E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 2,322.75 2,284.25 -38.50 -1.7% 2,309.00
High 2,341.00 2,327.00 -14.00 -0.6% 2,343.75
Low 2,277.75 2,269.00 -8.75 -0.4% 2,269.00
Close 2,285.25 2,322.00 36.75 1.6% 2,322.00
Range 63.25 58.00 -5.25 -8.3% 74.75
ATR 54.75 54.98 0.23 0.4% 0.00
Volume 215,994 124,579 -91,415 -42.3% 1,047,164
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,480.00 2,459.00 2,354.00
R3 2,422.00 2,401.00 2,338.00
R2 2,364.00 2,364.00 2,332.75
R1 2,343.00 2,343.00 2,327.25 2,353.50
PP 2,306.00 2,306.00 2,306.00 2,311.25
S1 2,285.00 2,285.00 2,316.75 2,295.50
S2 2,248.00 2,248.00 2,311.25
S3 2,190.00 2,227.00 2,306.00
S4 2,132.00 2,169.00 2,290.00
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,535.75 2,503.75 2,363.00
R3 2,461.00 2,429.00 2,342.50
R2 2,386.25 2,386.25 2,335.75
R1 2,354.25 2,354.25 2,328.75 2,370.25
PP 2,311.50 2,311.50 2,311.50 2,319.50
S1 2,279.50 2,279.50 2,315.25 2,295.50
S2 2,236.75 2,236.75 2,308.25
S3 2,162.00 2,204.75 2,301.50
S4 2,087.25 2,130.00 2,281.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,343.75 2,269.00 74.75 3.2% 47.50 2.0% 71% False True 209,432
10 2,344.75 2,178.25 166.50 7.2% 50.25 2.2% 86% False False 233,223
20 2,374.00 2,135.75 238.25 10.3% 51.75 2.2% 78% False False 240,548
40 2,408.75 2,135.75 273.00 11.8% 55.75 2.4% 68% False False 270,534
60 2,408.75 2,035.75 373.00 16.1% 60.00 2.6% 77% False False 303,143
80 2,408.75 2,019.25 389.50 16.8% 61.00 2.6% 78% False False 251,863
100 2,429.50 1,964.00 465.50 20.0% 64.00 2.8% 77% False False 201,622
120 2,429.50 1,964.00 465.50 20.0% 59.75 2.6% 77% False False 168,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,573.50
2.618 2,478.75
1.618 2,420.75
1.000 2,385.00
0.618 2,362.75
HIGH 2,327.00
0.618 2,304.75
0.500 2,298.00
0.382 2,291.25
LOW 2,269.00
0.618 2,233.25
1.000 2,211.00
1.618 2,175.25
2.618 2,117.25
4.250 2,022.50
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 2,314.00 2,316.75
PP 2,306.00 2,311.50
S1 2,298.00 2,306.50

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

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