E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 2,722.50 2,713.75 -8.75 -0.3% 2,806.25
High 2,745.50 2,728.25 -17.25 -0.6% 2,808.00
Low 2,712.00 2,707.25 -4.75 -0.2% 2,707.25
Close 2,713.25 2,710.00 -3.25 -0.1% 2,710.00
Range 33.50 21.00 -12.50 -37.3% 100.75
ATR 33.80 32.89 -0.91 -2.7% 0.00
Volume 248,073 208,152 -39,921 -16.1% 1,240,088
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,778.25 2,765.00 2,721.50
R3 2,757.25 2,744.00 2,715.75
R2 2,736.25 2,736.25 2,713.75
R1 2,723.00 2,723.00 2,712.00 2,719.00
PP 2,715.25 2,715.25 2,715.25 2,713.25
S1 2,702.00 2,702.00 2,708.00 2,698.00
S2 2,694.25 2,694.25 2,706.25
S3 2,673.25 2,681.00 2,704.25
S4 2,652.25 2,660.00 2,698.50
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 3,044.00 2,977.75 2,765.50
R3 2,943.25 2,877.00 2,737.75
R2 2,842.50 2,842.50 2,728.50
R1 2,776.25 2,776.25 2,719.25 2,759.00
PP 2,741.75 2,741.75 2,741.75 2,733.00
S1 2,675.50 2,675.50 2,700.75 2,658.25
S2 2,641.00 2,641.00 2,691.50
S3 2,540.25 2,574.75 2,682.25
S4 2,439.50 2,474.00 2,654.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,808.00 2,707.25 100.75 3.7% 34.25 1.3% 3% False True 248,017
10 2,840.75 2,707.25 133.50 4.9% 34.50 1.3% 2% False True 233,229
20 2,871.75 2,707.25 164.50 6.1% 32.00 1.2% 2% False True 226,720
40 2,871.75 2,707.25 164.50 6.1% 31.25 1.1% 2% False True 127,011
60 2,871.75 2,513.25 358.50 13.2% 29.75 1.1% 55% False False 84,688
80 2,871.75 2,506.00 365.75 13.5% 29.25 1.1% 56% False False 63,521
100 2,871.75 2,442.50 429.25 15.8% 25.50 0.9% 62% False False 50,817
120 2,871.75 2,442.50 429.25 15.8% 23.75 0.9% 62% False False 42,348
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 8.85
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,817.50
2.618 2,783.25
1.618 2,762.25
1.000 2,749.25
0.618 2,741.25
HIGH 2,728.25
0.618 2,720.25
0.500 2,717.75
0.382 2,715.25
LOW 2,707.25
0.618 2,694.25
1.000 2,686.25
1.618 2,673.25
2.618 2,652.25
4.250 2,618.00
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 2,717.75 2,726.50
PP 2,715.25 2,721.00
S1 2,712.50 2,715.50

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

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