E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 2,214.00 2,269.50 55.50 2.5% 2,316.00
High 2,283.25 2,291.25 8.00 0.4% 2,322.00
Low 2,212.25 2,217.75 5.50 0.2% 2,215.00
Close 2,266.75 2,239.00 -27.75 -1.2% 2,232.75
Range 71.00 73.50 2.50 3.5% 107.00
ATR 52.68 54.16 1.49 2.8% 0.00
Volume 227,829 207,573 -20,256 -8.9% 1,396,153
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,469.75 2,428.00 2,279.50
R3 2,396.25 2,354.50 2,259.25
R2 2,322.75 2,322.75 2,252.50
R1 2,281.00 2,281.00 2,245.75 2,265.00
PP 2,249.25 2,249.25 2,249.25 2,241.50
S1 2,207.50 2,207.50 2,232.25 2,191.50
S2 2,175.75 2,175.75 2,225.50
S3 2,102.25 2,134.00 2,218.75
S4 2,028.75 2,060.50 2,198.50
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,577.50 2,512.25 2,291.50
R3 2,470.50 2,405.25 2,262.25
R2 2,363.50 2,363.50 2,252.25
R1 2,298.25 2,298.25 2,242.50 2,277.50
PP 2,256.50 2,256.50 2,256.50 2,246.25
S1 2,191.25 2,191.25 2,223.00 2,170.50
S2 2,149.50 2,149.50 2,213.25
S3 2,042.50 2,084.25 2,203.25
S4 1,935.50 1,977.25 2,174.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,291.25 2,204.25 87.00 3.9% 54.25 2.4% 40% True False 198,059
10 2,337.00 2,204.25 132.75 5.9% 56.25 2.5% 26% False False 230,723
20 2,339.50 2,135.00 204.50 9.1% 52.00 2.3% 51% False False 116,571
40 2,401.25 2,135.00 266.25 11.9% 51.50 2.3% 39% False False 58,334
60 2,401.25 2,034.50 366.75 16.4% 54.00 2.4% 56% False False 38,909
80 2,401.25 2,034.50 366.75 16.4% 52.00 2.3% 56% False False 29,195
100 2,401.25 2,029.25 372.00 16.6% 45.75 2.0% 56% False False 23,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.85
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,603.50
2.618 2,483.75
1.618 2,410.25
1.000 2,364.75
0.618 2,336.75
HIGH 2,291.25
0.618 2,263.25
0.500 2,254.50
0.382 2,245.75
LOW 2,217.75
0.618 2,172.25
1.000 2,144.25
1.618 2,098.75
2.618 2,025.25
4.250 1,905.50
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 2,254.50 2,247.75
PP 2,249.25 2,244.75
S1 2,244.25 2,242.00

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

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