E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 2,245.75 2,177.75 -68.00 -3.0% 2,288.00
High 2,249.50 2,210.25 -39.25 -1.7% 2,332.50
Low 2,144.50 2,134.00 -10.50 -0.5% 2,134.00
Close 2,174.50 2,202.00 27.50 1.3% 2,202.00
Range 105.00 76.25 -28.75 -27.4% 198.50
ATR 65.66 66.42 0.76 1.2% 0.00
Volume 581,143 398,446 -182,697 -31.4% 1,976,624
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,410.75 2,382.75 2,244.00
R3 2,334.50 2,306.50 2,223.00
R2 2,258.25 2,258.25 2,216.00
R1 2,230.25 2,230.25 2,209.00 2,244.25
PP 2,182.00 2,182.00 2,182.00 2,189.00
S1 2,154.00 2,154.00 2,195.00 2,168.00
S2 2,105.75 2,105.75 2,188.00
S3 2,029.50 2,077.75 2,181.00
S4 1,953.25 2,001.50 2,160.00
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,818.25 2,708.75 2,311.25
R3 2,619.75 2,510.25 2,256.50
R2 2,421.25 2,421.25 2,238.50
R1 2,311.75 2,311.75 2,220.25 2,267.25
PP 2,222.75 2,222.75 2,222.75 2,200.50
S1 2,113.25 2,113.25 2,183.75 2,068.75
S2 2,024.25 2,024.25 2,165.50
S3 1,825.75 1,914.75 2,147.50
S4 1,627.25 1,716.25 2,092.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,332.50 2,134.00 198.50 9.0% 72.75 3.3% 34% False True 395,324
10 2,332.50 2,117.00 215.50 9.8% 67.25 3.1% 39% False False 382,044
20 2,332.50 2,076.50 256.00 11.6% 62.75 2.8% 49% False False 212,244
40 2,389.25 1,964.00 425.25 19.3% 73.25 3.3% 56% False False 106,399
60 2,429.50 1,964.00 465.50 21.1% 62.00 2.8% 51% False False 71,059
80 2,429.50 1,964.00 465.50 21.1% 52.00 2.4% 51% False False 53,301
100 2,429.50 1,964.00 465.50 21.1% 42.25 1.9% 51% False False 42,641
120 2,429.50 1,964.00 465.50 21.1% 35.75 1.6% 51% False False 35,535
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 19.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,534.25
2.618 2,409.75
1.618 2,333.50
1.000 2,286.50
0.618 2,257.25
HIGH 2,210.25
0.618 2,181.00
0.500 2,172.00
0.382 2,163.25
LOW 2,134.00
0.618 2,087.00
1.000 2,057.75
1.618 2,010.75
2.618 1,934.50
4.250 1,810.00
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 2,192.00 2,226.00
PP 2,182.00 2,218.00
S1 2,172.00 2,210.00

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

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