E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 2,652.50 2,651.50 -1.00 0.0% 2,664.50
High 2,673.50 2,669.25 -4.25 -0.2% 2,695.25
Low 2,640.25 2,604.50 -35.75 -1.4% 2,604.50
Close 2,648.00 2,659.00 11.00 0.4% 2,659.00
Range 33.25 64.75 31.50 94.7% 90.75
ATR 36.86 38.85 1.99 5.4% 0.00
Volume 252,966 378,539 125,573 49.6% 1,528,155
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,838.50 2,813.50 2,694.50
R3 2,773.75 2,748.75 2,676.75
R2 2,709.00 2,709.00 2,670.75
R1 2,684.00 2,684.00 2,665.00 2,696.50
PP 2,644.25 2,644.25 2,644.25 2,650.50
S1 2,619.25 2,619.25 2,653.00 2,631.75
S2 2,579.50 2,579.50 2,647.25
S3 2,514.75 2,554.50 2,641.25
S4 2,450.00 2,489.75 2,623.50
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,925.25 2,882.75 2,709.00
R3 2,834.50 2,792.00 2,684.00
R2 2,743.75 2,743.75 2,675.75
R1 2,701.25 2,701.25 2,667.25 2,677.00
PP 2,653.00 2,653.00 2,653.00 2,640.75
S1 2,610.50 2,610.50 2,650.75 2,586.50
S2 2,562.25 2,562.25 2,642.25
S3 2,471.50 2,519.75 2,634.00
S4 2,380.75 2,429.00 2,609.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,695.25 2,604.50 90.75 3.4% 42.25 1.6% 60% False True 305,631
10 2,778.75 2,604.50 174.25 6.6% 43.50 1.6% 31% False True 288,079
20 2,840.75 2,604.50 236.25 8.9% 39.00 1.5% 23% False True 260,654
40 2,871.75 2,604.50 267.25 10.1% 36.00 1.4% 20% False True 198,984
60 2,871.75 2,604.50 267.25 10.1% 31.50 1.2% 20% False True 132,697
80 2,871.75 2,510.25 361.50 13.6% 31.25 1.2% 41% False False 99,529
100 2,871.75 2,503.75 368.00 13.8% 29.25 1.1% 42% False False 79,625
120 2,871.75 2,442.50 429.25 16.1% 26.25 1.0% 50% False False 66,354
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 8.75
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,944.50
2.618 2,838.75
1.618 2,774.00
1.000 2,734.00
0.618 2,709.25
HIGH 2,669.25
0.618 2,644.50
0.500 2,637.00
0.382 2,629.25
LOW 2,604.50
0.618 2,564.50
1.000 2,539.75
1.618 2,499.75
2.618 2,435.00
4.250 2,329.25
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 2,651.50 2,653.50
PP 2,644.25 2,648.00
S1 2,637.00 2,642.50

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

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