E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 2,329.75 2,393.75 64.00 2.7% 2,326.75
High 2,408.75 2,401.75 -7.00 -0.3% 2,408.75
Low 2,329.00 2,378.50 49.50 2.1% 2,287.00
Close 2,393.75 2,396.50 2.75 0.1% 2,396.50
Range 79.75 23.25 -56.50 -70.8% 121.75
ATR 65.58 62.55 -3.02 -4.6% 0.00
Volume 329,377 213,787 -115,590 -35.1% 1,432,293
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,462.00 2,452.50 2,409.25
R3 2,438.75 2,429.25 2,403.00
R2 2,415.50 2,415.50 2,400.75
R1 2,406.00 2,406.00 2,398.75 2,410.75
PP 2,392.25 2,392.25 2,392.25 2,394.50
S1 2,382.75 2,382.75 2,394.25 2,387.50
S2 2,369.00 2,369.00 2,392.25
S3 2,345.75 2,359.50 2,390.00
S4 2,322.50 2,336.25 2,383.75
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,729.25 2,684.75 2,463.50
R3 2,607.50 2,563.00 2,430.00
R2 2,485.75 2,485.75 2,418.75
R1 2,441.25 2,441.25 2,407.75 2,463.50
PP 2,364.00 2,364.00 2,364.00 2,375.25
S1 2,319.50 2,319.50 2,385.25 2,341.75
S2 2,242.25 2,242.25 2,374.25
S3 2,120.50 2,197.75 2,363.00
S4 1,998.75 2,076.00 2,329.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,408.75 2,287.00 121.75 5.1% 60.50 2.5% 90% False False 286,458
10 2,408.75 2,268.50 140.25 5.9% 61.75 2.6% 91% False False 306,931
20 2,408.75 2,035.75 373.00 15.6% 62.00 2.6% 97% False False 328,177
40 2,408.75 2,035.75 373.00 15.6% 64.75 2.7% 97% False False 316,590
60 2,408.75 1,964.00 444.75 18.6% 69.75 2.9% 97% False False 211,281
80 2,429.50 1,964.00 465.50 19.4% 64.75 2.7% 93% False False 158,571
100 2,429.50 1,964.00 465.50 19.4% 57.75 2.4% 93% False False 126,867
120 2,429.50 1,964.00 465.50 19.4% 48.75 2.0% 93% False False 105,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.20
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 2,500.50
2.618 2,462.50
1.618 2,439.25
1.000 2,425.00
0.618 2,416.00
HIGH 2,401.75
0.618 2,392.75
0.500 2,390.00
0.382 2,387.50
LOW 2,378.50
0.618 2,364.25
1.000 2,355.25
1.618 2,341.00
2.618 2,317.75
4.250 2,279.75
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 2,394.50 2,380.25
PP 2,392.25 2,364.00
S1 2,390.00 2,348.00

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

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