E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 2,338.50 2,395.00 56.50 2.4% 2,391.25
High 2,393.50 2,407.50 14.00 0.6% 2,391.25
Low 2,334.75 2,376.25 41.50 1.8% 2,309.50
Close 2,383.50 2,376.25 -7.25 -0.3% 2,350.00
Range 58.75 31.25 -27.50 -46.8% 81.75
ATR 36.34 35.97 -0.36 -1.0% 0.00
Volume 360 83 -277 -76.9% 534
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,480.50 2,459.50 2,393.50
R3 2,449.25 2,428.25 2,384.75
R2 2,418.00 2,418.00 2,382.00
R1 2,397.00 2,397.00 2,379.00 2,392.00
PP 2,386.75 2,386.75 2,386.75 2,384.00
S1 2,365.75 2,365.75 2,373.50 2,360.50
S2 2,355.50 2,355.50 2,370.50
S3 2,324.25 2,334.50 2,367.75
S4 2,293.00 2,303.25 2,359.00
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 2,407.50 2,309.50 98.00 4.1% 40.25 1.7% 68% True False 134
10 2,415.50 2,309.50 106.00 4.5% 39.75 1.7% 63% False False 117
20 2,415.50 2,188.50 227.00 9.6% 38.50 1.6% 83% False False 98
40 2,415.50 2,171.50 244.00 10.3% 25.00 1.1% 84% False False 53
60 2,415.50 2,171.50 244.00 10.3% 17.00 0.7% 84% False False 36
80 2,415.50 2,171.50 244.00 10.3% 13.75 0.6% 84% False False 29
100 2,415.50 2,171.50 244.00 10.3% 12.75 0.5% 84% False False 24
120 2,415.50 2,171.50 244.00 10.3% 10.75 0.4% 84% False False 21
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 True
Stretch 6.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,540.25
2.618 2,489.25
1.618 2,458.00
1.000 2,438.75
0.618 2,426.75
HIGH 2,407.50
0.618 2,395.50
0.500 2,392.00
0.382 2,388.25
LOW 2,376.25
0.618 2,357.00
1.000 2,345.00
1.618 2,325.75
2.618 2,294.50
4.250 2,243.50
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 2,392.00 2,371.00
PP 2,386.75 2,365.50
S1 2,381.50 2,360.25

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

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