E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 1,794.75 1,809.75 15.00 0.8% 1,861.75
High 1,811.75 1,823.75 12.00 0.7% 1,895.75
Low 1,792.50 1,783.75 -8.75 -0.5% 1,789.50
Close 1,798.50 1,796.50 -2.00 -0.1% 1,797.75
Range 19.25 40.00 20.75 107.8% 106.25
ATR 30.19 30.89 0.70 2.3% 0.00
Volume 527,630 340,316 -187,314 -35.5% 1,582,927
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,921.25 1,899.00 1,818.50
R3 1,881.25 1,859.00 1,807.50
R2 1,841.25 1,841.25 1,803.75
R1 1,819.00 1,819.00 1,800.25 1,810.00
PP 1,801.25 1,801.25 1,801.25 1,797.00
S1 1,779.00 1,779.00 1,792.75 1,770.00
S2 1,761.25 1,761.25 1,789.25
S3 1,721.25 1,739.00 1,785.50
S4 1,681.25 1,699.00 1,774.50
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 1,892.25 1,783.75 108.50 6.0% 42.00 2.3% 12% False True 421,158
10 1,895.75 1,783.75 112.00 6.2% 37.25 2.1% 11% False True 354,542
20 1,900.00 1,783.75 116.25 6.5% 28.50 1.6% 11% False True 263,117
40 1,900.00 1,719.75 180.25 10.0% 28.50 1.6% 43% False False 190,618
60 1,900.00 1,648.50 251.50 14.0% 28.25 1.6% 59% False False 127,221
80 1,900.00 1,648.25 251.75 14.0% 28.25 1.6% 59% False False 95,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,993.75
2.618 1,928.50
1.618 1,888.50
1.000 1,863.75
0.618 1,848.50
HIGH 1,823.75
0.618 1,808.50
0.500 1,803.75
0.382 1,799.00
LOW 1,783.75
0.618 1,759.00
1.000 1,743.75
1.618 1,719.00
2.618 1,679.00
4.250 1,613.75
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 1,803.75 1,816.50
PP 1,801.25 1,809.75
S1 1,799.00 1,803.25

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

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