E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 2,326.75 2,375.00 48.25 2.1% 2,367.25
High 2,385.75 2,386.75 1.00 0.0% 2,388.50
Low 2,320.25 2,316.00 -4.25 -0.2% 2,268.50
Close 2,374.75 2,321.75 -53.00 -2.2% 2,334.25
Range 65.50 70.75 5.25 8.0% 120.00
ATR 63.88 64.37 0.49 0.8% 0.00
Volume 241,760 325,017 83,257 34.4% 1,637,020
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,553.75 2,508.50 2,360.75
R3 2,483.00 2,437.75 2,341.25
R2 2,412.25 2,412.25 2,334.75
R1 2,367.00 2,367.00 2,328.25 2,354.25
PP 2,341.50 2,341.50 2,341.50 2,335.00
S1 2,296.25 2,296.25 2,315.25 2,283.50
S2 2,270.75 2,270.75 2,308.75
S3 2,200.00 2,225.50 2,302.25
S4 2,129.25 2,154.75 2,282.75
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 2,386.75 2,268.50 118.25 5.1% 62.50 2.7% 45% True False 301,423
10 2,388.50 2,268.50 120.00 5.2% 60.00 2.6% 44% False False 309,882
20 2,388.50 2,035.75 352.75 15.2% 66.25 2.8% 81% False False 340,774
40 2,388.50 2,035.75 352.75 15.2% 64.25 2.8% 81% False False 295,041
60 2,388.50 1,964.00 424.50 18.3% 71.25 3.1% 84% False False 196,880
80 2,429.50 1,964.00 465.50 20.0% 63.75 2.7% 77% False False 147,754
100 2,429.50 1,964.00 465.50 20.0% 56.25 2.4% 77% False False 118,212
120 2,429.50 1,964.00 465.50 20.0% 47.25 2.0% 77% False False 98,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.55
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,687.50
2.618 2,572.00
1.618 2,501.25
1.000 2,457.50
0.618 2,430.50
HIGH 2,386.75
0.618 2,359.75
0.500 2,351.50
0.382 2,343.00
LOW 2,316.00
0.618 2,272.25
1.000 2,245.25
1.618 2,201.50
2.618 2,130.75
4.250 2,015.25
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 2,351.50 2,341.50
PP 2,341.50 2,334.75
S1 2,331.50 2,328.25

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

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