E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 2,317.50 2,320.00 2.50 0.1% 2,374.50
High 2,322.50 2,338.00 15.50 0.7% 2,385.00
Low 2,266.00 2,295.00 29.00 1.3% 2,266.00
Close 2,297.00 2,330.25 33.25 1.4% 2,330.25
Range 56.50 43.00 -13.50 -23.9% 119.00
ATR 57.28 56.26 -1.02 -1.8% 0.00
Volume 29 26 -3 -10.3% 228
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,450.00 2,433.25 2,354.00
R3 2,407.00 2,390.25 2,342.00
R2 2,364.00 2,364.00 2,338.25
R1 2,347.25 2,347.25 2,334.25 2,355.50
PP 2,321.00 2,321.00 2,321.00 2,325.25
S1 2,304.25 2,304.25 2,326.25 2,312.50
S2 2,278.00 2,278.00 2,322.25
S3 2,235.00 2,261.25 2,318.50
S4 2,192.00 2,218.25 2,306.50
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,684.00 2,626.25 2,395.75
R3 2,565.00 2,507.25 2,363.00
R2 2,446.00 2,446.00 2,352.00
R1 2,388.25 2,388.25 2,341.25 2,357.50
PP 2,327.00 2,327.00 2,327.00 2,311.75
S1 2,269.25 2,269.25 2,319.25 2,238.50
S2 2,208.00 2,208.00 2,308.50
S3 2,089.00 2,150.25 2,297.50
S4 1,970.00 2,031.25 2,264.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,385.00 2,266.00 119.00 5.1% 58.25 2.5% 54% False False 45
10 2,385.00 2,222.00 163.00 7.0% 49.25 2.1% 66% False False 47
20 2,385.00 2,034.50 350.50 15.0% 59.50 2.6% 84% False False 57
40 2,385.00 2,034.50 350.50 15.0% 52.50 2.2% 84% False False 54
60 2,385.00 2,029.25 355.75 15.3% 41.25 1.8% 85% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,520.75
2.618 2,450.50
1.618 2,407.50
1.000 2,381.00
0.618 2,364.50
HIGH 2,338.00
0.618 2,321.50
0.500 2,316.50
0.382 2,311.50
LOW 2,295.00
0.618 2,268.50
1.000 2,252.00
1.618 2,225.50
2.618 2,182.50
4.250 2,112.25
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 2,325.75 2,324.75
PP 2,321.00 2,319.50
S1 2,316.50 2,314.00

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

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