E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 2,523.50 2,535.75 12.25 0.5% 2,577.25
High 2,542.75 2,567.75 25.00 1.0% 2,598.00
Low 2,509.00 2,533.50 24.50 1.0% 2,505.25
Close 2,535.00 2,564.00 29.00 1.1% 2,564.00
Range 33.75 34.25 0.50 1.5% 92.75
ATR 45.79 44.97 -0.82 -1.8% 0.00
Volume 336,037 223,665 -112,372 -33.4% 1,562,840
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,657.75 2,645.25 2,582.75
R3 2,623.50 2,611.00 2,573.50
R2 2,589.25 2,589.25 2,570.25
R1 2,576.75 2,576.75 2,567.25 2,583.00
PP 2,555.00 2,555.00 2,555.00 2,558.25
S1 2,542.50 2,542.50 2,560.75 2,548.75
S2 2,520.75 2,520.75 2,557.75
S3 2,486.50 2,508.25 2,554.50
S4 2,452.25 2,474.00 2,545.25
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,834.00 2,791.75 2,615.00
R3 2,741.25 2,699.00 2,589.50
R2 2,648.50 2,648.50 2,581.00
R1 2,606.25 2,606.25 2,572.50 2,581.00
PP 2,555.75 2,555.75 2,555.75 2,543.00
S1 2,513.50 2,513.50 2,555.50 2,488.25
S2 2,463.00 2,463.00 2,547.00
S3 2,370.25 2,420.75 2,538.50
S4 2,277.50 2,328.00 2,513.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,598.00 2,505.25 92.75 3.6% 47.50 1.9% 63% False False 312,568
10 2,598.00 2,418.25 179.75 7.0% 47.50 1.9% 81% False False 185,157
20 2,598.00 2,418.25 179.75 7.0% 46.75 1.8% 81% False False 92,690
40 2,742.50 2,418.25 324.25 12.6% 42.50 1.7% 45% False False 46,386
60 2,788.00 2,418.25 369.75 14.4% 38.75 1.5% 39% False False 30,948
80 2,788.00 2,418.25 369.75 14.4% 31.50 1.2% 39% False False 23,212
100 2,788.00 2,418.25 369.75 14.4% 26.00 1.0% 39% False False 18,570
120 2,788.00 2,254.00 534.00 20.8% 22.00 0.9% 58% False False 15,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,713.25
2.618 2,657.50
1.618 2,623.25
1.000 2,602.00
0.618 2,589.00
HIGH 2,567.75
0.618 2,554.75
0.500 2,550.50
0.382 2,546.50
LOW 2,533.50
0.618 2,512.25
1.000 2,499.25
1.618 2,478.00
2.618 2,443.75
4.250 2,388.00
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 2,559.50 2,555.50
PP 2,555.00 2,547.00
S1 2,550.50 2,538.50

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

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