E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 2,216.00 2,159.75 -56.25 -2.5% 2,159.50
High 2,227.75 2,198.75 -29.00 -1.3% 2,244.00
Low 2,149.75 2,122.00 -27.75 -1.3% 2,108.25
Close 2,169.00 2,195.00 26.00 1.2% 2,169.00
Range 78.00 76.75 -1.25 -1.6% 135.75
ATR 65.87 66.65 0.78 1.2% 0.00
Volume 143,368 125,382 -17,986 -12.5% 921,613
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,402.25 2,375.25 2,237.25
R3 2,325.50 2,298.50 2,216.00
R2 2,248.75 2,248.75 2,209.00
R1 2,221.75 2,221.75 2,202.00 2,235.25
PP 2,172.00 2,172.00 2,172.00 2,178.50
S1 2,145.00 2,145.00 2,188.00 2,158.50
S2 2,095.25 2,095.25 2,181.00
S3 2,018.50 2,068.25 2,174.00
S4 1,941.75 1,991.50 2,152.75
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,581.00 2,510.75 2,243.75
R3 2,445.25 2,375.00 2,206.25
R2 2,309.50 2,309.50 2,194.00
R1 2,239.25 2,239.25 2,181.50 2,274.50
PP 2,173.75 2,173.75 2,173.75 2,191.25
S1 2,103.50 2,103.50 2,156.50 2,138.50
S2 2,038.00 2,038.00 2,144.00
S3 1,902.25 1,967.75 2,131.75
S4 1,766.50 1,832.00 2,094.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,244.00 2,108.25 135.75 6.2% 63.25 2.9% 64% False False 209,399
10 2,268.25 2,108.25 160.00 7.3% 59.25 2.7% 54% False False 231,989
20 2,268.25 2,022.25 246.00 11.2% 63.50 2.9% 70% False False 268,977
40 2,435.50 1,972.25 463.25 21.1% 69.75 3.2% 48% False False 320,321
60 2,435.50 1,972.25 463.25 21.1% 60.00 2.7% 48% False False 303,406
80 2,435.50 1,972.25 463.25 21.1% 53.00 2.4% 48% False False 248,934
100 2,435.50 1,972.25 463.25 21.1% 48.25 2.2% 48% False False 199,187
120 2,435.50 1,972.25 463.25 21.1% 45.25 2.1% 48% False False 166,017
Crabel Price Patterns
NR True
NR4 False
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 13.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,525.00
2.618 2,399.75
1.618 2,323.00
1.000 2,275.50
0.618 2,246.25
HIGH 2,198.75
0.618 2,169.50
0.500 2,160.50
0.382 2,151.25
LOW 2,122.00
0.618 2,074.50
1.000 2,045.25
1.618 1,997.75
2.618 1,921.00
4.250 1,795.75
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 2,183.50 2,191.00
PP 2,172.00 2,187.00
S1 2,160.50 2,183.00

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

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