E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 2,477.00 2,533.50 56.50 2.3% 2,610.75
High 2,538.00 2,554.75 16.75 0.7% 2,610.75
Low 2,467.75 2,526.00 58.25 2.4% 2,463.00
Close 2,538.00 2,529.75 -8.25 -0.3% 2,463.00
Range 70.25 28.75 -41.50 -59.1% 147.75
ATR 42.95 41.93 -1.01 -2.4% 0.00
Volume 80 240 160 200.0% 508
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 2,623.00 2,605.25 2,545.50
R3 2,594.25 2,576.50 2,537.75
R2 2,565.50 2,565.50 2,535.00
R1 2,547.75 2,547.75 2,532.50 2,542.25
PP 2,536.75 2,536.75 2,536.75 2,534.00
S1 2,519.00 2,519.00 2,527.00 2,513.50
S2 2,508.00 2,508.00 2,524.50
S3 2,479.25 2,490.25 2,521.75
S4 2,450.50 2,461.50 2,514.00
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 2,955.50 2,857.00 2,544.25
R3 2,807.75 2,709.25 2,503.75
R2 2,660.00 2,660.00 2,490.00
R1 2,561.50 2,561.50 2,476.50 2,537.00
PP 2,512.25 2,512.25 2,512.25 2,500.00
S1 2,413.75 2,413.75 2,449.50 2,389.00
S2 2,364.50 2,364.50 2,436.00
S3 2,216.75 2,266.00 2,422.25
S4 2,069.00 2,118.25 2,381.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,590.75 2,463.00 127.75 5.0% 52.00 2.1% 52% False False 150
10 2,639.75 2,463.00 176.75 7.0% 43.50 1.7% 38% False False 130
20 2,742.50 2,463.00 279.50 11.0% 39.50 1.6% 24% False False 89
40 2,788.00 2,463.00 325.00 12.8% 36.50 1.4% 21% False False 88
60 2,788.00 2,463.00 325.00 12.8% 28.75 1.1% 21% False False 60
80 2,788.00 2,456.50 331.50 13.1% 22.50 0.9% 22% False False 45
100 2,788.00 2,268.75 519.25 20.5% 18.50 0.7% 50% False False 36
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 10.95
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,677.00
2.618 2,630.00
1.618 2,601.25
1.000 2,583.50
0.618 2,572.50
HIGH 2,554.75
0.618 2,543.75
0.500 2,540.50
0.382 2,537.00
LOW 2,526.00
0.618 2,508.25
1.000 2,497.25
1.618 2,479.50
2.618 2,450.75
4.250 2,403.75
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 2,540.50 2,522.75
PP 2,536.75 2,515.75
S1 2,533.25 2,509.00

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

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