E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 2,299.75 2,326.25 26.50 1.2% 2,206.00
High 2,336.25 2,369.00 32.75 1.4% 2,369.00
Low 2,289.00 2,320.25 31.25 1.4% 2,203.00
Close 2,326.00 2,367.25 41.25 1.8% 2,367.25
Range 47.25 48.75 1.50 3.2% 166.00
ATR 65.66 64.45 -1.21 -1.8% 0.00
Volume 315,723 274,440 -41,283 -13.1% 1,359,745
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,498.50 2,481.50 2,394.00
R3 2,449.75 2,432.75 2,380.75
R2 2,401.00 2,401.00 2,376.25
R1 2,384.00 2,384.00 2,371.75 2,392.50
PP 2,352.25 2,352.25 2,352.25 2,356.50
S1 2,335.25 2,335.25 2,362.75 2,343.75
S2 2,303.50 2,303.50 2,358.25
S3 2,254.75 2,286.50 2,353.75
S4 2,206.00 2,237.75 2,340.50
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,811.00 2,755.25 2,458.50
R3 2,645.00 2,589.25 2,413.00
R2 2,479.00 2,479.00 2,397.75
R1 2,423.25 2,423.25 2,382.50 2,451.00
PP 2,313.00 2,313.00 2,313.00 2,327.00
S1 2,257.25 2,257.25 2,352.00 2,285.00
S2 2,147.00 2,147.00 2,336.75
S3 1,981.00 2,091.25 2,321.50
S4 1,815.00 1,925.25 2,276.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,369.00 2,203.00 166.00 7.0% 51.50 2.2% 99% True False 271,949
10 2,369.00 2,035.75 333.25 14.1% 62.50 2.6% 99% True False 349,424
20 2,369.00 2,035.75 333.25 14.1% 68.50 2.9% 99% True False 366,499
40 2,369.00 2,019.25 349.75 14.8% 64.50 2.7% 99% True False 240,047
60 2,429.50 1,964.00 465.50 19.7% 69.25 2.9% 87% False False 160,252
80 2,429.50 1,964.00 465.50 19.7% 62.00 2.6% 87% False False 120,214
100 2,429.50 1,964.00 465.50 19.7% 52.00 2.2% 87% False False 96,174
120 2,429.50 1,964.00 465.50 19.7% 43.50 1.8% 87% False False 80,145
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 15.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,576.25
2.618 2,496.75
1.618 2,448.00
1.000 2,417.75
0.618 2,399.25
HIGH 2,369.00
0.618 2,350.50
0.500 2,344.50
0.382 2,338.75
LOW 2,320.25
0.618 2,290.00
1.000 2,271.50
1.618 2,241.25
2.618 2,192.50
4.250 2,113.00
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 2,359.75 2,352.00
PP 2,352.25 2,337.00
S1 2,344.50 2,321.75

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

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