.0% 2,510.50
Close 2,540.50 2,547.50 7.00 0.3% 2,547.50
Range 31.50 14.75 -16.75 -53.2% 93.50
ATR 47.41 45.07 -2.33 -4.9% 0.00
Volume 47,849 3,273 -44,576 -93.2% 385,909
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,591.25 2,584.00 2,555.50
R3 2,576.50 2,569.25 2,551.50
R2 2,561.75 2,561.75 2,550.25
R1 2,554.50 2,554.50 2,548.75 2,558.00
PP 2,547.00 2,547.00 2,547.00 2,548.75
S1 2,539.75 2,539.75 2,546.25 2,543.50
S2 2,532.25 2,532.25 2,544.75
S3 2,517.50 2,525.00 2,543.50
S4 2,502.75 2,510.25 2,539.50
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,834.50 2,784.50 2,599.00
R3 2,741.00 2,691.00 2,573.25
R2 2,647.50 2,647.50 2,564.75
R1 2,597.50 2,597.50 2,556.00 2,575.75
PP 2,554.00 2,554.00 2,554.00 2,543.00
S1 2,504.00 2,504.00 2,539.00 2,482.25
S2 2,460.50 2,460.50 2,530.25
S3 2,367.00 2,410.50 2,521.75
S4 2,273.50 2,317.00 2,496.00
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 2,510.50 93.50 3.7% 43.25 1.7% 40% False False 77,181
10 2,604.00 2,433.75 170.25 6.7% 44.50 1.7% 67% False False 156,432
20 2,604.00 2,433.75 170.25 6.7% 46.75 1.8% 67% False False 231,659
40 2,753.00 2,433.75 319.25 12.5% 46.50 1.8% 36% False False 254,497
60 2,791.50 2,433.75 357.75 14.0% 44.75 1.8% 32% False False 258,202
80 2,791.50 2,433.75 357.75 14.0% 40.50 1.6% 32% False False 225,120
100 2,791.50 2,422.50 369.00 14.5% 37.25 1.5% 34% False False 180,107
120 2,791.50 2,254.75 536.75 21.1% 33.75 1.3% 55% False False 150,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.30
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 2,616.75
2.618 2,592.50
1.618 2,577.75
1.000 2,568.75
0.618 2,563.00
HIGH 2,554.00
0.618 2,548.25
0.500 2,546.50
0.382 2,545.00
LOW 2,539.25
0.618 2,530.25
1.000 2,524.50
1.618 2,515.50
2.618 2,500.75
4.250 2,476.50
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 2,547.25 2,543.75
PP 2,547.00 2,540.00
S1 2,546.50 2,536.50

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

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