E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 2,667.75 2,661.00 -6.75 -0.3% 2,633.00
High 2,675.75 2,679.25 3.50 0.1% 2,689.75
Low 2,650.25 2,623.00 -27.25 -1.0% 2,611.50
Close 2,664.50 2,637.50 -27.00 -1.0% 2,675.75
Range 25.50 56.25 30.75 120.6% 78.25
ATR 37.30 38.66 1.35 3.6% 0.00
Volume 259,040 361,358 102,318 39.5% 1,266,389
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,815.25 2,782.75 2,668.50
R3 2,759.00 2,726.50 2,653.00
R2 2,702.75 2,702.75 2,647.75
R1 2,670.25 2,670.25 2,642.75 2,658.50
PP 2,646.50 2,646.50 2,646.50 2,640.75
S1 2,614.00 2,614.00 2,632.25 2,602.00
S2 2,590.25 2,590.25 2,627.25
S3 2,534.00 2,557.75 2,622.00
S4 2,477.75 2,501.50 2,606.50
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,893.75 2,863.00 2,718.75
R3 2,815.50 2,784.75 2,697.25
R2 2,737.25 2,737.25 2,690.00
R1 2,706.50 2,706.50 2,683.00 2,722.00
PP 2,659.00 2,659.00 2,659.00 2,666.75
S1 2,628.25 2,628.25 2,668.50 2,643.50
S2 2,580.75 2,580.75 2,661.50
S3 2,502.50 2,550.00 2,654.25
S4 2,424.25 2,471.75 2,632.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,698.50 2,623.00 75.50 2.9% 33.00 1.3% 19% False True 265,495
10 2,698.50 2,577.00 121.50 4.6% 33.75 1.3% 50% False False 240,395
20 2,698.50 2,492.00 206.50 7.8% 40.75 1.5% 70% False False 280,496
40 2,778.75 2,492.00 286.75 10.9% 40.50 1.5% 51% False False 266,078
60 2,871.75 2,492.00 379.75 14.4% 38.50 1.5% 38% False False 249,493
80 2,871.75 2,492.00 379.75 14.4% 35.75 1.4% 38% False False 187,612
100 2,871.75 2,492.00 379.75 14.4% 34.25 1.3% 38% False False 150,095
120 2,871.75 2,492.00 379.75 14.4% 33.00 1.3% 38% False False 125,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.50
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,918.25
2.618 2,826.50
1.618 2,770.25
1.000 2,735.50
0.618 2,714.00
HIGH 2,679.25
0.618 2,657.75
0.500 2,651.00
0.382 2,644.50
LOW 2,623.00
0.618 2,588.25
1.000 2,566.75
1.618 2,532.00
2.618 2,475.75
4.250 2,384.00
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 2,651.00 2,660.75
PP 2,646.50 2,653.00
S1 2,642.00 2,645.25

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

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