E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 2,160.75 2,216.50 55.75 2.6% 2,030.00
High 2,218.00 2,243.50 25.50 1.1% 2,163.00
Low 2,160.75 2,197.75 37.00 1.7% 2,019.25
Close 2,215.00 2,222.00 7.00 0.3% 2,159.00
Range 57.25 45.75 -11.50 -20.1% 143.75
ATR 70.92 69.13 -1.80 -2.5% 0.00
Volume 150 1,072 922 614.7% 3,556
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,358.25 2,336.00 2,247.25
R3 2,312.50 2,290.25 2,234.50
R2 2,266.75 2,266.75 2,230.50
R1 2,244.50 2,244.50 2,226.25 2,255.50
PP 2,221.00 2,221.00 2,221.00 2,226.75
S1 2,198.75 2,198.75 2,217.75 2,210.00
S2 2,175.25 2,175.25 2,213.50
S3 2,129.50 2,153.00 2,209.50
S4 2,083.75 2,107.25 2,196.75
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,545.00 2,495.75 2,238.00
R3 2,401.25 2,352.00 2,198.50
R2 2,257.50 2,257.50 2,185.25
R1 2,208.25 2,208.25 2,172.25 2,233.00
PP 2,113.75 2,113.75 2,113.75 2,126.00
S1 2,064.50 2,064.50 2,145.75 2,089.00
S2 1,970.00 1,970.00 2,132.75
S3 1,826.25 1,920.75 2,119.50
S4 1,682.50 1,777.00 2,080.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,243.50 2,076.50 167.00 7.5% 57.75 2.6% 87% True False 611
10 2,243.50 2,019.25 224.25 10.1% 67.75 3.1% 90% True False 560
20 2,312.75 1,964.00 348.75 15.7% 84.00 3.8% 74% False False 593
40 2,429.50 1,964.00 465.50 20.9% 63.75 2.9% 55% False False 493
60 2,429.50 1,964.00 465.50 20.9% 51.75 2.3% 55% False False 344
80 2,429.50 1,964.00 465.50 20.9% 39.50 1.8% 55% False False 258
100 2,429.50 1,964.00 465.50 20.9% 32.25 1.5% 55% False False 207
120 2,429.50 1,964.00 465.50 20.9% 28.25 1.3% 55% False False 174
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 15.40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,438.00
2.618 2,363.25
1.618 2,317.50
1.000 2,289.25
0.618 2,271.75
HIGH 2,243.50
0.618 2,226.00
0.500 2,220.50
0.382 2,215.25
LOW 2,197.75
0.618 2,169.50
1.000 2,152.00
1.618 2,123.75
2.618 2,078.00
4.250 2,003.25
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 2,221.50 2,201.25
PP 2,221.00 2,180.75
S1 2,220.50 2,160.00

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

View Archives - Comment on this page... - Back to Index of Symbols