E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 2,287.00 2,299.75 12.75 0.6% 2,126.50
High 2,328.00 2,336.25 8.25 0.4% 2,227.00
Low 2,274.50 2,289.00 14.50 0.6% 2,035.75
Close 2,296.50 2,326.00 29.50 1.3% 2,201.75
Range 53.50 47.25 -6.25 -11.7% 191.25
ATR 67.08 65.66 -1.42 -2.1% 0.00
Volume 304,865 315,723 10,858 3.6% 2,134,499
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,458.75 2,439.75 2,352.00
R3 2,411.50 2,392.50 2,339.00
R2 2,364.25 2,364.25 2,334.75
R1 2,345.25 2,345.25 2,330.25 2,354.75
PP 2,317.00 2,317.00 2,317.00 2,322.00
S1 2,298.00 2,298.00 2,321.75 2,307.50
S2 2,269.75 2,269.75 2,317.25
S3 2,222.50 2,250.75 2,313.00
S4 2,175.25 2,203.50 2,300.00
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 2,336.25 2,183.75 152.50 6.6% 50.50 2.2% 93% True False 287,892
10 2,336.25 2,035.75 300.50 12.9% 65.25 2.8% 97% True False 360,646
20 2,336.25 2,035.75 300.50 12.9% 68.00 2.9% 97% True False 368,359
40 2,336.25 2,019.25 317.00 13.6% 66.00 2.8% 97% True False 233,193
60 2,429.50 1,964.00 465.50 20.0% 69.25 3.0% 78% False False 155,681
80 2,429.50 1,964.00 465.50 20.0% 61.50 2.6% 78% False False 116,785
100 2,429.50 1,964.00 465.50 20.0% 51.50 2.2% 78% False False 93,430
120 2,429.50 1,964.00 465.50 20.0% 43.25 1.9% 78% False False 77,858
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,537.00
2.618 2,460.00
1.618 2,412.75
1.000 2,383.50
0.618 2,365.50
HIGH 2,336.25
0.618 2,318.25
0.500 2,312.50
0.382 2,307.00
LOW 2,289.00
0.618 2,259.75
1.000 2,241.75
1.618 2,212.50
2.618 2,165.25
4.250 2,088.25
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 2,321.50 2,317.00
PP 2,317.00 2,308.25
S1 2,312.50 2,299.25

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

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