E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 2,619.75 2,675.00 55.25 2.1% 2,640.00
High 2,681.25 2,701.75 20.50 0.8% 2,681.25
Low 2,616.00 2,671.75 55.75 2.1% 2,600.50
Close 2,671.00 2,686.50 15.50 0.6% 2,671.00
Range 65.25 30.00 -35.25 -54.0% 80.75
ATR 46.74 45.60 -1.14 -2.4% 0.00
Volume 225,449 160,449 -65,000 -28.8% 1,228,757
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,776.75 2,761.50 2,703.00
R3 2,746.75 2,731.50 2,694.75
R2 2,716.75 2,716.75 2,692.00
R1 2,701.50 2,701.50 2,689.25 2,709.00
PP 2,686.75 2,686.75 2,686.75 2,690.50
S1 2,671.50 2,671.50 2,683.75 2,679.00
S2 2,656.75 2,656.75 2,681.00
S3 2,626.75 2,641.50 2,678.25
S4 2,596.75 2,611.50 2,670.00
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 2,701.75 2,600.50 101.25 3.8% 40.50 1.5% 85% True False 231,342
10 2,701.75 2,516.75 185.00 6.9% 45.75 1.7% 92% True False 251,828
20 2,701.75 2,516.50 185.25 6.9% 46.50 1.7% 92% True False 243,033
40 2,701.75 2,503.50 198.25 7.4% 45.75 1.7% 92% True False 233,689
60 2,701.75 2,418.25 283.50 10.6% 45.25 1.7% 95% True False 160,648
80 2,742.50 2,418.25 324.25 12.1% 43.75 1.6% 83% False False 120,505
100 2,788.00 2,418.25 369.75 13.8% 40.00 1.5% 73% False False 96,416
120 2,788.00 2,418.25 369.75 13.8% 34.25 1.3% 73% False False 80,347
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 9.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,829.25
2.618 2,780.25
1.618 2,750.25
1.000 2,731.75
0.618 2,720.25
HIGH 2,701.75
0.618 2,690.25
0.500 2,686.75
0.382 2,683.25
LOW 2,671.75
0.618 2,653.25
1.000 2,641.75
1.618 2,623.25
2.618 2,593.25
4.250 2,544.25
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 2,686.75 2,674.75
PP 2,686.75 2,663.00
S1 2,686.50 2,651.00

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

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