E-mini NASDAQ-100 Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 2,713.00 2,732.50 19.50 0.7% 2,806.25
High 2,736.25 2,777.25 41.00 1.5% 2,808.00
Low 2,705.00 2,729.75 24.75 0.9% 2,707.25
Close 2,731.25 2,765.25 34.00 1.2% 2,710.00
Range 31.25 47.50 16.25 52.0% 100.75
ATR 32.77 33.82 1.05 3.2% 0.00
Volume 217,875 235,193 17,318 7.9% 1,240,088
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,900.00 2,880.00 2,791.50
R3 2,852.50 2,832.50 2,778.25
R2 2,805.00 2,805.00 2,774.00
R1 2,785.00 2,785.00 2,769.50 2,795.00
PP 2,757.50 2,757.50 2,757.50 2,762.50
S1 2,737.50 2,737.50 2,761.00 2,747.50
S2 2,710.00 2,710.00 2,756.50
S3 2,662.50 2,690.00 2,752.25
S4 2,615.00 2,642.50 2,739.00
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 3,044.00 2,977.75 2,765.50
R3 2,943.25 2,877.00 2,737.75
R2 2,842.50 2,842.50 2,728.50
R1 2,776.25 2,776.25 2,719.25 2,759.00
PP 2,741.75 2,741.75 2,741.75 2,733.00
S1 2,675.50 2,675.50 2,700.75 2,658.25
S2 2,641.00 2,641.00 2,691.50
S3 2,540.25 2,574.75 2,682.25
S4 2,439.50 2,474.00 2,654.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,777.25 2,705.00 72.25 2.6% 32.00 1.2% 83% True False 233,637
10 2,840.75 2,705.00 135.75 4.9% 34.25 1.2% 44% False False 230,114
20 2,871.75 2,705.00 166.75 6.0% 34.50 1.3% 36% False False 228,051
40 2,871.75 2,705.00 166.75 6.0% 32.25 1.2% 36% False False 138,334
60 2,871.75 2,513.25 358.50 13.0% 29.25 1.1% 70% False False 92,238
80 2,871.75 2,506.00 365.75 13.2% 29.25 1.1% 71% False False 69,184
100 2,871.75 2,442.50 429.25 15.5% 26.25 0.9% 75% False False 55,348
120 2,871.75 2,442.50 429.25 15.5% 24.50 0.9% 75% False False 46,124
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 7.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,979.00
2.618 2,901.50
1.618 2,854.00
1.000 2,824.75
0.618 2,806.50
HIGH 2,777.25
0.618 2,759.00
0.500 2,753.50
0.382 2,748.00
LOW 2,729.75
0.618 2,700.50
1.000 2,682.25
1.618 2,653.00
2.618 2,605.50
4.250 2,528.00
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 2,761.25 2,757.25
PP 2,757.50 2,749.25
S1 2,753.50 2,741.00

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

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