E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 2,319.00 2,319.75 0.75 0.0% 2,169.25
High 2,335.00 2,339.50 4.50 0.2% 2,339.25
Low 2,308.25 2,288.00 -20.25 -0.9% 2,169.25
Close 2,317.00 2,317.75 0.75 0.0% 2,298.75
Range 26.75 51.50 24.75 92.5% 170.00
ATR 51.22 51.24 0.02 0.0% 0.00
Volume 4,619 15,446 10,827 234.4% 2,297
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,469.50 2,445.25 2,346.00
R3 2,418.00 2,393.75 2,332.00
R2 2,366.50 2,366.50 2,327.25
R1 2,342.25 2,342.25 2,322.50 2,328.50
PP 2,315.00 2,315.00 2,315.00 2,308.25
S1 2,290.75 2,290.75 2,313.00 2,277.00
S2 2,263.50 2,263.50 2,308.25
S3 2,212.00 2,239.25 2,303.50
S4 2,160.50 2,187.75 2,289.50
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,779.00 2,709.00 2,392.25
R3 2,609.00 2,539.00 2,345.50
R2 2,439.00 2,439.00 2,330.00
R1 2,369.00 2,369.00 2,314.25 2,404.00
PP 2,269.00 2,269.00 2,269.00 2,286.50
S1 2,199.00 2,199.00 2,283.25 2,234.00
S2 2,099.00 2,099.00 2,267.50
S3 1,929.00 2,029.00 2,252.00
S4 1,759.00 1,859.00 2,205.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,339.50 2,280.50 59.00 2.5% 35.75 1.5% 63% True False 4,619
10 2,339.50 2,135.00 204.50 8.8% 47.50 2.1% 89% True False 2,419
20 2,392.00 2,135.00 257.00 11.1% 51.25 2.2% 71% False False 1,276
40 2,401.25 2,135.00 266.25 11.5% 50.75 2.2% 69% False False 666
60 2,401.25 2,034.50 366.75 15.8% 54.75 2.4% 77% False False 472
80 2,401.25 2,034.50 366.75 15.8% 49.00 2.1% 77% False False 356
100 2,413.75 2,029.25 384.50 16.6% 41.50 1.8% 75% False False 285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,558.50
2.618 2,474.25
1.618 2,422.75
1.000 2,391.00
0.618 2,371.25
HIGH 2,339.50
0.618 2,319.75
0.500 2,313.75
0.382 2,307.75
LOW 2,288.00
0.618 2,256.25
1.000 2,236.50
1.618 2,204.75
2.618 2,153.25
4.250 2,069.00
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 2,316.50 2,316.50
PP 2,315.00 2,315.00
S1 2,313.75 2,313.75

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

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