E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 2,782.00 2,762.25 -19.75 -0.7% 2,774.75
High 2,792.50 2,785.25 -7.25 -0.3% 2,802.50
Low 2,754.00 2,750.50 -3.50 -0.1% 2,750.50
Close 2,761.00 2,775.00 14.00 0.5% 2,775.00
Range 38.50 34.75 -3.75 -9.7% 52.00
ATR 34.32 34.35 0.03 0.1% 0.00
Volume 213,607 188,828 -24,779 -11.6% 1,079,013
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,874.50 2,859.50 2,794.00
R3 2,839.75 2,824.75 2,784.50
R2 2,805.00 2,805.00 2,781.25
R1 2,790.00 2,790.00 2,778.25 2,797.50
PP 2,770.25 2,770.25 2,770.25 2,774.00
S1 2,755.25 2,755.25 2,771.75 2,762.75
S2 2,735.50 2,735.50 2,768.75
S3 2,700.75 2,720.50 2,765.50
S4 2,666.00 2,685.75 2,756.00
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,932.00 2,905.50 2,803.50
R3 2,880.00 2,853.50 2,789.25
R2 2,828.00 2,828.00 2,784.50
R1 2,801.50 2,801.50 2,779.75 2,814.75
PP 2,776.00 2,776.00 2,776.00 2,782.50
S1 2,749.50 2,749.50 2,770.25 2,762.75
S2 2,724.00 2,724.00 2,765.50
S3 2,672.00 2,697.50 2,760.75
S4 2,620.00 2,645.50 2,746.50
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 2,750.50 52.00 1.9% 32.50 1.2% 47% False True 215,802
10 2,802.50 2,705.75 96.75 3.5% 28.50 1.0% 72% False False 193,760
20 2,802.50 2,600.50 202.00 7.3% 30.50 1.1% 86% False False 199,390
40 2,802.50 2,516.50 286.00 10.3% 39.25 1.4% 90% False False 207,956
60 2,802.50 2,418.25 384.25 13.8% 41.75 1.5% 93% False False 203,922
80 2,802.50 2,418.25 384.25 13.8% 42.00 1.5% 93% False False 152,979
100 2,802.50 2,418.25 384.25 13.8% 40.75 1.5% 93% False False 122,391
120 2,802.50 2,418.25 384.25 13.8% 37.00 1.3% 93% False False 102,002
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 9.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,933.00
2.618 2,876.25
1.618 2,841.50
1.000 2,820.00
0.618 2,806.75
HIGH 2,785.25
0.618 2,772.00
0.500 2,768.00
0.382 2,763.75
LOW 2,750.50
0.618 2,729.00
1.000 2,715.75
1.618 2,694.25
2.618 2,659.50
4.250 2,602.75
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 2,772.50 2,773.75
PP 2,770.25 2,772.75
S1 2,768.00 2,771.50

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

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