E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 2,675.00 2,687.75 12.75 0.5% 2,640.00
High 2,701.75 2,723.00 21.25 0.8% 2,681.25
Low 2,671.75 2,686.25 14.50 0.5% 2,600.50
Close 2,686.50 2,710.00 23.50 0.9% 2,671.00
Range 30.00 36.75 6.75 22.5% 80.75
ATR 45.60 44.97 -0.63 -1.4% 0.00
Volume 160,449 187,004 26,555 16.6% 1,228,757
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,816.75 2,800.00 2,730.25
R3 2,780.00 2,763.25 2,720.00
R2 2,743.25 2,743.25 2,716.75
R1 2,726.50 2,726.50 2,713.25 2,735.00
PP 2,706.50 2,706.50 2,706.50 2,710.50
S1 2,689.75 2,689.75 2,706.75 2,698.00
S2 2,669.75 2,669.75 2,703.25
S3 2,633.00 2,653.00 2,700.00
S4 2,596.25 2,616.25 2,689.75
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 2,723.00 2,600.50 122.50 4.5% 43.50 1.6% 89% True False 225,667
10 2,723.00 2,516.75 206.25 7.6% 45.00 1.7% 94% True False 242,234
20 2,723.00 2,516.50 206.50 7.6% 45.50 1.7% 94% True False 239,868
40 2,723.00 2,503.50 219.50 8.1% 44.25 1.6% 94% True False 229,486
60 2,723.00 2,418.25 304.75 11.2% 45.50 1.7% 96% True False 163,765
80 2,742.50 2,418.25 324.25 12.0% 43.75 1.6% 90% False False 122,842
100 2,788.00 2,418.25 369.75 13.6% 40.25 1.5% 79% False False 98,286
120 2,788.00 2,418.25 369.75 13.6% 34.50 1.3% 79% False False 81,906
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 8.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,879.25
2.618 2,819.25
1.618 2,782.50
1.000 2,759.75
0.618 2,745.75
HIGH 2,723.00
0.618 2,709.00
0.500 2,704.50
0.382 2,700.25
LOW 2,686.25
0.618 2,663.50
1.000 2,649.50
1.618 2,626.75
2.618 2,590.00
4.250 2,530.00
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 2,708.25 2,696.50
PP 2,706.50 2,683.00
S1 2,704.50 2,669.50

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

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