E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 2,589.25 2,612.00 22.75 0.9% 2,577.25
High 2,626.00 2,628.25 2.25 0.1% 2,598.00
Low 2,585.00 2,597.50 12.50 0.5% 2,505.25
Close 2,612.50 2,617.25 4.75 0.2% 2,564.00
Range 41.00 30.75 -10.25 -25.0% 92.75
ATR 44.70 43.70 -1.00 -2.2% 0.00
Volume 218,312 257,546 39,234 18.0% 1,562,840
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,706.50 2,692.75 2,634.25
R3 2,675.75 2,662.00 2,625.75
R2 2,645.00 2,645.00 2,623.00
R1 2,631.25 2,631.25 2,620.00 2,638.00
PP 2,614.25 2,614.25 2,614.25 2,617.75
S1 2,600.50 2,600.50 2,614.50 2,607.50
S2 2,583.50 2,583.50 2,611.50
S3 2,552.75 2,569.75 2,608.75
S4 2,522.00 2,539.00 2,600.25
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 2,628.25 2,509.00 119.25 4.6% 37.00 1.4% 91% True False 250,260
10 2,628.25 2,505.25 123.00 4.7% 44.00 1.7% 91% True False 252,119
20 2,628.25 2,418.25 210.00 8.0% 44.75 1.7% 95% True False 127,248
40 2,742.50 2,418.25 324.25 12.4% 42.25 1.6% 61% False False 63,668
60 2,788.00 2,418.25 369.75 14.1% 39.25 1.5% 54% False False 42,474
80 2,788.00 2,418.25 369.75 14.1% 32.75 1.3% 54% False False 31,857
100 2,788.00 2,418.25 369.75 14.1% 27.00 1.0% 54% False False 25,486
120 2,788.00 2,268.75 519.25 19.8% 22.75 0.9% 67% False False 21,238
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.25
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,759.00
2.618 2,708.75
1.618 2,678.00
1.000 2,659.00
0.618 2,647.25
HIGH 2,628.25
0.618 2,616.50
0.500 2,613.00
0.382 2,609.25
LOW 2,597.50
0.618 2,578.50
1.000 2,566.75
1.618 2,547.75
2.618 2,517.00
4.250 2,466.75
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 2,615.75 2,607.75
PP 2,614.25 2,598.25
S1 2,613.00 2,588.75

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

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