E-mini NASDAQ-100 Future December 2012

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	2,787.00	2,795.25	8.25	0.3%	2,852.00
High	2,807.75	2,817.25	9.50	0.3%	2,857.25
Low	2,772.50	2,788.00	15.50	0.6%	2,762.25
Close	2,795.25	2,808.00	12.75	0.5%	2,792.00
Range	35.25	29.25	-6.00	-17.0%	95.00
ATR	32.97	32.70	-0.27	-0.8%	0.00
Volume	222,226	203,387	-18,839	-8.5%	1,155,255

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,892.25	2,879.25	2,824.00
R3	2,863.00	2,850.00	2,816.00
R2	2,833.75	2,833.75	2,813.25
R1	2,820.75	2,820.75	2,810.75	2,827.25
PP	2,804.50	2,804.50	2,804.50	2,807.50
S1	2,791.50	2,791.50	2,805.25	2,798.00
S2	2,775.25	2,775.25	2,802.75
S3	2,746.00	2,762.25	2,800.00
S4	2,716.75	2,733.00	2,792.00

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3,088.75	3,035.50	2,844.25
R3	2,993.75	2,940.50	2,818.00
R2	2,898.75	2,898.75	2,809.50
R1	2,845.50	2,845.50	2,800.75	2,824.50
PP	2,803.75	2,803.75	2,803.75	2,793.50
S1	2,750.50	2,750.50	2,783.25	2,729.50
S2	2,708.75	2,708.75	2,774.50
S3	2,613.75	2,655.50	2,766.00
S4	2,518.75	2,560.50	2,739.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,822.50	2,772.50	50.00	1.8%	37.25	1.3%	71%	False	False	229,927
10	2,871.75	2,762.25	109.50	3.9%	35.75	1.3%	42%	False	False	224,361
20	2,871.75	2,761.00	110.75	3.9%	33.50	1.2%	42%	False	False	171,372
40	2,871.75	2,699.25	172.50	6.1%	28.25	1.0%	63%	False	False	85,908
60	2,871.75	2,510.25	361.50	12.9%	29.25	1.0%	82%	False	False	57,281
80	2,871.75	2,506.00	365.75	13.0%	27.75	1.0%	83%	False	False	42,962
100	2,871.75	2,442.50	429.25	15.3%	24.50	0.9%	85%	False	False	34,370
120	2,871.75	2,442.50	429.25	15.3%	22.75	0.8%	85%	False	False	28,642

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.38
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,941.50
2.618	2,893.75
1.618	2,864.50
1.000	2,846.50
0.618	2,835.25
HIGH	2,817.25
0.618	2,806.00
0.500	2,802.50
0.382	2,799.25
LOW	2,788.00
0.618	2,770.00
1.000	2,758.75
1.618	2,740.75
2.618	2,711.50
4.250	2,663.75

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	2,806.25	2,804.50
PP	2,804.50	2,801.00
S1	2,802.50	2,797.50

Download as Excel Spreadsheet

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

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