E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 2,241.00 2,262.00 21.00 0.9% 2,235.00
High 2,264.25 2,283.25 19.00 0.8% 2,291.25
Low 2,234.50 2,260.25 25.75 1.2% 2,204.25
Close 2,260.75 2,278.50 17.75 0.8% 2,278.50
Range 29.75 23.00 -6.75 -22.7% 87.00
ATR 52.42 50.32 -2.10 -4.0% 0.00
Volume 107,376 58,309 -49,067 -45.7% 736,889
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,343.00 2,333.75 2,291.25
R3 2,320.00 2,310.75 2,284.75
R2 2,297.00 2,297.00 2,282.75
R1 2,287.75 2,287.75 2,280.50 2,292.50
PP 2,274.00 2,274.00 2,274.00 2,276.25
S1 2,264.75 2,264.75 2,276.50 2,269.50
S2 2,251.00 2,251.00 2,274.25
S3 2,228.00 2,241.75 2,272.25
S4 2,205.00 2,218.75 2,265.75
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,519.00 2,485.75 2,326.25
R3 2,432.00 2,398.75 2,302.50
R2 2,345.00 2,345.00 2,294.50
R1 2,311.75 2,311.75 2,286.50 2,328.50
PP 2,258.00 2,258.00 2,258.00 2,266.25
S1 2,224.75 2,224.75 2,270.50 2,241.50
S2 2,171.00 2,171.00 2,262.50
S3 2,084.00 2,137.75 2,254.50
S4 1,997.00 2,050.75 2,230.75
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% 48.75 2.1% 85% False False 147,377
10 2,322.00 2,204.25 117.75 5.2% 49.50 2.2% 63% False False 213,304
20 2,339.50 2,169.25 170.25 7.5% 49.25 2.2% 64% False False 124,835
40 2,396.50 2,135.00 261.50 11.5% 50.25 2.2% 55% False False 62,474
60 2,401.25 2,034.50 366.75 16.1% 52.25 2.3% 67% False False 41,666
80 2,401.25 2,034.50 366.75 16.1% 52.00 2.3% 67% False False 31,266
100 2,401.25 2,029.25 372.00 16.3% 46.00 2.0% 67% False False 25,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.25
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 2,381.00
2.618 2,343.50
1.618 2,320.50
1.000 2,306.25
0.618 2,297.50
HIGH 2,283.25
0.618 2,274.50
0.500 2,271.75
0.382 2,269.00
LOW 2,260.25
0.618 2,246.00
1.000 2,237.25
1.618 2,223.00
2.618 2,200.00
4.250 2,162.50
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 2,276.25 2,270.50
PP 2,274.00 2,262.50
S1 2,271.75 2,254.50

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

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