E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 2,619.25 2,602.00 -17.25 -0.7% 2,610.25
High 2,640.25 2,613.00 -27.25 -1.0% 2,648.25
Low 2,597.50 2,583.50 -14.00 -0.5% 2,583.25
Close 2,610.75 2,585.00 -25.75 -1.0% 2,610.75
Range 42.75 29.50 -13.25 -31.0% 65.00
ATR 45.16 44.05 -1.12 -2.5% 0.00
Volume 266,269 245,850 -20,419 -7.7% 1,516,014
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 2,682.25 2,663.25 2,601.25
R3 2,652.75 2,633.75 2,593.00
R2 2,623.25 2,623.25 2,590.50
R1 2,604.25 2,604.25 2,587.75 2,599.00
PP 2,593.75 2,593.75 2,593.75 2,591.25
S1 2,574.75 2,574.75 2,582.25 2,569.50
S2 2,564.25 2,564.25 2,579.50
S3 2,534.75 2,545.25 2,577.00
S4 2,505.25 2,515.75 2,568.75
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 2,809.00 2,775.00 2,646.50
R3 2,744.00 2,710.00 2,628.50
R2 2,679.00 2,679.00 2,622.75
R1 2,645.00 2,645.00 2,616.75 2,662.00
PP 2,614.00 2,614.00 2,614.00 2,622.50
S1 2,580.00 2,580.00 2,604.75 2,597.00
S2 2,549.00 2,549.00 2,598.75
S3 2,484.00 2,515.00 2,593.00
S4 2,419.00 2,450.00 2,575.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,641.75 2,583.25 58.50 2.3% 42.75 1.7% 3% False False 305,015
10 2,753.00 2,583.25 169.75 6.6% 47.00 1.8% 1% False False 275,517
20 2,753.00 2,583.25 169.75 6.6% 47.25 1.8% 1% False False 280,571
40 2,791.50 2,583.25 208.25 8.1% 42.00 1.6% 1% False False 263,851
60 2,791.50 2,566.00 225.50 8.7% 37.00 1.4% 8% False False 206,998
80 2,791.50 2,415.50 376.00 14.5% 33.75 1.3% 45% False False 155,260
100 2,791.50 2,220.00 571.50 22.1% 30.50 1.2% 64% False False 124,212
120 2,791.50 2,153.75 637.75 24.7% 28.25 1.1% 68% False False 103,511
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 12.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,738.50
2.618 2,690.25
1.618 2,660.75
1.000 2,642.50
0.618 2,631.25
HIGH 2,613.00
0.618 2,601.75
0.500 2,598.25
0.382 2,594.75
LOW 2,583.50
0.618 2,565.25
1.000 2,554.00
1.618 2,535.75
2.618 2,506.25
4.250 2,458.00
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 2,598.25 2,612.00
PP 2,593.75 2,603.00
S1 2,589.50 2,594.00

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

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