E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 2,393.75 2,397.75 4.00 0.2% 2,326.75
High 2,401.75 2,398.00 -3.75 -0.2% 2,408.75
Low 2,378.50 2,350.50 -28.00 -1.2% 2,287.00
Close 2,396.50 2,356.00 -40.50 -1.7% 2,396.50
Range 23.25 47.50 24.25 104.3% 121.75
ATR 62.55 61.48 -1.08 -1.7% 0.00
Volume 213,787 243,862 30,075 14.1% 1,432,293
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,510.75 2,480.75 2,382.00
R3 2,463.25 2,433.25 2,369.00
R2 2,415.75 2,415.75 2,364.75
R1 2,385.75 2,385.75 2,360.25 2,377.00
PP 2,368.25 2,368.25 2,368.25 2,363.75
S1 2,338.25 2,338.25 2,351.75 2,329.50
S2 2,320.75 2,320.75 2,347.25
S3 2,273.25 2,290.75 2,343.00
S4 2,225.75 2,243.25 2,330.00
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 5.2% 57.00 2.4% 57% False False 286,879
10 2,408.75 2,268.50 140.25 6.0% 59.25 2.5% 62% False False 299,839
20 2,408.75 2,035.75 373.00 15.8% 60.25 2.6% 86% False False 317,682
40 2,408.75 2,035.75 373.00 15.8% 64.50 2.7% 86% False False 322,648
60 2,408.75 1,964.00 444.75 18.9% 68.75 2.9% 88% False False 215,332
80 2,429.50 1,964.00 465.50 19.8% 64.75 2.8% 84% False False 161,619
100 2,429.50 1,964.00 465.50 19.8% 58.25 2.5% 84% False False 129,306
120 2,429.50 1,964.00 465.50 19.8% 49.00 2.1% 84% False False 107,755
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,600.00
2.618 2,522.25
1.618 2,474.75
1.000 2,445.50
0.618 2,427.25
HIGH 2,398.00
0.618 2,379.75
0.500 2,374.25
0.382 2,368.75
LOW 2,350.50
0.618 2,321.25
1.000 2,303.00
1.618 2,273.75
2.618 2,226.25
4.250 2,148.50
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 2,374.25 2,369.00
PP 2,368.25 2,364.50
S1 2,362.00 2,360.25

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

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