E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 2,309.25 2,309.00 -0.25 0.0% 2,183.00
High 2,344.75 2,343.75 -1.00 0.0% 2,344.75
Low 2,300.75 2,309.00 8.25 0.4% 2,178.25
Close 2,303.25 2,325.00 21.75 0.9% 2,303.25
Range 44.00 34.75 -9.25 -21.0% 166.50
ATR 57.41 56.20 -1.21 -2.1% 0.00
Volume 201,365 228,283 26,918 13.4% 1,285,073
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,430.25 2,412.25 2,344.00
R3 2,395.50 2,377.50 2,334.50
R2 2,360.75 2,360.75 2,331.25
R1 2,342.75 2,342.75 2,328.25 2,351.75
PP 2,326.00 2,326.00 2,326.00 2,330.50
S1 2,308.00 2,308.00 2,321.75 2,317.00
S2 2,291.25 2,291.25 2,318.75
S3 2,256.50 2,273.25 2,315.50
S4 2,221.75 2,238.50 2,306.00
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,775.00 2,705.50 2,394.75
R3 2,608.50 2,539.00 2,349.00
R2 2,442.00 2,442.00 2,333.75
R1 2,372.50 2,372.50 2,318.50 2,407.25
PP 2,275.50 2,275.50 2,275.50 2,292.75
S1 2,206.00 2,206.00 2,288.00 2,240.75
S2 2,109.00 2,109.00 2,272.75
S3 1,942.50 2,039.50 2,257.50
S4 1,776.00 1,873.00 2,211.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,344.75 2,196.25 148.50 6.4% 50.00 2.2% 87% False False 245,022
10 2,344.75 2,135.75 209.00 9.0% 49.75 2.1% 91% False False 244,976
20 2,399.50 2,135.75 263.75 11.3% 54.25 2.3% 72% False False 256,391
40 2,408.75 2,135.75 273.00 11.7% 56.00 2.4% 69% False False 277,195
60 2,408.75 2,035.75 373.00 16.0% 61.00 2.6% 78% False False 315,031
80 2,408.75 2,019.25 389.50 16.8% 61.00 2.6% 78% False False 241,637
100 2,429.50 1,964.00 465.50 20.0% 63.25 2.7% 78% False False 193,440
120 2,429.50 1,964.00 465.50 20.0% 59.00 2.5% 78% False False 161,212
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,491.50
2.618 2,434.75
1.618 2,400.00
1.000 2,378.50
0.618 2,365.25
HIGH 2,343.75
0.618 2,330.50
0.500 2,326.50
0.382 2,322.25
LOW 2,309.00
0.618 2,287.50
1.000 2,274.25
1.618 2,252.75
2.618 2,218.00
4.250 2,161.25
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 2,326.50 2,321.50
PP 2,326.00 2,318.00
S1 2,325.50 2,314.50

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

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