E-mini NASDAQ-100 Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 2,294.25 2,271.00 -23.25 -1.0% 2,309.00
High 2,318.00 2,279.75 -38.25 -1.7% 2,343.75
Low 2,258.25 2,220.00 -38.25 -1.7% 2,269.00
Close 2,271.00 2,232.25 -38.75 -1.7% 2,322.00
Range 59.75 59.75 0.00 0.0% 74.75
ATR 55.14 55.47 0.33 0.6% 0.00
Volume 101,701 79,999 -21,702 -21.3% 1,047,164
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,423.25 2,387.50 2,265.00
R3 2,363.50 2,327.75 2,248.75
R2 2,303.75 2,303.75 2,243.25
R1 2,268.00 2,268.00 2,237.75 2,256.00
PP 2,244.00 2,244.00 2,244.00 2,238.00
S1 2,208.25 2,208.25 2,226.75 2,196.25
S2 2,184.25 2,184.25 2,221.25
S3 2,124.50 2,148.50 2,215.75
S4 2,064.75 2,088.75 2,199.50
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 2,341.00 2,220.00 121.00 5.4% 58.50 2.6% 10% False True 123,586
10 2,344.75 2,220.00 124.75 5.6% 48.50 2.2% 10% False True 175,204
20 2,371.50 2,135.75 235.75 10.6% 52.50 2.3% 41% False False 222,922
40 2,408.75 2,135.75 273.00 12.2% 55.50 2.5% 35% False False 253,190
60 2,408.75 2,035.75 373.00 16.7% 60.25 2.7% 53% False False 291,846
80 2,408.75 2,032.50 376.25 16.9% 60.00 2.7% 53% False False 255,305
100 2,429.50 1,964.00 465.50 20.9% 64.25 2.9% 58% False False 204,342
120 2,429.50 1,964.00 465.50 20.9% 60.00 2.7% 58% False False 170,344
Crabel Price Patterns
NR False
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 11.68
Fibonacci Retracements and Extensions
4.250 2,533.75
2.618 2,436.25
1.618 2,376.50
1.000 2,339.50
0.618 2,316.75
HIGH 2,279.75
0.618 2,257.00
0.500 2,250.00
0.382 2,242.75
LOW 2,220.00
0.618 2,183.00
1.000 2,160.25
1.618 2,123.25
2.618 2,063.50
4.250 1,966.00
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 2,250.00 2,272.75
PP 2,244.00 2,259.25
S1 2,238.00 2,245.75

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

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