E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 2,222.75 2,238.50 15.75 0.7% 2,030.00
High 2,262.75 2,258.25 -4.50 -0.2% 2,163.00
Low 2,216.25 2,212.25 -4.00 -0.2% 2,019.25
Close 2,235.75 2,212.25 -23.50 -1.1% 2,159.00
Range 46.50 46.00 -0.50 -1.1% 143.75
ATR 67.51 65.97 -1.54 -2.3% 0.00
Volume 1,448 1,031 -417 -28.8% 3,556
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,365.50 2,335.00 2,237.50
R3 2,319.50 2,289.00 2,225.00
R2 2,273.50 2,273.50 2,220.75
R1 2,243.00 2,243.00 2,216.50 2,235.25
PP 2,227.50 2,227.50 2,227.50 2,223.75
S1 2,197.00 2,197.00 2,208.00 2,189.25
S2 2,181.50 2,181.50 2,203.75
S3 2,135.50 2,151.00 2,199.50
S4 2,089.50 2,105.00 2,187.00
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 2,262.75 2,076.50 186.25 8.4% 56.50 2.5% 73% False False 788
10 2,262.75 2,019.25 243.50 11.0% 60.00 2.7% 79% False False 757
20 2,262.75 1,964.00 298.75 13.5% 79.50 3.6% 83% False False 663
40 2,429.50 1,964.00 465.50 21.0% 64.75 2.9% 53% False False 552
60 2,429.50 1,964.00 465.50 21.0% 53.25 2.4% 53% False False 385
80 2,429.50 1,964.00 465.50 21.0% 40.50 1.8% 53% False False 289
100 2,429.50 1,964.00 465.50 21.0% 33.00 1.5% 53% False False 232
120 2,429.50 1,964.00 465.50 21.0% 28.75 1.3% 53% False False 194
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 False
Stretch 15.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,453.75
2.618 2,378.75
1.618 2,332.75
1.000 2,304.25
0.618 2,286.75
HIGH 2,258.25
0.618 2,240.75
0.500 2,235.25
0.382 2,229.75
LOW 2,212.25
0.618 2,183.75
1.000 2,166.25
1.618 2,137.75
2.618 2,091.75
4.250 2,016.75
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 2,235.25 2,230.25
PP 2,227.50 2,224.25
S1 2,220.00 2,218.25

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

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