E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 2,221.00 2,212.00 -9.00 -0.4% 2,244.00
High 2,245.00 2,296.50 51.50 2.3% 2,244.00
Low 2,205.25 2,196.25 -9.00 -0.4% 2,135.75
Close 2,212.50 2,295.00 82.50 3.7% 2,147.50
Range 39.75 100.25 60.50 152.2% 108.25
ATR 57.45 60.51 3.06 5.3% 0.00
Volume 272,608 296,698 24,090 8.8% 936,405
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,563.25 2,529.50 2,350.25
R3 2,463.00 2,429.25 2,322.50
R2 2,362.75 2,362.75 2,313.50
R1 2,329.00 2,329.00 2,304.25 2,346.00
PP 2,262.50 2,262.50 2,262.50 2,271.00
S1 2,228.75 2,228.75 2,285.75 2,245.50
S2 2,162.25 2,162.25 2,276.50
S3 2,062.00 2,128.50 2,267.50
S4 1,961.75 2,028.25 2,239.75
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,500.50 2,432.25 2,207.00
R3 2,392.25 2,324.00 2,177.25
R2 2,284.00 2,284.00 2,167.25
R1 2,215.75 2,215.75 2,157.50 2,195.75
PP 2,175.75 2,175.75 2,175.75 2,165.75
S1 2,107.50 2,107.50 2,137.50 2,087.50
S2 2,067.50 2,067.50 2,127.75
S3 1,959.25 1,999.25 2,117.75
S4 1,851.00 1,891.00 2,088.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,296.50 2,135.75 160.75 7.0% 58.75 2.6% 99% True False 254,427
10 2,371.50 2,135.75 235.75 10.3% 56.50 2.5% 68% False False 270,640
20 2,399.50 2,135.75 263.75 11.5% 56.75 2.5% 60% False False 265,672
40 2,408.75 2,099.25 309.50 13.5% 58.00 2.5% 63% False False 289,375
60 2,408.75 2,035.75 373.00 16.3% 62.00 2.7% 70% False False 311,042
80 2,408.75 1,964.00 444.75 19.4% 65.00 2.8% 74% False False 233,474
100 2,429.50 1,964.00 465.50 20.3% 63.50 2.8% 71% False False 186,884
120 2,429.50 1,964.00 465.50 20.3% 58.50 2.6% 71% False False 155,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.45
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 2,722.50
2.618 2,559.00
1.618 2,458.75
1.000 2,396.75
0.618 2,358.50
HIGH 2,296.50
0.618 2,258.25
0.500 2,246.50
0.382 2,234.50
LOW 2,196.25
0.618 2,134.25
1.000 2,096.00
1.618 2,034.00
2.618 1,933.75
4.250 1,770.25
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 2,278.75 2,275.75
PP 2,262.50 2,256.50
S1 2,246.50 2,237.50

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

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