E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 2,414.00 2,415.00 1.00 0.0% 2,341.50
High 2,429.50 2,420.50 -9.00 -0.4% 2,423.75
Low 2,407.50 2,353.50 -54.00 -2.2% 2,313.00
Close 2,418.00 2,352.25 -65.75 -2.7% 2,422.50
Range 22.00 67.00 45.00 204.5% 110.75
ATR 36.60 38.77 2.17 5.9% 0.00
Volume 213 246 33 15.5% 3,311
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,576.50 2,531.25 2,389.00
R3 2,509.50 2,464.25 2,370.75
R2 2,442.50 2,442.50 2,364.50
R1 2,397.25 2,397.25 2,358.50 2,386.50
PP 2,375.50 2,375.50 2,375.50 2,370.00
S1 2,330.25 2,330.25 2,346.00 2,319.50
S2 2,308.50 2,308.50 2,340.00
S3 2,241.50 2,263.25 2,333.75
S4 2,174.50 2,196.25 2,315.50
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 2,353.50 76.00 3.2% 44.50 1.9% -2% False True 1,168
10 2,429.50 2,309.50 120.00 5.1% 42.25 1.8% 36% False False 651
20 2,429.50 2,270.75 158.75 6.7% 38.25 1.6% 51% False False 377
40 2,429.50 2,171.50 258.00 11.0% 30.25 1.3% 70% False False 199
60 2,429.50 2,171.50 258.00 11.0% 20.75 0.9% 70% False False 133
80 2,429.50 2,171.50 258.00 11.0% 16.50 0.7% 70% False False 101
100 2,429.50 2,171.50 258.00 11.0% 15.00 0.6% 70% False False 82
120 2,429.50 2,171.50 258.00 11.0% 12.50 0.5% 70% False False 69
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 10.80
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,705.25
2.618 2,596.00
1.618 2,529.00
1.000 2,487.50
0.618 2,462.00
HIGH 2,420.50
0.618 2,395.00
0.500 2,387.00
0.382 2,379.00
LOW 2,353.50
0.618 2,312.00
1.000 2,286.50
1.618 2,245.00
2.618 2,178.00
4.250 2,068.75
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 2,387.00 2,391.50
PP 2,375.50 2,378.50
S1 2,363.75 2,365.25

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

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