E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 1,818.75 1,819.75 1.00 0.1% 1,781.50
High 1,833.00 1,829.00 -4.00 -0.2% 1,830.00
Low 1,810.25 1,785.25 -25.00 -1.4% 1,775.25
Close 1,821.00 1,801.00 -20.00 -1.1% 1,819.25
Range 22.75 43.75 21.00 92.3% 54.75
ATR 30.50 31.45 0.95 3.1% 0.00
Volume 281,740 226,172 -55,568 -19.7% 1,094,765
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,936.25 1,912.50 1,825.00
R3 1,892.50 1,868.75 1,813.00
R2 1,848.75 1,848.75 1,809.00
R1 1,825.00 1,825.00 1,805.00 1,815.00
PP 1,805.00 1,805.00 1,805.00 1,800.00
S1 1,781.25 1,781.25 1,797.00 1,771.25
S2 1,761.25 1,761.25 1,793.00
S3 1,717.50 1,737.50 1,789.00
S4 1,673.75 1,693.75 1,777.00
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 1,785.25 47.75 2.7% 26.00 1.4% 33% False True 254,808
10 1,833.00 1,732.00 101.00 5.6% 29.00 1.6% 68% False False 291,456
20 1,833.00 1,710.75 122.25 6.8% 34.00 1.9% 74% False False 362,894
40 1,900.00 1,710.75 189.25 10.5% 30.75 1.7% 48% False False 307,882
60 1,900.00 1,710.75 189.25 10.5% 29.75 1.7% 48% False False 242,373
80 1,900.00 1,648.50 251.50 14.0% 29.75 1.7% 61% False False 181,890
100 1,900.00 1,648.25 251.75 14.0% 29.50 1.6% 61% False False 145,547
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 7.40
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,015.00
2.618 1,943.50
1.618 1,899.75
1.000 1,872.75
0.618 1,856.00
HIGH 1,829.00
0.618 1,812.25
0.500 1,807.00
0.382 1,802.00
LOW 1,785.25
0.618 1,758.25
1.000 1,741.50
1.618 1,714.50
2.618 1,670.75
4.250 1,599.25
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 1,807.00 1,809.00
PP 1,805.00 1,806.50
S1 1,803.00 1,803.75

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

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