E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 2,560.00 2,531.75 -28.25 -1.1% 2,472.50
High 2,561.00 2,542.50 -18.50 -0.7% 2,561.50
Low 2,520.75 2,506.00 -14.75 -0.6% 2,465.00
Close 2,530.75 2,524.00 -6.75 -0.3% 2,524.00
Range 40.25 36.50 -3.75 -9.3% 96.50
ATR 46.42 45.71 -0.71 -1.5% 0.00
Volume 307,814 307,420 -394 -0.1% 1,379,499
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 2,633.75 2,615.25 2,544.00
R3 2,597.25 2,578.75 2,534.00
R2 2,560.75 2,560.75 2,530.75
R1 2,542.25 2,542.25 2,527.25 2,533.25
PP 2,524.25 2,524.25 2,524.25 2,519.50
S1 2,505.75 2,505.75 2,520.75 2,496.75
S2 2,487.75 2,487.75 2,517.25
S3 2,451.25 2,469.25 2,514.00
S4 2,414.75 2,432.75 2,504.00
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 2,806.25 2,761.75 2,577.00
R3 2,709.75 2,665.25 2,550.50
R2 2,613.25 2,613.25 2,541.75
R1 2,568.75 2,568.75 2,532.75 2,591.00
PP 2,516.75 2,516.75 2,516.75 2,528.00
S1 2,472.25 2,472.25 2,515.25 2,494.50
S2 2,420.25 2,420.25 2,506.25
S3 2,323.75 2,375.75 2,497.50
S4 2,227.25 2,279.25 2,471.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,570.00 2,506.00 64.00 2.5% 39.00 1.5% 28% False True 275,896
10 2,571.00 2,465.00 106.00 4.2% 49.00 1.9% 56% False False 305,477
20 2,738.25 2,465.00 273.25 10.8% 48.50 1.9% 22% False False 300,938
40 2,781.00 2,465.00 316.00 12.5% 46.75 1.8% 19% False False 289,866
60 2,791.50 2,465.00 326.50 12.9% 41.25 1.6% 18% False False 267,859
80 2,791.50 2,465.00 326.50 12.9% 37.75 1.5% 18% False False 201,042
100 2,791.50 2,341.00 450.50 17.8% 34.00 1.3% 41% False False 160,839
120 2,791.50 2,206.50 585.00 23.2% 31.25 1.2% 54% False False 134,034
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 11.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,697.50
2.618 2,638.00
1.618 2,601.50
1.000 2,579.00
0.618 2,565.00
HIGH 2,542.50
0.618 2,528.50
0.500 2,524.25
0.382 2,520.00
LOW 2,506.00
0.618 2,483.50
1.000 2,469.50
1.618 2,447.00
2.618 2,410.50
4.250 2,351.00
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 2,524.25 2,538.00
PP 2,524.25 2,533.25
S1 2,524.00 2,528.75

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

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