E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 2,438.00 2,460.25 22.25 0.9% 2,367.25
High 2,469.00 2,476.00 7.00 0.3% 2,442.50
Low 2,436.75 2,440.75 4.00 0.2% 2,361.50
Close 2,460.50 2,453.25 -7.25 -0.3% 2,434.75
Range 32.25 35.25 3.00 9.3% 81.00
ATR 33.59 33.70 0.12 0.4% 0.00
Volume 249,740 186,795 -62,945 -25.2% 641,585
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,562.50 2,543.00 2,472.75
R3 2,527.25 2,507.75 2,463.00
R2 2,492.00 2,492.00 2,459.75
R1 2,472.50 2,472.50 2,456.50 2,464.50
PP 2,456.75 2,456.75 2,456.75 2,452.75
S1 2,437.25 2,437.25 2,450.00 2,429.50
S2 2,421.50 2,421.50 2,446.75
S3 2,386.25 2,402.00 2,443.50
S4 2,351.00 2,366.75 2,433.75
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,656.00 2,626.25 2,479.25
R3 2,575.00 2,545.25 2,457.00
R2 2,494.00 2,494.00 2,449.50
R1 2,464.25 2,464.25 2,442.25 2,479.00
PP 2,413.00 2,413.00 2,413.00 2,420.25
S1 2,383.25 2,383.25 2,427.25 2,398.00
S2 2,332.00 2,332.00 2,420.00
S3 2,251.00 2,302.25 2,412.50
S4 2,170.00 2,221.25 2,390.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,476.00 2,419.50 56.50 2.3% 26.75 1.1% 60% True False 175,097
10 2,476.00 2,348.50 127.50 5.2% 29.75 1.2% 82% True False 169,784
20 2,476.00 2,256.25 219.75 9.0% 28.00 1.1% 90% True False 145,336
40 2,476.00 2,190.25 285.75 11.6% 37.75 1.5% 92% True False 136,600
60 2,476.00 2,135.00 341.00 13.9% 42.75 1.7% 93% True False 91,102
80 2,476.00 2,034.50 441.50 18.0% 45.50 1.9% 95% True False 68,340
100 2,476.00 2,034.50 441.50 18.0% 47.50 1.9% 95% True False 54,687
120 2,476.00 2,029.25 446.75 18.2% 43.25 1.8% 95% True False 45,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,625.75
2.618 2,568.25
1.618 2,533.00
1.000 2,511.25
0.618 2,497.75
HIGH 2,476.00
0.618 2,462.50
0.500 2,458.50
0.382 2,454.25
LOW 2,440.75
0.618 2,419.00
1.000 2,405.50
1.618 2,383.75
2.618 2,348.50
4.250 2,291.00
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 2,458.50 2,451.50
PP 2,456.75 2,449.50
S1 2,455.00 2,447.75

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

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