E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 2,210.50 2,140.00 -70.50 -3.2% 2,150.00
High 2,223.25 2,194.00 -29.25 -1.3% 2,239.00
Low 2,145.00 2,117.00 -28.00 -1.3% 2,103.25
Close 2,164.25 2,190.25 26.00 1.2% 2,164.25
Range 78.25 77.00 -1.25 -1.6% 135.75
ATR 64.14 65.06 0.92 1.4% 0.00
Volume 291,723 355,402 63,679 21.8% 418,968
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,398.00 2,371.25 2,232.50
R3 2,321.00 2,294.25 2,211.50
R2 2,244.00 2,244.00 2,204.25
R1 2,217.25 2,217.25 2,197.25 2,230.50
PP 2,167.00 2,167.00 2,167.00 2,173.75
S1 2,140.25 2,140.25 2,183.25 2,153.50
S2 2,090.00 2,090.00 2,176.25
S3 2,013.00 2,063.25 2,169.00
S4 1,936.00 1,986.25 2,148.00
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,576.00 2,506.00 2,239.00
R3 2,440.25 2,370.25 2,201.50
R2 2,304.50 2,304.50 2,189.25
R1 2,234.50 2,234.50 2,176.75 2,269.50
PP 2,168.75 2,168.75 2,168.75 2,186.50
S1 2,098.75 2,098.75 2,151.75 2,133.75
S2 2,033.00 2,033.00 2,139.25
S3 1,897.25 1,963.00 2,127.00
S4 1,761.50 1,827.25 2,089.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,239.00 2,103.25 135.75 6.2% 62.50 2.9% 64% False False 154,874
10 2,262.75 2,103.25 159.50 7.3% 57.00 2.6% 55% False False 77,961
20 2,262.75 2,019.25 243.50 11.1% 61.25 2.8% 70% False False 39,214
40 2,429.50 1,964.00 465.50 21.3% 68.00 3.1% 49% False False 19,935
60 2,429.50 1,964.00 465.50 21.3% 58.00 2.7% 49% False False 13,316
80 2,429.50 1,964.00 465.50 21.3% 45.00 2.1% 49% False False 9,988
100 2,429.50 1,964.00 465.50 21.3% 36.25 1.7% 49% False False 7,991
120 2,429.50 1,964.00 465.50 21.3% 31.00 1.4% 49% False False 6,660
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 True
Bull Hook False
Stretch 11.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,521.25
2.618 2,395.50
1.618 2,318.50
1.000 2,271.00
0.618 2,241.50
HIGH 2,194.00
0.618 2,164.50
0.500 2,155.50
0.382 2,146.50
LOW 2,117.00
0.618 2,069.50
1.000 2,040.00
1.618 1,992.50
2.618 1,915.50
4.250 1,789.75
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 2,178.75 2,186.25
PP 2,167.00 2,182.00
S1 2,155.50 2,178.00

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

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