E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 1,807.50 1,777.75 -29.75 -1.6% 1,794.75
High 1,820.00 1,789.25 -30.75 -1.7% 1,823.75
Low 1,759.25 1,731.75 -27.50 -1.6% 1,731.75
Close 1,770.50 1,739.25 -31.25 -1.8% 1,739.25
Range 60.75 57.50 -3.25 -5.3% 92.00
ATR 33.21 34.95 1.73 5.2% 0.00
Volume 443,906 570,517 126,611 28.5% 2,301,486
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,926.00 1,890.00 1,771.00
R3 1,868.50 1,832.50 1,755.00
R2 1,811.00 1,811.00 1,749.75
R1 1,775.00 1,775.00 1,744.50 1,764.25
PP 1,753.50 1,753.50 1,753.50 1,748.00
S1 1,717.50 1,717.50 1,734.00 1,706.75
S2 1,696.00 1,696.00 1,728.75
S3 1,638.50 1,660.00 1,723.50
S4 1,581.00 1,602.50 1,707.50
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 2,041.00 1,982.00 1,789.75
R3 1,949.00 1,890.00 1,764.50
R2 1,857.00 1,857.00 1,756.00
R1 1,798.00 1,798.00 1,747.75 1,781.50
PP 1,765.00 1,765.00 1,765.00 1,756.50
S1 1,706.00 1,706.00 1,730.75 1,689.50
S2 1,673.00 1,673.00 1,722.50
S3 1,581.00 1,614.00 1,714.00
S4 1,489.00 1,522.00 1,688.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,823.75 1,731.75 92.00 5.3% 42.25 2.4% 8% False True 460,297
10 1,895.75 1,731.75 164.00 9.4% 44.00 2.5% 5% False True 409,045
20 1,900.00 1,731.75 168.25 9.7% 33.75 1.9% 4% False True 320,282
40 1,900.00 1,731.75 168.25 9.7% 29.00 1.7% 4% False True 226,407
60 1,900.00 1,648.75 251.25 14.4% 28.75 1.7% 36% False False 151,100
80 1,900.00 1,648.50 251.50 14.5% 29.00 1.7% 36% False False 113,379
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,033.50
2.618 1,939.75
1.618 1,882.25
1.000 1,846.75
0.618 1,824.75
HIGH 1,789.25
0.618 1,767.25
0.500 1,760.50
0.382 1,753.75
LOW 1,731.75
0.618 1,696.25
1.000 1,674.25
1.618 1,638.75
2.618 1,581.25
4.250 1,487.50
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 1,760.50 1,776.50
PP 1,753.50 1,764.25
S1 1,746.25 1,751.75

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

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