E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 2,686.00 2,640.50 -45.50 -1.7% 2,654.50
High 2,694.00 2,673.50 -20.50 -0.8% 2,694.00
Low 2,641.00 2,634.75 -6.25 -0.2% 2,626.00
Close 2,641.00 2,662.25 21.25 0.8% 2,641.00
Range 53.00 38.75 -14.25 -26.9% 68.00
ATR 40.66 40.52 -0.14 -0.3% 0.00
Volume 287,864 251,300 -36,564 -12.7% 937,953
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,773.00 2,756.50 2,683.50
R3 2,734.25 2,717.75 2,673.00
R2 2,695.50 2,695.50 2,669.25
R1 2,679.00 2,679.00 2,665.75 2,687.25
PP 2,656.75 2,656.75 2,656.75 2,661.00
S1 2,640.25 2,640.25 2,658.75 2,648.50
S2 2,618.00 2,618.00 2,655.25
S3 2,579.25 2,601.50 2,651.50
S4 2,540.50 2,562.75 2,641.00
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,857.75 2,817.25 2,678.50
R3 2,789.75 2,749.25 2,659.75
R2 2,721.75 2,721.75 2,653.50
R1 2,681.25 2,681.25 2,647.25 2,667.50
PP 2,653.75 2,653.75 2,653.75 2,646.75
S1 2,613.25 2,613.25 2,634.75 2,599.50
S2 2,585.75 2,585.75 2,628.50
S3 2,517.75 2,545.25 2,622.25
S4 2,449.75 2,477.25 2,603.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,694.00 2,626.00 68.00 2.6% 46.25 1.7% 53% False False 234,030
10 2,695.25 2,604.50 90.75 3.4% 43.25 1.6% 64% False False 243,906
20 2,786.75 2,604.50 182.25 6.8% 41.50 1.6% 32% False False 255,933
40 2,871.75 2,604.50 267.25 10.0% 37.00 1.4% 22% False False 228,241
60 2,871.75 2,604.50 267.25 10.0% 33.75 1.3% 22% False False 152,517
80 2,871.75 2,513.25 358.50 13.5% 32.50 1.2% 42% False False 114,395
100 2,871.75 2,506.00 365.75 13.7% 31.25 1.2% 43% False False 91,517
120 2,871.75 2,442.50 429.25 16.1% 27.75 1.0% 51% False False 76,265
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 True
Bull Hook False
Stretch 9.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,838.25
2.618 2,775.00
1.618 2,736.25
1.000 2,712.25
0.618 2,697.50
HIGH 2,673.50
0.618 2,658.75
0.500 2,654.00
0.382 2,649.50
LOW 2,634.75
0.618 2,610.75
1.000 2,596.00
1.618 2,572.00
2.618 2,533.25
4.250 2,470.00
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 2,659.50 2,661.75
PP 2,656.75 2,661.25
S1 2,654.00 2,660.50

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

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