E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 2,854.25 2,852.00 -2.25 -0.1% 2,852.25
High 2,871.75 2,857.25 -14.50 -0.5% 2,871.75
Low 2,852.25 2,826.25 -26.00 -0.9% 2,837.25
Close 2,852.50 2,838.25 -14.25 -0.5% 2,852.50
Range 19.50 31.00 11.50 59.0% 34.50
ATR 27.56 27.81 0.25 0.9% 0.00
Volume 170,166 204,718 34,552 20.3% 1,046,855
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,933.50 2,917.00 2,855.25
R3 2,902.50 2,886.00 2,846.75
R2 2,871.50 2,871.50 2,844.00
R1 2,855.00 2,855.00 2,841.00 2,847.75
PP 2,840.50 2,840.50 2,840.50 2,837.00
S1 2,824.00 2,824.00 2,835.50 2,816.75
S2 2,809.50 2,809.50 2,832.50
S3 2,778.50 2,793.00 2,829.75
S4 2,747.50 2,762.00 2,821.25
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,957.25 2,939.50 2,871.50
R3 2,922.75 2,905.00 2,862.00
R2 2,888.25 2,888.25 2,858.75
R1 2,870.50 2,870.50 2,855.75 2,879.50
PP 2,853.75 2,853.75 2,853.75 2,858.25
S1 2,836.00 2,836.00 2,849.25 2,845.00
S2 2,819.25 2,819.25 2,846.25
S3 2,784.75 2,801.50 2,843.00
S4 2,750.25 2,767.00 2,833.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,871.75 2,826.25 45.50 1.6% 21.75 0.8% 26% False True 204,144
10 2,871.75 2,768.75 103.00 3.6% 26.25 0.9% 67% False False 177,679
20 2,871.75 2,736.25 135.50 4.8% 28.00 1.0% 75% False False 89,861
40 2,871.75 2,599.75 272.00 9.6% 24.75 0.9% 88% False False 44,957
60 2,871.75 2,510.25 361.50 12.7% 27.50 1.0% 91% False False 29,980
80 2,871.75 2,442.50 429.25 15.1% 24.75 0.9% 92% False False 22,486
100 2,871.75 2,442.50 429.25 15.1% 23.00 0.8% 92% False False 17,989
120 2,871.75 2,442.50 429.25 15.1% 21.00 0.7% 92% False False 14,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.63
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,989.00
2.618 2,938.50
1.618 2,907.50
1.000 2,888.25
0.618 2,876.50
HIGH 2,857.25
0.618 2,845.50
0.500 2,841.75
0.382 2,838.00
LOW 2,826.25
0.618 2,807.00
1.000 2,795.25
1.618 2,776.00
2.618 2,745.00
4.250 2,694.50
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 2,841.75 2,849.00
PP 2,840.50 2,845.50
S1 2,839.50 2,841.75

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

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