E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 1,819.25 1,818.75 -0.50 0.0% 1,781.50
High 1,830.00 1,833.00 3.00 0.2% 1,830.00
Low 1,801.00 1,810.25 9.25 0.5% 1,775.25
Close 1,819.25 1,821.00 1.75 0.1% 1,819.25
Range 29.00 22.75 -6.25 -21.6% 54.75
ATR 31.09 30.50 -0.60 -1.9% 0.00
Volume 268,313 281,740 13,427 5.0% 1,094,765
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,889.75 1,878.00 1,833.50
R3 1,867.00 1,855.25 1,827.25
R2 1,844.25 1,844.25 1,825.25
R1 1,832.50 1,832.50 1,823.00 1,838.50
PP 1,821.50 1,821.50 1,821.50 1,824.25
S1 1,809.75 1,809.75 1,819.00 1,815.50
S2 1,798.75 1,798.75 1,816.75
S3 1,776.00 1,787.00 1,814.75
S4 1,753.25 1,764.25 1,808.50
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,972.50 1,950.50 1,849.25
R3 1,917.75 1,895.75 1,834.25
R2 1,863.00 1,863.00 1,829.25
R1 1,841.00 1,841.00 1,824.25 1,852.00
PP 1,808.25 1,808.25 1,808.25 1,813.50
S1 1,786.25 1,786.25 1,814.25 1,797.25
S2 1,753.50 1,753.50 1,809.25
S3 1,698.75 1,731.50 1,804.25
S4 1,644.00 1,676.75 1,789.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,833.00 1,775.25 57.75 3.2% 22.50 1.2% 79% True False 275,301
10 1,833.00 1,730.50 102.50 5.6% 27.00 1.5% 88% True False 324,516
20 1,833.00 1,710.75 122.25 6.7% 32.75 1.8% 90% True False 377,966
40 1,900.00 1,710.75 189.25 10.4% 30.00 1.6% 58% False False 306,377
60 1,900.00 1,710.75 189.25 10.4% 29.25 1.6% 58% False False 238,608
80 1,900.00 1,648.50 251.50 13.8% 29.75 1.6% 69% False False 179,065
100 1,900.00 1,648.25 251.75 13.8% 29.25 1.6% 69% False False 143,285
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,929.75
2.618 1,892.50
1.618 1,869.75
1.000 1,855.75
0.618 1,847.00
HIGH 1,833.00
0.618 1,824.25
0.500 1,821.50
0.382 1,819.00
LOW 1,810.25
0.618 1,796.25
1.000 1,787.50
1.618 1,773.50
2.618 1,750.75
4.250 1,713.50
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 1,821.50 1,819.75
PP 1,821.50 1,818.25
S1 1,821.25 1,817.00

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

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