E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 2,780.50 2,738.50 -42.00 -1.5% 2,729.75
High 2,781.00 2,760.75 -20.25 -0.7% 2,790.25
Low 2,724.75 2,722.50 -2.25 -0.1% 2,729.00
Close 2,736.50 2,753.75 17.25 0.6% 2,750.75
Range 56.25 38.25 -18.00 -32.0% 61.25
ATR 32.56 32.97 0.41 1.2% 0.00
Volume 273,624 225,937 -47,687 -17.4% 1,075,556
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,860.50 2,845.25 2,774.75
R3 2,822.25 2,807.00 2,764.25
R2 2,784.00 2,784.00 2,760.75
R1 2,768.75 2,768.75 2,757.25 2,776.50
PP 2,745.75 2,745.75 2,745.75 2,749.50
S1 2,730.50 2,730.50 2,750.25 2,738.00
S2 2,707.50 2,707.50 2,746.75
S3 2,669.25 2,692.25 2,743.25
S4 2,631.00 2,654.00 2,732.75
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,940.50 2,906.75 2,784.50
R3 2,879.25 2,845.50 2,767.50
R2 2,818.00 2,818.00 2,762.00
R1 2,784.25 2,784.25 2,756.25 2,801.00
PP 2,756.75 2,756.75 2,756.75 2,765.00
S1 2,723.00 2,723.00 2,745.25 2,740.00
S2 2,695.50 2,695.50 2,739.50
S3 2,634.25 2,661.75 2,734.00
S4 2,573.00 2,600.50 2,717.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,791.50 2,722.50 69.00 2.5% 39.25 1.4% 45% False True 234,449
10 2,791.50 2,710.75 80.75 2.9% 37.50 1.4% 53% False False 223,679
20 2,791.50 2,626.50 165.00 6.0% 32.00 1.2% 77% False False 238,437
40 2,791.50 2,530.75 260.75 9.5% 30.25 1.1% 86% False False 124,707
60 2,791.50 2,350.00 441.50 16.0% 26.75 1.0% 91% False False 83,146
80 2,791.50 2,206.50 585.00 21.2% 24.75 0.9% 94% False False 62,362
100 2,791.50 2,153.75 637.75 23.2% 22.50 0.8% 94% False False 49,890
120 2,791.50 2,153.75 637.75 23.2% 19.75 0.7% 94% False False 41,576
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 9.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,923.25
2.618 2,861.00
1.618 2,822.75
1.000 2,799.00
0.618 2,784.50
HIGH 2,760.75
0.618 2,746.25
0.500 2,741.50
0.382 2,737.00
LOW 2,722.50
0.618 2,698.75
1.000 2,684.25
1.618 2,660.50
2.618 2,622.25
4.250 2,560.00
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 2,749.75 2,757.00
PP 2,745.75 2,756.00
S1 2,741.50 2,754.75

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

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