E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 2,579.00 2,600.25 21.25 0.8% 2,593.75
High 2,602.00 2,609.50 7.50 0.3% 2,609.50
Low 2,569.25 2,598.00 28.75 1.1% 2,569.25
Close 2,600.75 2,601.50 0.75 0.0% 2,601.50
Range 32.75 11.50 -21.25 -64.9% 40.25
ATR 31.14 29.74 -1.40 -4.5% 0.00
Volume 229,551 147,647 -81,904 -35.7% 751,120
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,637.50 2,631.00 2,607.75
R3 2,626.00 2,619.50 2,604.75
R2 2,614.50 2,614.50 2,603.50
R1 2,608.00 2,608.00 2,602.50 2,611.25
PP 2,603.00 2,603.00 2,603.00 2,604.50
S1 2,596.50 2,596.50 2,600.50 2,599.75
S2 2,591.50 2,591.50 2,599.50
S3 2,580.00 2,585.00 2,598.25
S4 2,568.50 2,573.50 2,595.25
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,714.25 2,698.00 2,623.75
R3 2,674.00 2,657.75 2,612.50
R2 2,633.75 2,633.75 2,609.00
R1 2,617.50 2,617.50 2,605.25 2,625.50
PP 2,593.50 2,593.50 2,593.50 2,597.50
S1 2,577.25 2,577.25 2,597.75 2,585.50
S2 2,553.25 2,553.25 2,594.00
S3 2,513.00 2,537.00 2,590.50
S4 2,472.75 2,496.75 2,579.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,609.50 2,569.25 40.25 1.5% 24.50 0.9% 80% True False 189,966
10 2,609.50 2,535.25 74.25 2.9% 29.25 1.1% 89% True False 221,407
20 2,609.50 2,429.50 180.00 6.9% 28.75 1.1% 96% True False 209,059
40 2,609.50 2,256.25 353.25 13.6% 28.50 1.1% 98% True False 177,198
60 2,609.50 2,190.25 419.25 16.1% 34.75 1.3% 98% True False 160,753
80 2,609.50 2,135.00 474.50 18.2% 39.25 1.5% 98% True False 120,591
100 2,609.50 2,034.50 575.00 22.1% 42.25 1.6% 99% True False 96,484
120 2,609.50 2,034.50 575.00 22.1% 44.25 1.7% 99% True False 80,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.48
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 2,658.50
2.618 2,639.50
1.618 2,628.00
1.000 2,621.00
0.618 2,616.50
HIGH 2,609.50
0.618 2,605.00
0.500 2,603.75
0.382 2,602.50
LOW 2,598.00
0.618 2,591.00
1.000 2,586.50
1.618 2,579.50
2.618 2,568.00
4.250 2,549.00
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 2,603.75 2,597.50
PP 2,603.00 2,593.50
S1 2,602.25 2,589.50

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

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