E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 2,615.75 2,589.75 -26.00 -1.0% 2,602.50
High 2,617.50 2,614.50 -3.00 -0.1% 2,650.00
Low 2,575.00 2,588.25 13.25 0.5% 2,578.75
Close 2,589.50 2,608.75 19.25 0.7% 2,643.50
Range 42.50 26.25 -16.25 -38.2% 71.25
ATR 30.86 30.53 -0.33 -1.1% 0.00
Volume 285,518 260,566 -24,952 -8.7% 1,104,563
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,682.50 2,672.00 2,623.25
R3 2,656.25 2,645.75 2,616.00
R2 2,630.00 2,630.00 2,613.50
R1 2,619.50 2,619.50 2,611.25 2,624.75
PP 2,603.75 2,603.75 2,603.75 2,606.50
S1 2,593.25 2,593.25 2,606.25 2,598.50
S2 2,577.50 2,577.50 2,604.00
S3 2,551.25 2,567.00 2,601.50
S4 2,525.00 2,540.75 2,594.25
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,837.75 2,812.00 2,682.75
R3 2,766.50 2,740.75 2,663.00
R2 2,695.25 2,695.25 2,656.50
R1 2,669.50 2,669.50 2,650.00 2,682.50
PP 2,624.00 2,624.00 2,624.00 2,630.50
S1 2,598.25 2,598.25 2,637.00 2,611.00
S2 2,552.75 2,552.75 2,630.50
S3 2,481.50 2,527.00 2,624.00
S4 2,410.25 2,455.75 2,604.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,650.00 2,575.00 75.00 2.9% 31.00 1.2% 45% False False 241,258
10 2,650.00 2,569.25 80.75 3.1% 29.50 1.1% 49% False False 225,092
20 2,650.00 2,521.00 129.00 4.9% 30.00 1.1% 68% False False 226,578
40 2,650.00 2,346.25 303.75 11.6% 29.50 1.1% 86% False False 200,630
60 2,650.00 2,204.25 445.75 17.1% 32.75 1.3% 91% False False 189,832
80 2,650.00 2,135.00 515.00 19.7% 37.00 1.4% 92% False False 144,006
100 2,650.00 2,135.00 515.00 19.7% 40.00 1.5% 92% False False 115,219
120 2,650.00 2,034.50 615.50 23.6% 43.75 1.7% 93% False False 96,030
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,726.00
2.618 2,683.25
1.618 2,657.00
1.000 2,640.75
0.618 2,630.75
HIGH 2,614.50
0.618 2,604.50
0.500 2,601.50
0.382 2,598.25
LOW 2,588.25
0.618 2,572.00
1.000 2,562.00
1.618 2,545.75
2.618 2,519.50
4.250 2,476.75
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 2,606.25 2,610.00
PP 2,603.75 2,609.50
S1 2,601.50 2,609.25

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

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