E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 2,177.75 2,190.50 12.75 0.6% 2,288.00
High 2,210.25 2,232.50 22.25 1.0% 2,332.50
Low 2,134.00 2,162.25 28.25 1.3% 2,134.00
Close 2,202.00 2,226.00 24.00 1.1% 2,202.00
Range 76.25 70.25 -6.00 -7.9% 198.50
ATR 66.42 66.69 0.27 0.4% 0.00
Volume 398,446 390,098 -8,348 -2.1% 1,976,624
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,417.75 2,392.00 2,264.75
R3 2,347.50 2,321.75 2,245.25
R2 2,277.25 2,277.25 2,239.00
R1 2,251.50 2,251.50 2,232.50 2,264.50
PP 2,207.00 2,207.00 2,207.00 2,213.25
S1 2,181.25 2,181.25 2,219.50 2,194.00
S2 2,136.75 2,136.75 2,213.00
S3 2,066.50 2,111.00 2,206.75
S4 1,996.25 2,040.75 2,187.25
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 8.9% 74.75 3.4% 46% False False 409,795
10 2,332.50 2,134.00 198.50 8.9% 66.50 3.0% 46% False False 385,513
20 2,332.50 2,103.25 229.25 10.3% 61.75 2.8% 54% False False 231,737
40 2,389.25 1,964.00 425.25 19.1% 74.00 3.3% 62% False False 116,147
60 2,429.50 1,964.00 465.50 20.9% 62.50 2.8% 56% False False 77,558
80 2,429.50 1,964.00 465.50 20.9% 53.00 2.4% 56% False False 58,177
100 2,429.50 1,964.00 465.50 20.9% 43.00 1.9% 56% False False 46,542
120 2,429.50 1,964.00 465.50 20.9% 36.50 1.6% 56% False False 38,785
Crabel Price Patterns
NR True
NR4 True
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 20.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,531.00
2.618 2,416.50
1.618 2,346.25
1.000 2,302.75
0.618 2,276.00
HIGH 2,232.50
0.618 2,205.75
0.500 2,197.50
0.382 2,189.00
LOW 2,162.25
0.618 2,118.75
1.000 2,092.00
1.618 2,048.50
2.618 1,978.25
4.250 1,863.75
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 2,216.50 2,214.50
PP 2,207.00 2,203.25
S1 2,197.50 2,191.75

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

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