E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 2,238.25 2,199.75 -38.50 -1.7% 2,179.00
High 2,253.75 2,255.50 1.75 0.1% 2,253.75
Low 2,203.25 2,188.50 -14.75 -0.7% 2,171.50
Close 2,204.00 2,245.25 41.25 1.9% 2,204.00
Range 50.50 67.00 16.50 32.7% 82.25
ATR 26.94 29.80 2.86 10.6% 0.00
Volume 91 44 -47 -51.6% 280
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,430.75 2,405.00 2,282.00
R3 2,363.75 2,338.00 2,263.75
R2 2,296.75 2,296.75 2,257.50
R1 2,271.00 2,271.00 2,251.50 2,284.00
PP 2,229.75 2,229.75 2,229.75 2,236.25
S1 2,204.00 2,204.00 2,239.00 2,217.00
S2 2,162.75 2,162.75 2,233.00
S3 2,095.75 2,137.00 2,226.75
S4 2,028.75 2,070.00 2,208.50
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,456.50 2,412.50 2,249.25
R3 2,374.25 2,330.25 2,226.50
R2 2,292.00 2,292.00 2,219.00
R1 2,248.00 2,248.00 2,211.50 2,270.00
PP 2,209.75 2,209.75 2,209.75 2,220.75
S1 2,165.75 2,165.75 2,196.50 2,187.75
S2 2,127.50 2,127.50 2,189.00
S3 2,045.25 2,083.50 2,181.50
S4 1,963.00 2,001.25 2,158.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,255.50 2,188.50 67.00 3.0% 48.00 2.1% 85% True True 61
10 2,255.50 2,171.50 84.00 3.7% 37.00 1.6% 88% True False 38
20 2,350.25 2,171.50 178.75 8.0% 21.00 0.9% 41% False False 20
40 2,402.00 2,171.50 230.50 10.3% 11.00 0.5% 32% False False 11
60 2,402.00 2,171.50 230.50 10.3% 8.75 0.4% 32% False False 9
80 2,402.00 2,171.50 230.50 10.3% 8.75 0.4% 32% False False 8
100 2,402.00 2,171.50 230.50 10.3% 7.00 0.3% 32% False False 8
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 7.93
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 2,540.25
2.618 2,431.00
1.618 2,364.00
1.000 2,322.50
0.618 2,297.00
HIGH 2,255.50
0.618 2,230.00
0.500 2,222.00
0.382 2,214.00
LOW 2,188.50
0.618 2,147.00
1.000 2,121.50
1.618 2,080.00
2.618 2,013.00
4.250 1,903.75
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 2,237.50 2,237.50
PP 2,229.75 2,229.75
S1 2,222.00 2,222.00

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

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