E-mini NASDAQ-100 Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	2,778.75	2,735.00	-43.75	-1.6%	2,789.00
High	2,786.75	2,743.75	-43.00	-1.5%	2,840.75
Low	2,730.00	2,717.25	-12.75	-0.5%	2,772.50
Close	2,734.00	2,722.75	-11.25	-0.4%	2,804.25
Range	56.75	26.50	-30.25	-53.3%	68.25
ATR	34.39	33.82	-0.56	-1.6%	0.00
Volume	333,498	258,892	-74,606	-22.4%	1,092,210

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,807.50	2,791.50	2,737.25
R3	2,781.00	2,765.00	2,730.00
R2	2,754.50	2,754.50	2,727.50
R1	2,738.50	2,738.50	2,725.25	2,733.25
PP	2,728.00	2,728.00	2,728.00	2,725.25
S1	2,712.00	2,712.00	2,720.25	2,706.75
S2	2,701.50	2,701.50	2,718.00
S3	2,675.00	2,685.50	2,715.50
S4	2,648.50	2,659.00	2,708.25

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	3,010.50	2,975.75	2,841.75
R3	2,942.25	2,907.50	2,823.00
R2	2,874.00	2,874.00	2,816.75
R1	2,839.25	2,839.25	2,810.50	2,856.50
PP	2,805.75	2,805.75	2,805.75	2,814.50
S1	2,771.00	2,771.00	2,798.00	2,788.50
S2	2,737.50	2,737.50	2,791.75
S3	2,669.25	2,702.75	2,785.50
S4	2,601.00	2,634.50	2,766.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,840.75	2,717.25	123.50	4.5%	36.00	1.3%	4%	False	True	237,693
10	2,840.75	2,717.25	123.50	4.5%	36.50	1.3%	4%	False	True	233,810
20	2,871.75	2,717.25	154.50	5.7%	34.25	1.3%	4%	False	True	227,379
40	2,871.75	2,713.00	158.75	5.8%	31.00	1.1%	6%	False	False	115,618
60	2,871.75	2,513.25	358.50	13.2%	30.00	1.1%	58%	False	False	77,088
80	2,871.75	2,506.00	365.75	13.4%	29.00	1.1%	59%	False	False	57,818
100	2,871.75	2,442.50	429.25	15.8%	25.00	0.9%	65%	False	False	46,255
120	2,871.75	2,442.50	429.25	15.8%	23.50	0.9%	65%	False	False	38,546

Crabel Price Patterns
NR	True
NR4	True
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	7.63
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,856.50
2.618	2,813.25
1.618	2,786.75
1.000	2,770.25
0.618	2,760.25
HIGH	2,743.75
0.618	2,733.75
0.500	2,730.50
0.382	2,727.25
LOW	2,717.25
0.618	2,700.75
1.000	2,690.75
1.618	2,674.25
2.618	2,647.75
4.250	2,604.50

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	2,730.50	2,762.50
PP	2,728.00	2,749.25
S1	2,725.25	2,736.00

Download as Excel Spreadsheet

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

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