E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 2,312.50 2,316.25 3.75 0.2% 2,280.00
High 2,328.25 2,329.50 1.25 0.1% 2,296.50
Low 2,308.00 2,302.50 -5.50 -0.2% 2,256.25
Close 2,316.00 2,328.75 12.75 0.6% 2,274.50
Range 20.25 27.00 6.75 33.3% 40.25
ATR 44.14 42.91 -1.22 -2.8% 0.00
Volume 144,536 142,882 -1,654 -1.1% 291,601
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,401.25 2,392.00 2,343.50
R3 2,374.25 2,365.00 2,336.25
R2 2,347.25 2,347.25 2,333.75
R1 2,338.00 2,338.00 2,331.25 2,342.50
PP 2,320.25 2,320.25 2,320.25 2,322.50
S1 2,311.00 2,311.00 2,326.25 2,315.50
S2 2,293.25 2,293.25 2,323.75
S3 2,266.25 2,284.00 2,321.25
S4 2,239.25 2,257.00 2,314.00
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 2,329.50 2,256.25 73.25 3.1% 24.00 1.0% 99% True False 103,659
10 2,329.50 2,212.25 117.25 5.0% 34.00 1.5% 99% True False 118,010
20 2,339.50 2,204.25 135.25 5.8% 41.75 1.8% 92% False False 153,600
40 2,394.25 2,135.00 259.25 11.1% 46.75 2.0% 75% False False 76,937
60 2,401.25 2,135.00 266.25 11.4% 47.75 2.0% 73% False False 51,311
80 2,401.25 2,034.50 366.75 15.7% 51.25 2.2% 80% False False 38,503
100 2,401.25 2,034.50 366.75 15.7% 47.25 2.0% 80% False False 30,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,444.25
2.618 2,400.25
1.618 2,373.25
1.000 2,356.50
0.618 2,346.25
HIGH 2,329.50
0.618 2,319.25
0.500 2,316.00
0.382 2,312.75
LOW 2,302.50
0.618 2,285.75
1.000 2,275.50
1.618 2,258.75
2.618 2,231.75
4.250 2,187.75
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 2,324.50 2,319.00
PP 2,320.25 2,309.50
S1 2,316.00 2,300.00

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

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