E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 1,798.75 1,807.50 8.75 0.5% 1,861.75
High 1,821.50 1,820.00 -1.50 -0.1% 1,895.75
Low 1,787.75 1,759.25 -28.50 -1.6% 1,789.50
Close 1,809.00 1,770.50 -38.50 -2.1% 1,797.75
Range 33.75 60.75 27.00 80.0% 106.25
ATR 31.09 33.21 2.12 6.8% 0.00
Volume 419,117 443,906 24,789 5.9% 1,582,927
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,965.50 1,928.75 1,804.00
R3 1,904.75 1,868.00 1,787.25
R2 1,844.00 1,844.00 1,781.75
R1 1,807.25 1,807.25 1,776.00 1,795.25
PP 1,783.25 1,783.25 1,783.25 1,777.25
S1 1,746.50 1,746.50 1,765.00 1,734.50
S2 1,722.50 1,722.50 1,759.25
S3 1,661.75 1,685.75 1,753.75
S4 1,601.00 1,625.00 1,737.00
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 1,849.25 1,759.25 90.00 5.1% 42.75 2.4% 13% False True 446,455
10 1,895.75 1,759.25 136.50 7.7% 39.75 2.2% 8% False True 383,504
20 1,900.00 1,759.25 140.75 7.9% 31.75 1.8% 8% False True 296,917
40 1,900.00 1,756.75 143.25 8.1% 28.25 1.6% 10% False False 212,167
60 1,900.00 1,648.50 251.50 14.2% 28.50 1.6% 49% False False 141,595
80 1,900.00 1,648.50 251.50 14.2% 28.50 1.6% 49% False False 106,250
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 7.80
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 2,078.25
2.618 1,979.00
1.618 1,918.25
1.000 1,880.75
0.618 1,857.50
HIGH 1,820.00
0.618 1,796.75
0.500 1,789.50
0.382 1,782.50
LOW 1,759.25
0.618 1,721.75
1.000 1,698.50
1.618 1,661.00
2.618 1,600.25
4.250 1,501.00
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 1,789.50 1,791.50
PP 1,783.25 1,784.50
S1 1,777.00 1,777.50

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

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