E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 2,516.75 2,549.25 32.50 1.3% 2,460.00
High 2,551.75 2,557.75 6.00 0.2% 2,570.50
Low 2,510.50 2,519.50 9.00 0.4% 2,433.75
Close 2,550.25 2,528.00 -22.25 -0.9% 2,562.50
Range 41.25 38.25 -3.00 -7.3% 136.75
ATR 49.44 48.64 -0.80 -1.6% 0.00
Volume 103,670 78,382 -25,288 -24.4% 1,178,417
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,649.75 2,627.25 2,549.00
R3 2,611.50 2,589.00 2,538.50
R2 2,573.25 2,573.25 2,535.00
R1 2,550.75 2,550.75 2,531.50 2,543.00
PP 2,535.00 2,535.00 2,535.00 2,531.25
S1 2,512.50 2,512.50 2,524.50 2,504.50
S2 2,496.75 2,496.75 2,521.00
S3 2,458.50 2,474.25 2,517.50
S4 2,420.25 2,436.00 2,507.00
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,932.50 2,884.25 2,637.75
R3 2,795.75 2,747.50 2,600.00
R2 2,659.00 2,659.00 2,587.50
R1 2,610.75 2,610.75 2,575.00 2,635.00
PP 2,522.25 2,522.25 2,522.25 2,534.25
S1 2,474.00 2,474.00 2,550.00 2,498.00
S2 2,385.50 2,385.50 2,537.50
S3 2,248.75 2,337.25 2,525.00
S4 2,112.00 2,200.50 2,487.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,604.00 2,510.50 93.50 3.7% 51.00 2.0% 19% False False 148,019
10 2,604.00 2,433.75 170.25 6.7% 50.25 2.0% 55% False False 218,341
20 2,604.00 2,433.75 170.25 6.7% 49.75 2.0% 55% False False 260,735
40 2,753.00 2,433.75 319.25 12.6% 47.75 1.9% 30% False False 271,255
60 2,791.50 2,433.75 357.75 14.2% 44.75 1.8% 26% False False 264,398
80 2,791.50 2,433.75 357.75 14.2% 40.50 1.6% 26% False False 224,494
100 2,791.50 2,422.50 369.00 14.6% 37.00 1.5% 29% False False 179,604
120 2,791.50 2,237.00 554.50 21.9% 33.50 1.3% 52% False False 149,674
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 11.83
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,720.25
2.618 2,658.00
1.618 2,619.75
1.000 2,596.00
0.618 2,581.50
HIGH 2,557.75
0.618 2,543.25
0.500 2,538.50
0.382 2,534.00
LOW 2,519.50
0.618 2,495.75
1.000 2,481.25
1.618 2,457.50
2.618 2,419.25
4.250 2,357.00
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 2,538.50 2,557.25
PP 2,535.00 2,547.50
S1 2,531.50 2,537.75

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

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