E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 2,647.50 2,686.25 38.75 1.5% 2,676.00
High 2,696.50 2,696.00 -0.50 0.0% 2,698.50
Low 2,644.25 2,668.00 23.75 0.9% 2,622.50
Close 2,685.75 2,670.25 -15.50 -0.6% 2,636.00
Range 52.25 28.00 -24.25 -46.4% 76.00
ATR 39.75 38.91 -0.84 -2.1% 0.00
Volume 266,219 272,392 6,173 2.3% 1,414,769
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,762.00 2,744.25 2,685.75
R3 2,734.00 2,716.25 2,678.00
R2 2,706.00 2,706.00 2,675.50
R1 2,688.25 2,688.25 2,672.75 2,683.00
PP 2,678.00 2,678.00 2,678.00 2,675.50
S1 2,660.25 2,660.25 2,667.75 2,655.00
S2 2,650.00 2,650.00 2,665.00
S3 2,622.00 2,632.25 2,662.50
S4 2,594.00 2,604.25 2,654.75
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 2,880.25 2,834.25 2,677.75
R3 2,804.25 2,758.25 2,657.00
R2 2,728.25 2,728.25 2,650.00
R1 2,682.25 2,682.25 2,643.00 2,667.25
PP 2,652.25 2,652.25 2,652.25 2,645.00
S1 2,606.25 2,606.25 2,629.00 2,591.25
S2 2,576.25 2,576.25 2,622.00
S3 2,500.25 2,530.25 2,615.00
S4 2,424.25 2,454.25 2,594.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,696.50 2,622.50 74.00 2.8% 39.75 1.5% 65% False False 264,926
10 2,698.50 2,622.50 76.00 2.8% 36.50 1.4% 63% False False 265,210
20 2,698.50 2,492.00 206.50 7.7% 38.00 1.4% 86% False False 263,653
40 2,778.75 2,492.00 286.75 10.7% 41.50 1.6% 62% False False 269,989
60 2,871.75 2,492.00 379.75 14.2% 39.25 1.5% 47% False False 256,009
80 2,871.75 2,492.00 379.75 14.2% 37.00 1.4% 47% False False 204,162
100 2,871.75 2,492.00 379.75 14.2% 34.25 1.3% 47% False False 163,339
120 2,871.75 2,492.00 379.75 14.2% 33.50 1.3% 47% False False 136,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,815.00
2.618 2,769.25
1.618 2,741.25
1.000 2,724.00
0.618 2,713.25
HIGH 2,696.00
0.618 2,685.25
0.500 2,682.00
0.382 2,678.75
LOW 2,668.00
0.618 2,650.75
1.000 2,640.00
1.618 2,622.75
2.618 2,594.75
4.250 2,549.00
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 2,682.00 2,667.25
PP 2,678.00 2,664.25
S1 2,674.25 2,661.00

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

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