E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 2,561.25 2,556.75 -4.50 -0.2% 2,519.75
High 2,561.25 2,571.25 10.00 0.4% 2,565.00
Low 2,535.25 2,551.75 16.50 0.7% 2,510.50
Close 2,548.50 2,567.75 19.25 0.8% 2,548.50
Range 26.00 19.50 -6.50 -25.0% 54.50
ATR 30.39 29.84 -0.55 -1.8% 0.00
Volume 228,662 165,757 -62,905 -27.5% 1,005,089
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,622.00 2,614.50 2,578.50
R3 2,602.50 2,595.00 2,573.00
R2 2,583.00 2,583.00 2,571.25
R1 2,575.50 2,575.50 2,569.50 2,579.25
PP 2,563.50 2,563.50 2,563.50 2,565.50
S1 2,556.00 2,556.00 2,566.00 2,559.75
S2 2,544.00 2,544.00 2,564.25
S3 2,524.50 2,536.50 2,562.50
S4 2,505.00 2,517.00 2,557.00
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,704.75 2,681.25 2,578.50
R3 2,650.25 2,626.75 2,563.50
R2 2,595.75 2,595.75 2,558.50
R1 2,572.25 2,572.25 2,553.50 2,584.00
PP 2,541.25 2,541.25 2,541.25 2,547.25
S1 2,517.75 2,517.75 2,543.50 2,529.50
S2 2,486.75 2,486.75 2,538.50
S3 2,432.25 2,463.25 2,533.50
S4 2,377.75 2,408.75 2,518.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,571.25 2,511.75 59.50 2.3% 25.00 1.0% 94% True False 202,885
10 2,571.25 2,448.75 122.50 4.8% 27.25 1.1% 97% True False 200,924
20 2,571.25 2,361.50 209.75 8.2% 28.00 1.1% 98% True False 187,581
40 2,571.25 2,204.25 367.00 14.3% 30.75 1.2% 99% True False 162,124
60 2,571.25 2,135.00 436.25 17.0% 37.50 1.5% 99% True False 130,440
80 2,571.25 2,135.00 436.25 17.0% 41.25 1.6% 99% True False 97,853
100 2,571.25 2,034.50 536.75 20.9% 45.75 1.8% 99% True False 78,295
120 2,571.25 2,034.50 536.75 20.9% 44.50 1.7% 99% True False 65,253
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 6.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,654.00
2.618 2,622.25
1.618 2,602.75
1.000 2,590.75
0.618 2,583.25
HIGH 2,571.25
0.618 2,563.75
0.500 2,561.50
0.382 2,559.25
LOW 2,551.75
0.618 2,539.75
1.000 2,532.25
1.618 2,520.25
2.618 2,500.75
4.250 2,469.00
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2,565.75 2,563.00
PP 2,563.50 2,558.00
S1 2,561.50 2,553.25

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

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