E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 1,867.75 1,841.25 -26.50 -1.4% 1,861.75
High 1,883.50 1,849.25 -34.25 -1.8% 1,895.75
Low 1,838.75 1,789.50 -49.25 -2.7% 1,789.50
Close 1,841.00 1,797.75 -43.25 -2.3% 1,797.75
Range 44.75 59.75 15.00 33.5% 106.25
ATR 28.82 31.03 2.21 7.7% 0.00
Volume 403,528 501,308 97,780 24.2% 1,582,927
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,991.50 1,954.25 1,830.50
R3 1,931.75 1,894.50 1,814.25
R2 1,872.00 1,872.00 1,808.75
R1 1,834.75 1,834.75 1,803.25 1,823.50
PP 1,812.25 1,812.25 1,812.25 1,806.50
S1 1,775.00 1,775.00 1,792.25 1,763.75
S2 1,752.50 1,752.50 1,786.75
S3 1,692.75 1,715.25 1,781.25
S4 1,633.00 1,655.50 1,765.00
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 2,146.50 2,078.25 1,856.25
R3 2,040.25 1,972.00 1,827.00
R2 1,934.00 1,934.00 1,817.25
R1 1,865.75 1,865.75 1,807.50 1,846.75
PP 1,827.75 1,827.75 1,827.75 1,818.00
S1 1,759.50 1,759.50 1,788.00 1,740.50
S2 1,721.50 1,721.50 1,778.25
S3 1,615.25 1,653.25 1,768.50
S4 1,509.00 1,547.00 1,739.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,895.75 1,789.50 106.25 5.9% 45.75 2.5% 8% False True 357,793
10 1,900.00 1,789.50 110.50 6.1% 36.50 2.0% 7% False True 318,773
20 1,900.00 1,789.50 110.50 6.1% 27.25 1.5% 7% False True 234,788
40 1,900.00 1,719.75 180.25 10.0% 27.75 1.5% 43% False False 168,928
60 1,900.00 1,648.50 251.50 14.0% 28.75 1.6% 59% False False 112,765
80 1,900.00 1,648.25 251.75 14.0% 28.50 1.6% 59% False False 84,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 2,103.25
2.618 2,005.75
1.618 1,946.00
1.000 1,909.00
0.618 1,886.25
HIGH 1,849.25
0.618 1,826.50
0.500 1,819.50
0.382 1,812.25
LOW 1,789.50
0.618 1,752.50
1.000 1,729.75
1.618 1,692.75
2.618 1,633.00
4.250 1,535.50
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 1,819.50 1,841.00
PP 1,812.25 1,826.50
S1 1,805.00 1,812.00

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

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