E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 2,651.50 2,654.50 3.00 0.1% 2,664.50
High 2,669.25 2,659.00 -10.25 -0.4% 2,695.25
Low 2,604.50 2,634.25 29.75 1.1% 2,604.50
Close 2,659.00 2,659.00 0.00 0.0% 2,659.00
Range 64.75 24.75 -40.00 -61.8% 90.75
ATR 38.85 37.84 -1.01 -2.6% 0.00
Volume 378,539 19,101 -359,438 -95.0% 1,528,155
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,725.00 2,716.75 2,672.50
R3 2,700.25 2,692.00 2,665.75
R2 2,675.50 2,675.50 2,663.50
R1 2,667.25 2,667.25 2,661.25 2,671.50
PP 2,650.75 2,650.75 2,650.75 2,652.75
S1 2,642.50 2,642.50 2,656.75 2,646.50
S2 2,626.00 2,626.00 2,654.50
S3 2,601.25 2,617.75 2,652.25
S4 2,576.50 2,593.00 2,645.50
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% 40.25 1.5% 60% False False 253,781
10 2,778.75 2,604.50 174.25 6.6% 43.00 1.6% 31% False False 268,202
20 2,840.75 2,604.50 236.25 8.9% 38.00 1.4% 23% False False 248,510
40 2,871.75 2,604.50 267.25 10.1% 35.50 1.3% 20% False False 199,451
60 2,871.75 2,604.50 267.25 10.1% 31.00 1.2% 20% False False 133,015
80 2,871.75 2,510.25 361.50 13.6% 31.50 1.2% 41% False False 99,768
100 2,871.75 2,503.75 368.00 13.8% 29.50 1.1% 42% False False 79,816
120 2,871.75 2,442.50 429.25 16.1% 26.50 1.0% 50% False False 66,514
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,764.25
2.618 2,723.75
1.618 2,699.00
1.000 2,683.75
0.618 2,674.25
HIGH 2,659.00
0.618 2,649.50
0.500 2,646.50
0.382 2,643.75
LOW 2,634.25
0.618 2,619.00
1.000 2,609.50
1.618 2,594.25
2.618 2,569.50
4.250 2,529.00
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 2,655.00 2,652.25
PP 2,650.75 2,645.75
S1 2,646.50 2,639.00

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

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