E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 2,402.25 2,414.00 11.75 0.5% 2,341.50
High 2,428.25 2,429.50 1.25 0.1% 2,423.75
Low 2,374.00 2,407.50 33.50 1.4% 2,313.00
Close 2,418.00 2,418.00 0.00 0.0% 2,422.50
Range 54.25 22.00 -32.25 -59.4% 110.75
ATR 37.73 36.60 -1.12 -3.0% 0.00
Volume 2,595 213 -2,382 -91.8% 3,311
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,484.25 2,473.25 2,430.00
R3 2,462.25 2,451.25 2,424.00
R2 2,440.25 2,440.25 2,422.00
R1 2,429.25 2,429.25 2,420.00 2,434.75
PP 2,418.25 2,418.25 2,418.25 2,421.00
S1 2,407.25 2,407.25 2,416.00 2,412.75
S2 2,396.25 2,396.25 2,414.00
S3 2,374.25 2,385.25 2,412.00
S4 2,352.25 2,363.25 2,406.00
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,718.75 2,681.25 2,483.50
R3 2,608.00 2,570.50 2,453.00
R2 2,497.25 2,497.25 2,442.75
R1 2,459.75 2,459.75 2,432.75 2,478.50
PP 2,386.50 2,386.50 2,386.50 2,395.75
S1 2,349.00 2,349.00 2,412.25 2,367.75
S2 2,275.75 2,275.75 2,402.25
S3 2,165.00 2,238.25 2,392.00
S4 2,054.25 2,127.50 2,361.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,429.50 2,361.00 68.50 2.8% 37.50 1.5% 83% True False 1,136
10 2,429.50 2,309.50 120.00 5.0% 39.25 1.6% 90% True False 644
20 2,429.50 2,238.50 191.00 7.9% 37.00 1.5% 94% True False 366
40 2,429.50 2,171.50 258.00 10.7% 29.00 1.2% 96% True False 193
60 2,429.50 2,171.50 258.00 10.7% 19.50 0.8% 96% True False 129
80 2,429.50 2,171.50 258.00 10.7% 15.75 0.7% 96% True False 98
100 2,429.50 2,171.50 258.00 10.7% 14.25 0.6% 96% True False 80
120 2,429.50 2,171.50 258.00 10.7% 12.00 0.5% 96% True False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.50
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,523.00
2.618 2,487.00
1.618 2,465.00
1.000 2,451.50
0.618 2,443.00
HIGH 2,429.50
0.618 2,421.00
0.500 2,418.50
0.382 2,416.00
LOW 2,407.50
0.618 2,394.00
1.000 2,385.50
1.618 2,372.00
2.618 2,350.00
4.250 2,314.00
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 2,418.50 2,412.50
PP 2,418.25 2,407.25
S1 2,418.25 2,401.75

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

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