E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 2,488.50 2,492.00 3.50 0.1% 2,460.00
High 2,500.75 2,530.00 29.25 1.2% 2,530.00
Low 2,479.50 2,489.75 10.25 0.4% 2,429.50
Close 2,491.50 2,523.00 31.50 1.3% 2,523.00
Range 21.25 40.25 19.00 89.4% 100.50
ATR 32.43 32.99 0.56 1.7% 0.00
Volume 191,477 168,420 -23,057 -12.0% 1,020,761
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,635.00 2,619.25 2,545.25
R3 2,594.75 2,579.00 2,534.00
R2 2,554.50 2,554.50 2,530.50
R1 2,538.75 2,538.75 2,526.75 2,546.50
PP 2,514.25 2,514.25 2,514.25 2,518.25
S1 2,498.50 2,498.50 2,519.25 2,506.50
S2 2,474.00 2,474.00 2,515.50
S3 2,433.75 2,458.25 2,512.00
S4 2,393.50 2,418.00 2,500.75
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,795.75 2,759.75 2,578.25
R3 2,695.25 2,659.25 2,550.75
R2 2,594.75 2,594.75 2,541.50
R1 2,558.75 2,558.75 2,532.25 2,576.75
PP 2,494.25 2,494.25 2,494.25 2,503.00
S1 2,458.25 2,458.25 2,513.75 2,476.25
S2 2,393.75 2,393.75 2,504.50
S3 2,293.25 2,357.75 2,495.25
S4 2,192.75 2,257.25 2,467.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,530.00 2,429.50 100.50 4.0% 33.50 1.3% 93% True False 204,152
10 2,530.00 2,419.50 110.50 4.4% 30.75 1.2% 94% True False 193,920
20 2,530.00 2,332.50 197.50 7.8% 29.50 1.2% 96% True False 171,198
40 2,530.00 2,204.25 325.75 12.9% 36.00 1.4% 98% True False 166,162
60 2,530.00 2,135.00 395.00 15.7% 40.75 1.6% 98% True False 110,943
80 2,530.00 2,135.00 395.00 15.7% 43.00 1.7% 98% True False 83,222
100 2,530.00 2,034.50 495.50 19.6% 46.75 1.9% 99% True False 66,594
120 2,530.00 2,034.50 495.50 19.6% 44.25 1.8% 99% True False 55,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,701.00
2.618 2,635.25
1.618 2,595.00
1.000 2,570.25
0.618 2,554.75
HIGH 2,530.00
0.618 2,514.50
0.500 2,510.00
0.382 2,505.25
LOW 2,489.75
0.618 2,465.00
1.000 2,449.50
1.618 2,424.75
2.618 2,384.50
4.250 2,318.75
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 2,518.50 2,512.50
PP 2,514.25 2,502.25
S1 2,510.00 2,491.75

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

View Archives - Comment on this page... - Back to Index of Symbols