E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 2,269.50 2,241.00 -28.50 -1.3% 2,316.00
High 2,291.25 2,264.25 -27.00 -1.2% 2,322.00
Low 2,217.75 2,234.50 16.75 0.8% 2,215.00
Close 2,239.00 2,260.75 21.75 1.0% 2,232.75
Range 73.50 29.75 -43.75 -59.5% 107.00
ATR 54.16 52.42 -1.74 -3.2% 0.00
Volume 207,573 107,376 -100,197 -48.3% 1,396,153
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,342.50 2,331.25 2,277.00
R3 2,312.75 2,301.50 2,269.00
R2 2,283.00 2,283.00 2,266.25
R1 2,271.75 2,271.75 2,263.50 2,277.50
PP 2,253.25 2,253.25 2,253.25 2,256.00
S1 2,242.00 2,242.00 2,258.00 2,247.50
S2 2,223.50 2,223.50 2,255.25
S3 2,193.75 2,212.25 2,252.50
S4 2,164.00 2,182.50 2,244.50
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 3.8% 52.75 2.3% 65% False False 178,701
10 2,323.00 2,204.25 118.75 5.3% 53.00 2.3% 48% False False 230,924
20 2,339.50 2,135.00 204.50 9.0% 50.50 2.2% 61% False False 121,934
40 2,401.25 2,135.00 266.25 11.8% 50.75 2.2% 47% False False 61,018
60 2,401.25 2,034.50 366.75 16.2% 53.50 2.4% 62% False False 40,697
80 2,401.25 2,034.50 366.75 16.2% 52.00 2.3% 62% False False 30,537
100 2,401.25 2,029.25 372.00 16.5% 46.00 2.0% 62% False False 24,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.65
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,390.75
2.618 2,342.25
1.618 2,312.50
1.000 2,294.00
0.618 2,282.75
HIGH 2,264.25
0.618 2,253.00
0.500 2,249.50
0.382 2,245.75
LOW 2,234.50
0.618 2,216.00
1.000 2,204.75
1.618 2,186.25
2.618 2,156.50
4.250 2,108.00
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 2,257.00 2,257.75
PP 2,253.25 2,254.75
S1 2,249.50 2,251.75

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

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