E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 2,242.75 2,276.75 34.00 1.5% 2,179.00
High 2,279.25 2,294.75 15.50 0.7% 2,253.75
Low 2,238.50 2,270.75 32.25 1.4% 2,171.50
Close 2,279.25 2,289.25 10.00 0.4% 2,204.00
Range 40.75 24.00 -16.75 -41.1% 82.25
ATR 30.58 30.11 -0.47 -1.5% 0.00
Volume 31 86 55 177.4% 280
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,357.00 2,347.00 2,302.50
R3 2,333.00 2,323.00 2,295.75
R2 2,309.00 2,309.00 2,293.75
R1 2,299.00 2,299.00 2,291.50 2,304.00
PP 2,285.00 2,285.00 2,285.00 2,287.50
S1 2,275.00 2,275.00 2,287.00 2,280.00
S2 2,261.00 2,261.00 2,284.75
S3 2,237.00 2,251.00 2,282.75
S4 2,213.00 2,227.00 2,276.00
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 2,294.75 2,188.50 106.25 4.6% 47.00 2.1% 95% True False 53
10 2,294.75 2,171.50 123.25 5.4% 39.00 1.7% 96% True False 49
20 2,319.00 2,171.50 147.50 6.4% 22.75 1.0% 80% False False 26
40 2,402.00 2,171.50 230.50 10.1% 12.50 0.5% 51% False False 14
60 2,402.00 2,171.50 230.50 10.1% 9.75 0.4% 51% False False 10
80 2,402.00 2,171.50 230.50 10.1% 9.50 0.4% 51% False False 10
100 2,402.00 2,171.50 230.50 10.1% 7.50 0.3% 51% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.65
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,396.75
2.618 2,357.50
1.618 2,333.50
1.000 2,318.75
0.618 2,309.50
HIGH 2,294.75
0.618 2,285.50
0.500 2,282.75
0.382 2,280.00
LOW 2,270.75
0.618 2,256.00
1.000 2,246.75
1.618 2,232.00
2.618 2,208.00
4.250 2,168.75
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 2,287.00 2,273.50
PP 2,285.00 2,257.50
S1 2,282.75 2,241.50

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

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