E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 2,774.75 2,781.00 6.25 0.2% 2,720.00
High 2,784.25 2,802.50 18.25 0.7% 2,780.50
Low 2,767.00 2,761.50 -5.50 -0.2% 2,705.75
Close 2,780.00 2,774.00 -6.00 -0.2% 2,776.00
Range 17.25 41.00 23.75 137.7% 74.75
ATR 33.73 34.25 0.52 1.5% 0.00
Volume 187,197 242,251 55,054 29.4% 858,589
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,902.25 2,879.25 2,796.50
R3 2,861.25 2,838.25 2,785.25
R2 2,820.25 2,820.25 2,781.50
R1 2,797.25 2,797.25 2,777.75 2,788.25
PP 2,779.25 2,779.25 2,779.25 2,775.00
S1 2,756.25 2,756.25 2,770.25 2,747.25
S2 2,738.25 2,738.25 2,766.50
S3 2,697.25 2,715.25 2,762.75
S4 2,656.25 2,674.25 2,751.50
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,978.25 2,952.00 2,817.00
R3 2,903.50 2,877.25 2,796.50
R2 2,828.75 2,828.75 2,789.75
R1 2,802.50 2,802.50 2,782.75 2,815.50
PP 2,754.00 2,754.00 2,754.00 2,760.75
S1 2,727.75 2,727.75 2,769.25 2,741.00
S2 2,679.25 2,679.25 2,762.25
S3 2,604.50 2,653.00 2,755.50
S4 2,529.75 2,578.25 2,735.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,802.50 2,718.50 84.00 3.0% 26.75 1.0% 66% True False 190,310
10 2,802.50 2,700.75 101.75 3.7% 23.75 0.9% 72% True False 176,203
20 2,802.50 2,516.75 285.75 10.3% 34.25 1.2% 90% True False 209,219
40 2,802.50 2,503.50 299.00 10.8% 39.50 1.4% 90% True False 207,812
60 2,802.50 2,418.25 384.25 13.9% 42.00 1.5% 93% True False 193,112
80 2,802.50 2,418.25 384.25 13.9% 41.50 1.5% 93% True False 144,860
100 2,802.50 2,418.25 384.25 13.9% 40.50 1.5% 93% True False 115,898
120 2,802.50 2,418.25 384.25 13.9% 36.25 1.3% 93% True False 96,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.15
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,976.75
2.618 2,909.75
1.618 2,868.75
1.000 2,843.50
0.618 2,827.75
HIGH 2,802.50
0.618 2,786.75
0.500 2,782.00
0.382 2,777.25
LOW 2,761.50
0.618 2,736.25
1.000 2,720.50
1.618 2,695.25
2.618 2,654.25
4.250 2,587.25
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 2,782.00 2,782.00
PP 2,779.25 2,779.25
S1 2,776.75 2,776.75

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

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