E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 2,238.50 2,213.25 -25.25 -1.1% 2,160.75
High 2,258.25 2,214.25 -44.00 -1.9% 2,262.75
Low 2,212.25 2,151.50 -60.75 -2.7% 2,151.50
Close 2,212.25 2,159.75 -52.50 -2.4% 2,159.75
Range 46.00 62.75 16.75 36.4% 111.25
ATR 65.97 65.74 -0.23 -0.3% 0.00
Volume 1,031 1,548 517 50.1% 5,249
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,363.50 2,324.25 2,194.25
R3 2,300.75 2,261.50 2,177.00
R2 2,238.00 2,238.00 2,171.25
R1 2,198.75 2,198.75 2,165.50 2,187.00
PP 2,175.25 2,175.25 2,175.25 2,169.25
S1 2,136.00 2,136.00 2,154.00 2,124.25
S2 2,112.50 2,112.50 2,148.25
S3 2,049.75 2,073.25 2,142.50
S4 1,987.00 2,010.50 2,125.25
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,525.00 2,453.75 2,221.00
R3 2,413.75 2,342.50 2,190.25
R2 2,302.50 2,302.50 2,180.25
R1 2,231.25 2,231.25 2,170.00 2,211.25
PP 2,191.25 2,191.25 2,191.25 2,181.50
S1 2,120.00 2,120.00 2,149.50 2,100.00
S2 2,080.00 2,080.00 2,139.25
S3 1,968.75 2,008.75 2,129.25
S4 1,857.50 1,897.50 2,098.50
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 2,151.50 111.25 5.2% 51.75 2.4% 7% False True 1,049
10 2,262.75 2,019.25 243.50 11.3% 59.50 2.8% 58% False False 880
20 2,262.75 1,964.00 298.75 13.8% 77.25 3.6% 66% False False 699
40 2,429.50 1,964.00 465.50 21.6% 65.25 3.0% 42% False False 589
60 2,429.50 1,964.00 465.50 21.6% 54.00 2.5% 42% False False 411
80 2,429.50 1,964.00 465.50 21.6% 41.25 1.9% 42% False False 308
100 2,429.50 1,964.00 465.50 21.6% 33.75 1.6% 42% False False 247
120 2,429.50 1,964.00 465.50 21.6% 29.00 1.3% 42% False False 207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.68
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,481.00
2.618 2,378.50
1.618 2,315.75
1.000 2,277.00
0.618 2,253.00
HIGH 2,214.25
0.618 2,190.25
0.500 2,183.00
0.382 2,175.50
LOW 2,151.50
0.618 2,112.75
1.000 2,088.75
1.618 2,050.00
2.618 1,987.25
4.250 1,884.75
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 2,183.00 2,207.00
PP 2,175.25 2,191.25
S1 2,167.50 2,175.50

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

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