E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 2,404.25 2,365.75 -38.50 -1.6% 2,355.00
High 2,404.25 2,366.50 -37.75 -1.6% 2,421.75
Low 2,351.25 2,330.50 -20.75 -0.9% 2,351.50
Close 2,367.00 2,344.50 -22.50 -1.0% 2,408.50
Range 53.00 36.00 -17.00 -32.1% 70.25
ATR 38.37 38.24 -0.13 -0.3% 0.00
Volume 280,079 304,899 24,820 8.9% 994,744
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,455.25 2,435.75 2,364.25
R3 2,419.25 2,399.75 2,354.50
R2 2,383.25 2,383.25 2,351.00
R1 2,363.75 2,363.75 2,347.75 2,355.50
PP 2,347.25 2,347.25 2,347.25 2,343.00
S1 2,327.75 2,327.75 2,341.25 2,319.50
S2 2,311.25 2,311.25 2,338.00
S3 2,275.25 2,291.75 2,334.50
S4 2,239.25 2,255.75 2,324.75
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,604.75 2,576.75 2,447.25
R3 2,534.50 2,506.50 2,427.75
R2 2,464.25 2,464.25 2,421.50
R1 2,436.25 2,436.25 2,415.00 2,450.25
PP 2,394.00 2,394.00 2,394.00 2,401.00
S1 2,366.00 2,366.00 2,402.00 2,380.00
S2 2,323.75 2,323.75 2,395.50
S3 2,253.50 2,295.75 2,389.25
S4 2,183.25 2,225.50 2,369.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,421.75 2,330.50 91.25 3.9% 39.50 1.7% 15% False True 268,222
10 2,421.75 2,241.50 180.25 7.7% 36.75 1.6% 57% False False 251,006
20 2,421.75 2,174.00 247.75 10.6% 40.25 1.7% 69% False False 280,940
40 2,421.75 2,174.00 247.75 10.6% 35.75 1.5% 69% False False 155,914
60 2,423.00 2,174.00 249.00 10.6% 34.00 1.4% 68% False False 104,007
80 2,423.00 2,174.00 249.00 10.6% 32.75 1.4% 68% False False 78,041
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 4.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,519.50
2.618 2,460.75
1.618 2,424.75
1.000 2,402.50
0.618 2,388.75
HIGH 2,366.50
0.618 2,352.75
0.500 2,348.50
0.382 2,344.25
LOW 2,330.50
0.618 2,308.25
1.000 2,294.50
1.618 2,272.25
2.618 2,236.25
4.250 2,177.50
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 2,348.50 2,376.00
PP 2,347.25 2,365.50
S1 2,345.75 2,355.00

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

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