E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 2,556.75 2,569.50 12.75 0.5% 2,519.75
High 2,571.25 2,577.50 6.25 0.2% 2,565.00
Low 2,551.75 2,553.25 1.50 0.1% 2,510.50
Close 2,567.75 2,576.00 8.25 0.3% 2,548.50
Range 19.50 24.25 4.75 24.4% 54.50
ATR 29.84 29.44 -0.40 -1.3% 0.00
Volume 165,757 190,836 25,079 15.1% 1,005,089
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,641.75 2,633.00 2,589.25
R3 2,617.50 2,608.75 2,582.75
R2 2,593.25 2,593.25 2,580.50
R1 2,584.50 2,584.50 2,578.25 2,589.00
PP 2,569.00 2,569.00 2,569.00 2,571.00
S1 2,560.25 2,560.25 2,573.75 2,564.50
S2 2,544.75 2,544.75 2,571.50
S3 2,520.50 2,536.00 2,569.25
S4 2,496.25 2,511.75 2,562.75
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 2,577.50 2,521.00 56.50 2.2% 25.25 1.0% 97% True False 205,803
10 2,577.50 2,453.50 124.00 4.8% 26.75 1.0% 99% True False 192,826
20 2,577.50 2,387.75 189.75 7.4% 27.25 1.1% 99% True False 187,611
40 2,577.50 2,204.25 373.25 14.5% 30.50 1.2% 100% True False 161,791
60 2,577.50 2,135.00 442.50 17.2% 37.25 1.4% 100% True False 133,620
80 2,577.50 2,135.00 442.50 17.2% 40.75 1.6% 100% True False 100,238
100 2,577.50 2,034.50 543.00 21.1% 45.25 1.8% 100% True False 80,202
120 2,577.50 2,034.50 543.00 21.1% 44.25 1.7% 100% True False 66,843
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 5.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,680.50
2.618 2,641.00
1.618 2,616.75
1.000 2,601.75
0.618 2,592.50
HIGH 2,577.50
0.618 2,568.25
0.500 2,565.50
0.382 2,562.50
LOW 2,553.25
0.618 2,538.25
1.000 2,529.00
1.618 2,514.00
2.618 2,489.75
4.250 2,450.25
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 2,572.50 2,569.50
PP 2,569.00 2,563.00
S1 2,565.50 2,556.50

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

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