E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 2,320.00 2,337.25 17.25 0.7% 2,374.50
High 2,338.00 2,380.25 42.25 1.8% 2,385.00
Low 2,295.00 2,319.75 24.75 1.1% 2,266.00
Close 2,330.25 2,370.00 39.75 1.7% 2,330.25
Range 43.00 60.50 17.50 40.7% 119.00
ATR 56.26 56.56 0.30 0.5% 0.00
Volume 26 65 39 150.0% 228
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,538.25 2,514.50 2,403.25
R3 2,477.75 2,454.00 2,386.75
R2 2,417.25 2,417.25 2,381.00
R1 2,393.50 2,393.50 2,375.50 2,405.50
PP 2,356.75 2,356.75 2,356.75 2,362.50
S1 2,333.00 2,333.00 2,364.50 2,345.00
S2 2,296.25 2,296.25 2,359.00
S3 2,235.75 2,272.50 2,353.25
S4 2,175.25 2,212.00 2,336.75
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,684.00 2,626.25 2,395.75
R3 2,565.00 2,507.25 2,363.00
R2 2,446.00 2,446.00 2,352.00
R1 2,388.25 2,388.25 2,341.25 2,357.50
PP 2,327.00 2,327.00 2,327.00 2,311.75
S1 2,269.25 2,269.25 2,319.25 2,238.50
S2 2,208.00 2,208.00 2,308.50
S3 2,089.00 2,150.25 2,297.50
S4 1,970.00 2,031.25 2,264.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,380.25 2,266.00 114.25 4.8% 55.50 2.3% 91% True False 57
10 2,385.00 2,263.50 121.50 5.1% 50.75 2.1% 88% False False 51
20 2,385.00 2,034.50 350.50 14.8% 59.50 2.5% 96% False False 58
40 2,385.00 2,034.50 350.50 14.8% 52.25 2.2% 96% False False 55
60 2,385.00 2,029.25 355.75 15.0% 41.75 1.8% 96% False False 38
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 True
Bear Hook False
Bull Hook False
Stretch 10.90
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,637.50
2.618 2,538.75
1.618 2,478.25
1.000 2,440.75
0.618 2,417.75
HIGH 2,380.25
0.618 2,357.25
0.500 2,350.00
0.382 2,342.75
LOW 2,319.75
0.618 2,282.25
1.000 2,259.25
1.618 2,221.75
2.618 2,161.25
4.250 2,062.50
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 2,363.25 2,354.50
PP 2,356.75 2,338.75
S1 2,350.00 2,323.00

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

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