E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 2,771.00 2,731.00 -40.00 -1.4% 2,713.00
High 2,774.00 2,737.50 -36.50 -1.3% 2,778.75
Low 2,727.50 2,664.00 -63.50 -2.3% 2,664.00
Close 2,732.75 2,664.00 -68.75 -2.5% 2,664.00
Range 46.50 73.50 27.00 58.1% 114.75
ATR 34.16 36.97 2.81 8.2% 0.00
Volume 332,954 338,284 5,330 1.6% 1,352,639
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,909.00 2,860.00 2,704.50
R3 2,835.50 2,786.50 2,684.25
R2 2,762.00 2,762.00 2,677.50
R1 2,713.00 2,713.00 2,670.75 2,700.75
PP 2,688.50 2,688.50 2,688.50 2,682.50
S1 2,639.50 2,639.50 2,657.25 2,627.25
S2 2,615.00 2,615.00 2,650.50
S3 2,541.50 2,566.00 2,643.75
S4 2,468.00 2,492.50 2,623.50
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 3,046.50 2,970.00 2,727.00
R3 2,931.75 2,855.25 2,695.50
R2 2,817.00 2,817.00 2,685.00
R1 2,740.50 2,740.50 2,674.50 2,721.50
PP 2,702.25 2,702.25 2,702.25 2,692.75
S1 2,625.75 2,625.75 2,653.50 2,606.50
S2 2,587.50 2,587.50 2,643.00
S3 2,472.75 2,511.00 2,632.50
S4 2,358.00 2,396.25 2,601.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,778.75 2,664.00 114.75 4.3% 44.75 1.7% 0% False True 270,527
10 2,808.00 2,664.00 144.00 5.4% 39.50 1.5% 0% False True 259,272
20 2,857.25 2,664.00 193.25 7.3% 38.75 1.5% 0% False True 242,009
40 2,871.75 2,664.00 207.75 7.8% 33.25 1.2% 0% False True 160,819
60 2,871.75 2,570.50 301.25 11.3% 30.00 1.1% 31% False False 107,229
80 2,871.75 2,506.00 365.75 13.7% 30.50 1.1% 43% False False 80,428
100 2,871.75 2,442.50 429.25 16.1% 27.50 1.0% 52% False False 64,343
120 2,871.75 2,442.50 429.25 16.1% 25.50 1.0% 52% False False 53,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.80
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 3,050.00
2.618 2,930.00
1.618 2,856.50
1.000 2,811.00
0.618 2,783.00
HIGH 2,737.50
0.618 2,709.50
0.500 2,700.75
0.382 2,692.00
LOW 2,664.00
0.618 2,618.50
1.000 2,590.50
1.618 2,545.00
2.618 2,471.50
4.250 2,351.50
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 2,700.75 2,721.50
PP 2,688.50 2,702.25
S1 2,676.25 2,683.00

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

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