E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 2,275.25 2,287.00 11.75 0.5% 2,126.50
High 2,296.25 2,328.00 31.75 1.4% 2,227.00
Low 2,262.25 2,274.50 12.25 0.5% 2,035.75
Close 2,288.50 2,296.50 8.00 0.3% 2,201.75
Range 34.00 53.50 19.50 57.4% 191.25
ATR 68.12 67.08 -1.04 -1.5% 0.00
Volume 241,459 304,865 63,406 26.3% 2,134,499
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,460.25 2,431.75 2,326.00
R3 2,406.75 2,378.25 2,311.25
R2 2,353.25 2,353.25 2,306.25
R1 2,324.75 2,324.75 2,301.50 2,339.00
PP 2,299.75 2,299.75 2,299.75 2,306.75
S1 2,271.25 2,271.25 2,291.50 2,285.50
S2 2,246.25 2,246.25 2,286.75
S3 2,192.75 2,217.75 2,281.75
S4 2,139.25 2,164.25 2,267.00
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,728.50 2,656.50 2,307.00
R3 2,537.25 2,465.25 2,254.25
R2 2,346.00 2,346.00 2,236.75
R1 2,274.00 2,274.00 2,219.25 2,310.00
PP 2,154.75 2,154.75 2,154.75 2,173.00
S1 2,082.75 2,082.75 2,184.25 2,118.75
S2 1,963.50 1,963.50 2,166.75
S3 1,772.25 1,891.50 2,149.25
S4 1,581.00 1,700.25 2,096.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,328.00 2,148.50 179.50 7.8% 54.00 2.4% 82% True False 302,053
10 2,328.00 2,035.75 292.25 12.7% 71.25 3.1% 89% True False 369,584
20 2,332.50 2,035.75 296.75 12.9% 68.00 3.0% 88% False False 372,613
40 2,332.50 2,019.25 313.25 13.6% 66.25 2.9% 89% False False 225,306
60 2,429.50 1,964.00 465.50 20.3% 69.00 3.0% 71% False False 150,420
80 2,429.50 1,964.00 465.50 20.3% 61.50 2.7% 71% False False 112,839
100 2,429.50 1,964.00 465.50 20.3% 51.00 2.2% 71% False False 90,273
120 2,429.50 1,964.00 465.50 20.3% 42.75 1.9% 71% False False 75,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,555.50
2.618 2,468.00
1.618 2,414.50
1.000 2,381.50
0.618 2,361.00
HIGH 2,328.00
0.618 2,307.50
0.500 2,301.25
0.382 2,295.00
LOW 2,274.50
0.618 2,241.50
1.000 2,221.00
1.618 2,188.00
2.618 2,134.50
4.250 2,047.00
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 2,301.25 2,286.25
PP 2,299.75 2,275.75
S1 2,298.00 2,265.50

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

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