E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 2,146.00 2,175.75 29.75 1.4% 2,131.00
High 2,186.00 2,204.75 18.75 0.9% 2,186.00
Low 2,110.00 2,171.75 61.75 2.9% 1,964.00
Close 2,172.00 2,201.00 29.00 1.3% 2,172.00
Range 76.00 33.00 -43.00 -56.6% 222.00
ATR 76.89 73.76 -3.14 -4.1% 0.00
Volume 276 110 -166 -60.1% 4,080
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,291.50 2,279.25 2,219.25
R3 2,258.50 2,246.25 2,210.00
R2 2,225.50 2,225.50 2,207.00
R1 2,213.25 2,213.25 2,204.00 2,219.50
PP 2,192.50 2,192.50 2,192.50 2,195.50
S1 2,180.25 2,180.25 2,198.00 2,186.50
S2 2,159.50 2,159.50 2,195.00
S3 2,126.50 2,147.25 2,192.00
S4 2,093.50 2,114.25 2,182.75
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,773.25 2,694.75 2,294.00
R3 2,551.25 2,472.75 2,233.00
R2 2,329.25 2,329.25 2,212.75
R1 2,250.75 2,250.75 2,192.25 2,290.00
PP 2,107.25 2,107.25 2,107.25 2,127.00
S1 2,028.75 2,028.75 2,151.75 2,068.00
S2 1,885.25 1,885.25 2,131.25
S3 1,663.25 1,806.75 2,111.00
S4 1,441.25 1,584.75 2,050.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,204.75 1,964.00 240.75 10.9% 105.25 4.8% 98% True False 625
10 2,349.75 1,964.00 385.75 17.5% 102.50 4.7% 61% False False 643
20 2,429.50 1,964.00 465.50 21.1% 75.00 3.4% 51% False False 658
40 2,429.50 1,964.00 465.50 21.1% 56.50 2.6% 51% False False 369
60 2,429.50 1,964.00 465.50 21.1% 40.25 1.8% 51% False False 248
80 2,429.50 1,964.00 465.50 21.1% 30.25 1.4% 51% False False 186
100 2,429.50 1,964.00 465.50 21.1% 25.25 1.1% 51% False False 150
120 2,429.50 1,964.00 465.50 21.1% 22.25 1.0% 51% False False 126
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 25.18
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,345.00
2.618 2,291.25
1.618 2,258.25
1.000 2,237.75
0.618 2,225.25
HIGH 2,204.75
0.618 2,192.25
0.500 2,188.25
0.382 2,184.25
LOW 2,171.75
0.618 2,151.25
1.000 2,138.75
1.618 2,118.25
2.618 2,085.25
4.250 2,031.50
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 2,196.75 2,177.00
PP 2,192.50 2,153.00
S1 2,188.25 2,129.00

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

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