E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 2,343.25 2,361.50 18.25 0.8% 2,356.50
High 2,374.00 2,371.50 -2.50 -0.1% 2,399.50
Low 2,310.00 2,312.25 2.25 0.1% 2,286.50
Close 2,359.75 2,313.75 -46.00 -1.9% 2,350.25
Range 64.00 59.25 -4.75 -7.4% 113.00
ATR 59.61 59.59 -0.03 0.0% 0.00
Volume 257,276 285,487 28,211 11.0% 1,323,517
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,510.25 2,471.25 2,346.25
R3 2,451.00 2,412.00 2,330.00
R2 2,391.75 2,391.75 2,324.50
R1 2,352.75 2,352.75 2,319.25 2,342.50
PP 2,332.50 2,332.50 2,332.50 2,327.50
S1 2,293.50 2,293.50 2,308.25 2,283.50
S2 2,273.25 2,273.25 2,303.00
S3 2,214.00 2,234.25 2,297.50
S4 2,154.75 2,175.00 2,281.25
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,684.50 2,630.25 2,412.50
R3 2,571.50 2,517.25 2,381.25
R2 2,458.50 2,458.50 2,371.00
R1 2,404.25 2,404.25 2,360.50 2,375.00
PP 2,345.50 2,345.50 2,345.50 2,330.75
S1 2,291.25 2,291.25 2,340.00 2,262.00
S2 2,232.50 2,232.50 2,329.50
S3 2,119.50 2,178.25 2,319.25
S4 2,006.50 2,065.25 2,288.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,374.00 2,286.50 87.50 3.8% 55.25 2.4% 31% False False 243,360
10 2,399.50 2,279.00 120.50 5.2% 59.25 2.6% 29% False False 260,856
20 2,408.75 2,268.50 140.25 6.1% 58.25 2.5% 32% False False 281,089
40 2,408.75 2,035.75 373.00 16.1% 63.75 2.8% 75% False False 324,607
60 2,408.75 2,035.75 373.00 16.1% 62.00 2.7% 75% False False 270,853
80 2,420.50 1,964.00 456.50 19.7% 67.75 2.9% 77% False False 203,263
100 2,429.50 1,964.00 465.50 20.1% 61.50 2.7% 75% False False 162,683
120 2,429.50 1,964.00 465.50 20.1% 54.75 2.4% 75% False False 135,573
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,623.25
2.618 2,526.50
1.618 2,467.25
1.000 2,430.75
0.618 2,408.00
HIGH 2,371.50
0.618 2,348.75
0.500 2,342.00
0.382 2,335.00
LOW 2,312.25
0.618 2,275.75
1.000 2,253.00
1.618 2,216.50
2.618 2,157.25
4.250 2,060.50
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 2,342.00 2,342.00
PP 2,332.50 2,332.50
S1 2,323.00 2,323.25

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

View Archives - Comment on this page... - Back to Index of Symbols