E-mini NASDAQ-100 Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 2,535.75 2,580.25 44.50 1.8% 2,577.25
High 2,567.75 2,594.50 26.75 1.0% 2,598.00
Low 2,533.50 2,549.25 15.75 0.6% 2,505.25
Close 2,564.00 2,587.50 23.50 0.9% 2,564.00
Range 34.25 45.25 11.00 32.1% 92.75
ATR 44.97 44.99 0.02 0.0% 0.00
Volume 223,665 215,740 -7,925 -3.5% 1,562,840
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,712.75 2,695.50 2,612.50
R3 2,667.50 2,650.25 2,600.00
R2 2,622.25 2,622.25 2,595.75
R1 2,605.00 2,605.00 2,591.75 2,613.50
PP 2,577.00 2,577.00 2,577.00 2,581.50
S1 2,559.75 2,559.75 2,583.25 2,568.50
S2 2,531.75 2,531.75 2,579.25
S3 2,486.50 2,514.50 2,575.00
S4 2,441.25 2,469.25 2,562.50
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,834.00 2,791.75 2,615.00
R3 2,741.25 2,699.00 2,589.50
R2 2,648.50 2,648.50 2,581.00
R1 2,606.25 2,606.25 2,572.50 2,581.00
PP 2,555.75 2,555.75 2,555.75 2,543.00
S1 2,513.50 2,513.50 2,555.50 2,488.25
S2 2,463.00 2,463.00 2,547.00
S3 2,370.25 2,420.75 2,538.50
S4 2,277.50 2,328.00 2,513.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,594.50 2,505.25 89.25 3.4% 38.75 1.5% 92% True False 284,691
10 2,598.00 2,454.00 144.00 5.6% 46.50 1.8% 93% False False 206,556
20 2,598.00 2,418.25 179.75 6.9% 46.25 1.8% 94% False False 103,471
40 2,742.50 2,418.25 324.25 12.5% 42.75 1.7% 52% False False 51,777
60 2,788.00 2,418.25 369.75 14.3% 39.00 1.5% 46% False False 34,544
80 2,788.00 2,418.25 369.75 14.3% 32.00 1.2% 46% False False 25,909
100 2,788.00 2,418.25 369.75 14.3% 26.50 1.0% 46% False False 20,727
120 2,788.00 2,254.00 534.00 20.6% 22.25 0.9% 62% False False 17,273
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 False
Bear Hook False
Bull Hook False
Stretch 11.73
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,786.75
2.618 2,713.00
1.618 2,667.75
1.000 2,639.75
0.618 2,622.50
HIGH 2,594.50
0.618 2,577.25
0.500 2,572.00
0.382 2,566.50
LOW 2,549.25
0.618 2,521.25
1.000 2,504.00
1.618 2,476.00
2.618 2,430.75
4.250 2,357.00
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 2,582.25 2,575.50
PP 2,577.00 2,563.75
S1 2,572.00 2,551.75

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

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