E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 2,312.00 2,353.00 41.00 1.8% 2,395.25
High 2,356.25 2,355.00 -1.25 -0.1% 2,395.25
Low 2,272.00 2,327.25 55.25 2.4% 2,272.00
Close 2,356.25 2,346.50 -9.75 -0.4% 2,346.50
Range 84.25 27.75 -56.50 -67.1% 123.25
ATR 56.69 54.72 -1.98 -3.5% 0.00
Volume 36 49 13 36.1% 174
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,426.25 2,414.00 2,361.75
R3 2,398.50 2,386.25 2,354.25
R2 2,370.75 2,370.75 2,351.50
R1 2,358.50 2,358.50 2,349.00 2,350.75
PP 2,343.00 2,343.00 2,343.00 2,339.00
S1 2,330.75 2,330.75 2,344.00 2,323.00
S2 2,315.25 2,315.25 2,341.50
S3 2,287.50 2,303.00 2,338.75
S4 2,259.75 2,275.25 2,331.25
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,707.75 2,650.25 2,414.25
R3 2,584.50 2,527.00 2,380.50
R2 2,461.25 2,461.25 2,369.00
R1 2,403.75 2,403.75 2,357.75 2,371.00
PP 2,338.00 2,338.00 2,338.00 2,321.50
S1 2,280.50 2,280.50 2,335.25 2,247.50
S2 2,214.75 2,214.75 2,324.00
S3 2,091.50 2,157.25 2,312.50
S4 1,968.25 2,034.00 2,278.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,395.25 2,272.00 123.25 5.3% 52.25 2.2% 60% False False 34
10 2,401.25 2,272.00 129.25 5.5% 50.25 2.1% 58% False False 68
20 2,401.25 2,222.00 179.25 7.6% 49.75 2.1% 69% False False 58
40 2,401.25 2,034.50 366.75 15.6% 55.75 2.4% 85% False False 69
60 2,401.25 2,034.50 366.75 15.6% 47.75 2.0% 85% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,473.00
2.618 2,427.75
1.618 2,400.00
1.000 2,382.75
0.618 2,372.25
HIGH 2,355.00
0.618 2,344.50
0.500 2,341.00
0.382 2,337.75
LOW 2,327.25
0.618 2,310.00
1.000 2,299.50
1.618 2,282.25
2.618 2,254.50
4.250 2,209.25
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 2,344.75 2,335.75
PP 2,343.00 2,325.00
S1 2,341.00 2,314.00

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

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