E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 2,297.00 2,326.75 29.75 1.3% 2,367.25
High 2,345.50 2,385.75 40.25 1.7% 2,388.50
Low 2,296.00 2,320.25 24.25 1.1% 2,268.50
Close 2,334.25 2,374.75 40.50 1.7% 2,334.25
Range 49.50 65.50 16.00 32.3% 120.00
ATR 63.76 63.88 0.12 0.2% 0.00
Volume 259,719 241,760 -17,959 -6.9% 1,637,020
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,556.75 2,531.25 2,410.75
R3 2,491.25 2,465.75 2,392.75
R2 2,425.75 2,425.75 2,386.75
R1 2,400.25 2,400.25 2,380.75 2,413.00
PP 2,360.25 2,360.25 2,360.25 2,366.50
S1 2,334.75 2,334.75 2,368.75 2,347.50
S2 2,294.75 2,294.75 2,362.75
S3 2,229.25 2,269.25 2,356.75
S4 2,163.75 2,203.75 2,338.75
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 2,385.75 2,268.50 117.25 4.9% 61.75 2.6% 91% True False 312,800
10 2,388.50 2,262.25 126.25 5.3% 56.25 2.4% 89% False False 301,526
20 2,388.50 2,035.75 352.75 14.9% 65.75 2.8% 96% False False 342,102
40 2,388.50 2,035.75 352.75 14.9% 63.75 2.7% 96% False False 286,920
60 2,389.25 1,964.00 425.25 17.9% 71.25 3.0% 97% False False 191,465
80 2,429.50 1,964.00 465.50 19.6% 63.25 2.7% 88% False False 143,694
100 2,429.50 1,964.00 465.50 19.6% 55.50 2.3% 88% False False 114,962
120 2,429.50 1,964.00 465.50 19.6% 46.75 2.0% 88% False False 95,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,664.00
2.618 2,557.25
1.618 2,491.75
1.000 2,451.25
0.618 2,426.25
HIGH 2,385.75
0.618 2,360.75
0.500 2,353.00
0.382 2,345.25
LOW 2,320.25
0.618 2,279.75
1.000 2,254.75
1.618 2,214.25
2.618 2,148.75
4.250 2,042.00
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 2,367.50 2,359.00
PP 2,360.25 2,343.00
S1 2,353.00 2,327.00

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

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