E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 2,640.00 2,637.00 -3.00 -0.1% 2,609.00
High 2,657.75 2,652.50 -5.25 -0.2% 2,646.00
Low 2,628.25 2,631.00 2.75 0.1% 2,516.75
Close 2,635.75 2,636.50 0.75 0.0% 2,642.00
Range 29.50 21.50 -8.00 -27.1% 129.25
ATR 47.52 45.66 -1.86 -3.9% 0.00
Volume 232,494 215,377 -17,117 -7.4% 1,405,508
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 2,704.50 2,692.00 2,648.25
R3 2,683.00 2,670.50 2,642.50
R2 2,661.50 2,661.50 2,640.50
R1 2,649.00 2,649.00 2,638.50 2,644.50
PP 2,640.00 2,640.00 2,640.00 2,637.75
S1 2,627.50 2,627.50 2,634.50 2,623.00
S2 2,618.50 2,618.50 2,632.50
S3 2,597.00 2,606.00 2,630.50
S4 2,575.50 2,584.50 2,624.75
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 2,989.25 2,945.00 2,713.00
R3 2,860.00 2,815.75 2,677.50
R2 2,730.75 2,730.75 2,665.75
R1 2,686.50 2,686.50 2,653.75 2,708.50
PP 2,601.50 2,601.50 2,601.50 2,612.75
S1 2,557.25 2,557.25 2,630.25 2,579.50
S2 2,472.25 2,472.25 2,618.25
S3 2,343.00 2,428.00 2,606.50
S4 2,213.75 2,298.75 2,571.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,657.75 2,516.75 141.00 5.3% 46.50 1.8% 85% False False 258,800
10 2,658.00 2,516.75 141.25 5.4% 47.75 1.8% 85% False False 259,043
20 2,658.00 2,516.50 141.50 5.4% 44.75 1.7% 85% False False 216,922
40 2,658.00 2,454.00 204.00 7.7% 45.75 1.7% 89% False False 217,330
60 2,658.00 2,418.25 239.75 9.1% 45.25 1.7% 91% False False 144,969
80 2,742.50 2,418.25 324.25 12.3% 43.25 1.6% 67% False False 108,739
100 2,788.00 2,418.25 369.75 14.0% 38.75 1.5% 59% False False 87,003
120 2,788.00 2,418.25 369.75 14.0% 32.75 1.2% 59% False False 72,503
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.65
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,744.00
2.618 2,708.75
1.618 2,687.25
1.000 2,674.00
0.618 2,665.75
HIGH 2,652.50
0.618 2,644.25
0.500 2,641.75
0.382 2,639.25
LOW 2,631.00
0.618 2,617.75
1.000 2,609.50
1.618 2,596.25
2.618 2,574.75
4.250 2,539.50
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 2,641.75 2,629.50
PP 2,640.00 2,622.25
S1 2,638.25 2,615.00

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

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