E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 2,341.50 2,338.50 -3.00 -0.1% 2,391.25
High 2,346.00 2,393.50 47.50 2.0% 2,391.25
Low 2,313.00 2,334.75 21.75 0.9% 2,309.50
Close 2,334.50 2,383.50 49.00 2.1% 2,350.00
Range 33.00 58.75 25.75 78.0% 81.75
ATR 34.59 36.34 1.74 5.0% 0.00
Volume 79 360 281 355.7% 534
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,546.75 2,524.00 2,415.75
R3 2,488.00 2,465.25 2,399.75
R2 2,429.25 2,429.25 2,394.25
R1 2,406.50 2,406.50 2,389.00 2,418.00
PP 2,370.50 2,370.50 2,370.50 2,376.25
S1 2,347.75 2,347.75 2,378.00 2,359.00
S2 2,311.75 2,311.75 2,372.75
S3 2,253.00 2,289.00 2,367.25
S4 2,194.25 2,230.25 2,351.25
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,595.50 2,554.50 2,395.00
R3 2,513.75 2,472.75 2,372.50
R2 2,432.00 2,432.00 2,365.00
R1 2,391.00 2,391.00 2,357.50 2,370.50
PP 2,350.25 2,350.25 2,350.25 2,340.00
S1 2,309.25 2,309.25 2,342.50 2,289.00
S2 2,268.50 2,268.50 2,335.00
S3 2,186.75 2,227.50 2,327.50
S4 2,105.00 2,145.75 2,305.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,393.50 2,309.50 84.00 3.5% 41.00 1.7% 88% True False 152
10 2,415.50 2,309.50 106.00 4.4% 38.75 1.6% 70% False False 114
20 2,415.50 2,188.50 227.00 9.5% 39.50 1.7% 86% False False 98
40 2,415.50 2,171.50 244.00 10.2% 24.25 1.0% 87% False False 51
60 2,415.50 2,171.50 244.00 10.2% 16.50 0.7% 87% False False 35
80 2,415.50 2,171.50 244.00 10.2% 13.50 0.6% 87% False False 28
100 2,415.50 2,171.50 244.00 10.2% 12.50 0.5% 87% False False 23
120 2,415.50 2,171.50 244.00 10.2% 10.25 0.4% 87% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.33
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,643.25
2.618 2,547.25
1.618 2,488.50
1.000 2,452.25
0.618 2,429.75
HIGH 2,393.50
0.618 2,371.00
0.500 2,364.00
0.382 2,357.25
LOW 2,334.75
0.618 2,298.50
1.000 2,276.00
1.618 2,239.75
2.618 2,181.00
4.250 2,085.00
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 2,377.00 2,373.50
PP 2,370.50 2,363.25
S1 2,364.00 2,353.25

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

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