E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 2,316.25 2,297.00 -19.25 -0.8% 2,367.25
High 2,332.75 2,345.50 12.75 0.5% 2,388.50
Low 2,268.50 2,296.00 27.50 1.2% 2,268.50
Close 2,301.00 2,334.25 33.25 1.4% 2,334.25
Range 64.25 49.50 -14.75 -23.0% 120.00
ATR 64.85 63.76 -1.10 -1.7% 0.00
Volume 347,756 259,719 -88,037 -25.3% 1,637,020
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,473.75 2,453.50 2,361.50
R3 2,424.25 2,404.00 2,347.75
R2 2,374.75 2,374.75 2,343.25
R1 2,354.50 2,354.50 2,338.75 2,364.50
PP 2,325.25 2,325.25 2,325.25 2,330.25
S1 2,305.00 2,305.00 2,329.75 2,315.00
S2 2,275.75 2,275.75 2,325.25
S3 2,226.25 2,255.50 2,320.75
S4 2,176.75 2,206.00 2,307.00
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,690.50 2,632.25 2,400.25
R3 2,570.50 2,512.25 2,367.25
R2 2,450.50 2,450.50 2,356.25
R1 2,392.25 2,392.25 2,345.25 2,361.50
PP 2,330.50 2,330.50 2,330.50 2,315.00
S1 2,272.25 2,272.25 2,323.25 2,241.50
S2 2,210.50 2,210.50 2,312.25
S3 2,090.50 2,152.25 2,301.25
S4 1,970.50 2,032.25 2,268.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,388.50 2,268.50 120.00 5.1% 63.00 2.7% 55% False False 327,404
10 2,388.50 2,203.00 185.50 7.9% 57.25 2.5% 71% False False 299,676
20 2,388.50 2,035.75 352.75 15.1% 66.00 2.8% 85% False False 349,519
40 2,388.50 2,035.75 352.75 15.1% 64.25 2.8% 85% False False 280,882
60 2,389.25 1,964.00 425.25 18.2% 71.00 3.0% 87% False False 187,439
80 2,429.50 1,964.00 465.50 19.9% 63.00 2.7% 80% False False 140,674
100 2,429.50 1,964.00 465.50 19.9% 55.00 2.4% 80% False False 112,544
120 2,429.50 1,964.00 465.50 19.9% 46.25 2.0% 80% False False 93,787
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,556.00
2.618 2,475.00
1.618 2,425.50
1.000 2,395.00
0.618 2,376.00
HIGH 2,345.50
0.618 2,326.50
0.500 2,320.75
0.382 2,315.00
LOW 2,296.00
0.618 2,265.50
1.000 2,246.50
1.618 2,216.00
2.618 2,166.50
4.250 2,085.50
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 2,329.75 2,329.00
PP 2,325.25 2,323.75
S1 2,320.75 2,318.50

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

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