E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 1,921.25 1,930.25 9.00 0.5% 1,884.00
High 1,934.50 1,946.25 11.75 0.6% 1,935.25
Low 1,919.00 1,929.75 10.75 0.6% 1,881.00
Close 1,931.00 1,936.50 5.50 0.3% 1,926.75
Range 15.50 16.50 1.00 6.5% 54.25
ATR 24.53 23.96 -0.57 -2.3% 0.00
Volume 95,292 71,010 -24,282 -25.5% 1,357,864
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,987.00 1,978.25 1,945.50
R3 1,970.50 1,961.75 1,941.00
R2 1,954.00 1,954.00 1,939.50
R1 1,945.25 1,945.25 1,938.00 1,949.50
PP 1,937.50 1,937.50 1,937.50 1,939.75
S1 1,928.75 1,928.75 1,935.00 1,933.00
S2 1,921.00 1,921.00 1,933.50
S3 1,904.50 1,912.25 1,932.00
S4 1,888.00 1,895.75 1,927.50
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,077.00 2,056.25 1,956.50
R3 2,022.75 2,002.00 1,941.75
R2 1,968.50 1,968.50 1,936.75
R1 1,947.75 1,947.75 1,931.75 1,958.00
PP 1,914.25 1,914.25 1,914.25 1,919.50
S1 1,893.50 1,893.50 1,921.75 1,904.00
S2 1,860.00 1,860.00 1,916.75
S3 1,805.75 1,839.25 1,911.75
S4 1,751.50 1,785.00 1,897.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.25 1,906.50 39.75 2.1% 18.00 0.9% 75% True False 156,142
10 1,946.25 1,844.25 102.00 5.3% 20.25 1.0% 90% True False 201,303
20 1,946.25 1,780.50 165.75 8.6% 23.00 1.2% 94% True False 237,902
40 1,946.25 1,710.75 235.50 12.2% 29.75 1.5% 96% True False 319,177
60 1,946.25 1,710.75 235.50 12.2% 27.50 1.4% 96% True False 284,176
80 1,946.25 1,710.75 235.50 12.2% 28.00 1.4% 96% True False 228,607
100 1,946.25 1,648.50 297.75 15.4% 28.50 1.5% 97% True False 182,956
120 1,946.25 1,648.25 298.00 15.4% 28.50 1.5% 97% True False 152,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,016.50
2.618 1,989.50
1.618 1,973.00
1.000 1,962.75
0.618 1,956.50
HIGH 1,946.25
0.618 1,940.00
0.500 1,938.00
0.382 1,936.00
LOW 1,929.75
0.618 1,919.50
1.000 1,913.25
1.618 1,903.00
2.618 1,886.50
4.250 1,859.50
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 1,938.00 1,933.00
PP 1,937.50 1,929.75
S1 1,937.00 1,926.50

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

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