E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 2,781.00 2,775.50 -5.50 -0.2% 2,720.00
High 2,802.50 2,789.75 -12.75 -0.5% 2,780.50
Low 2,761.50 2,759.00 -2.50 -0.1% 2,705.75
Close 2,774.00 2,781.25 7.25 0.3% 2,776.00
Range 41.00 30.75 -10.25 -25.0% 74.75
ATR 34.25 34.00 -0.25 -0.7% 0.00
Volume 242,251 247,130 4,879 2.0% 858,589
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,869.00 2,855.75 2,798.25
R3 2,838.25 2,825.00 2,789.75
R2 2,807.50 2,807.50 2,787.00
R1 2,794.25 2,794.25 2,784.00 2,801.00
PP 2,776.75 2,776.75 2,776.75 2,780.00
S1 2,763.50 2,763.50 2,778.50 2,770.00
S2 2,746.00 2,746.00 2,775.50
S3 2,715.25 2,732.75 2,772.75
S4 2,684.50 2,702.00 2,764.25
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 2,738.25 64.25 2.3% 28.50 1.0% 67% False False 207,233
10 2,802.50 2,702.25 100.25 3.6% 25.00 0.9% 79% False False 183,231
20 2,802.50 2,530.00 272.50 9.8% 33.75 1.2% 92% False False 208,039
40 2,802.50 2,503.50 299.00 10.8% 39.75 1.4% 93% False False 209,135
60 2,802.50 2,418.25 384.25 13.8% 41.75 1.5% 94% False False 197,230
80 2,802.50 2,418.25 384.25 13.8% 41.75 1.5% 94% False False 147,948
100 2,802.50 2,418.25 384.25 13.8% 40.75 1.5% 94% False False 118,369
120 2,802.50 2,418.25 384.25 13.8% 36.50 1.3% 94% False False 98,649
Crabel Price Patterns
NR True
NR4 False
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 7.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,920.50
2.618 2,870.25
1.618 2,839.50
1.000 2,820.50
0.618 2,808.75
HIGH 2,789.75
0.618 2,778.00
0.500 2,774.50
0.382 2,770.75
LOW 2,759.00
0.618 2,740.00
1.000 2,728.25
1.618 2,709.25
2.618 2,678.50
4.250 2,628.25
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 2,779.00 2,781.00
PP 2,776.75 2,781.00
S1 2,774.50 2,780.75

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

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