E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 2,625.25 2,619.75 -5.50 -0.2% 2,640.00
High 2,648.75 2,681.25 32.50 1.2% 2,681.25
Low 2,600.50 2,616.00 15.50 0.6% 2,600.50
Close 2,618.50 2,671.00 52.50 2.0% 2,671.00
Range 48.25 65.25 17.00 35.2% 80.75
ATR 45.32 46.74 1.42 3.1% 0.00
Volume 303,243 225,449 -77,794 -25.7% 1,228,757
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,851.75 2,826.75 2,707.00
R3 2,786.50 2,761.50 2,689.00
R2 2,721.25 2,721.25 2,683.00
R1 2,696.25 2,696.25 2,677.00 2,708.75
PP 2,656.00 2,656.00 2,656.00 2,662.50
S1 2,631.00 2,631.00 2,665.00 2,643.50
S2 2,590.75 2,590.75 2,659.00
S3 2,525.50 2,565.75 2,653.00
S4 2,460.25 2,500.50 2,635.00
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,893.25 2,862.75 2,715.50
R3 2,812.50 2,782.00 2,693.25
R2 2,731.75 2,731.75 2,685.75
R1 2,701.25 2,701.25 2,678.50 2,716.50
PP 2,651.00 2,651.00 2,651.00 2,658.50
S1 2,620.50 2,620.50 2,663.50 2,635.75
S2 2,570.25 2,570.25 2,656.25
S3 2,489.50 2,539.75 2,648.75
S4 2,408.75 2,459.00 2,626.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,681.25 2,600.50 80.75 3.0% 40.50 1.5% 87% True False 245,751
10 2,681.25 2,516.75 164.50 6.2% 49.75 1.9% 94% True False 263,426
20 2,681.25 2,516.50 164.75 6.2% 46.25 1.7% 94% True False 243,181
40 2,681.25 2,503.50 177.75 6.7% 46.00 1.7% 94% True False 234,330
60 2,681.25 2,418.25 263.00 9.8% 45.50 1.7% 96% True False 157,978
80 2,742.50 2,418.25 324.25 12.1% 43.75 1.6% 78% False False 118,500
100 2,788.00 2,418.25 369.75 13.8% 40.00 1.5% 68% False False 94,812
120 2,788.00 2,418.25 369.75 13.8% 34.00 1.3% 68% False False 79,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.50
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,958.50
2.618 2,852.00
1.618 2,786.75
1.000 2,746.50
0.618 2,721.50
HIGH 2,681.25
0.618 2,656.25
0.500 2,648.50
0.382 2,641.00
LOW 2,616.00
0.618 2,575.75
1.000 2,550.75
1.618 2,510.50
2.618 2,445.25
4.250 2,338.75
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 2,663.50 2,661.00
PP 2,656.00 2,651.00
S1 2,648.50 2,641.00

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

View Archives - Comment on this page... - Back to Index of Symbols