E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 2,262.25 2,278.25 16.00 0.7% 2,280.00
High 2,281.25 2,284.50 3.25 0.1% 2,296.50
Low 2,258.25 2,270.25 12.00 0.5% 2,256.25
Close 2,277.25 2,274.50 -2.75 -0.1% 2,274.50
Range 23.00 14.25 -8.75 -38.0% 40.25
ATR 45.64 43.40 -2.24 -4.9% 0.00
Volume 79,524 52,226 -27,298 -34.3% 291,601
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,319.25 2,311.00 2,282.25
R3 2,305.00 2,296.75 2,278.50
R2 2,290.75 2,290.75 2,277.00
R1 2,282.50 2,282.50 2,275.75 2,279.50
PP 2,276.50 2,276.50 2,276.50 2,275.00
S1 2,268.25 2,268.25 2,273.25 2,265.25
S2 2,262.25 2,262.25 2,272.00
S3 2,248.00 2,254.00 2,270.50
S4 2,233.75 2,239.75 2,266.75
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,396.50 2,375.75 2,296.75
R3 2,356.25 2,335.50 2,285.50
R2 2,316.00 2,316.00 2,282.00
R1 2,295.25 2,295.25 2,278.25 2,285.50
PP 2,275.75 2,275.75 2,275.75 2,271.00
S1 2,255.00 2,255.00 2,270.75 2,245.25
S2 2,235.50 2,235.50 2,267.00
S3 2,195.25 2,214.75 2,263.50
S4 2,155.00 2,174.50 2,252.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,296.50 2,256.25 40.25 1.8% 23.50 1.0% 45% False False 69,982
10 2,296.50 2,204.25 92.25 4.1% 38.00 1.7% 76% False False 124,341
20 2,339.50 2,204.25 135.25 5.9% 43.00 1.9% 52% False False 139,348
40 2,394.25 2,135.00 259.25 11.4% 48.25 2.1% 54% False False 69,754
60 2,401.25 2,135.00 266.25 11.7% 48.50 2.1% 52% False False 46,521
80 2,401.25 2,034.50 366.75 16.1% 51.75 2.3% 65% False False 34,911
100 2,401.25 2,034.50 366.75 16.1% 47.00 2.1% 65% False False 27,930
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.23
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 2,345.00
2.618 2,321.75
1.618 2,307.50
1.000 2,298.75
0.618 2,293.25
HIGH 2,284.50
0.618 2,279.00
0.500 2,277.50
0.382 2,275.75
LOW 2,270.25
0.618 2,261.50
1.000 2,256.00
1.618 2,247.25
2.618 2,233.00
4.250 2,209.75
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 2,277.50 2,274.50
PP 2,276.50 2,274.25
S1 2,275.50 2,274.25

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

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