E-mini NASDAQ-100 Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 1,964.50 1,955.75 -8.75 -0.4% 1,927.25
High 1,967.50 1,977.25 9.75 0.5% 1,974.25
Low 1,952.50 1,940.75 -11.75 -0.6% 1,919.00
Close 1,955.75 1,952.00 -3.75 -0.2% 1,951.75
Range 15.00 36.50 21.50 143.3% 55.25
ATR 22.01 23.04 1.04 4.7% 0.00
Volume 230,739 232,539 1,800 0.8% 1,330,244
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 2,066.25 2,045.50 1,972.00
R3 2,029.75 2,009.00 1,962.00
R2 1,993.25 1,993.25 1,958.75
R1 1,972.50 1,972.50 1,955.25 1,964.50
PP 1,956.75 1,956.75 1,956.75 1,952.75
S1 1,936.00 1,936.00 1,948.75 1,928.00
S2 1,920.25 1,920.25 1,945.25
S3 1,883.75 1,899.50 1,942.00
S4 1,847.25 1,863.00 1,932.00
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,114.00 2,088.25 1,982.25
R3 2,058.75 2,033.00 1,967.00
R2 2,003.50 2,003.50 1,962.00
R1 1,977.75 1,977.75 1,956.75 1,990.50
PP 1,948.25 1,948.25 1,948.25 1,954.75
S1 1,922.50 1,922.50 1,946.75 1,935.50
S2 1,893.00 1,893.00 1,941.50
S3 1,837.75 1,867.25 1,936.50
S4 1,782.50 1,812.00 1,921.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,977.25 1,939.25 38.00 1.9% 22.00 1.1% 34% True False 254,482
10 1,977.25 1,919.00 58.25 3.0% 23.75 1.2% 57% True False 254,680
20 1,977.25 1,855.25 122.00 6.3% 21.50 1.1% 79% True False 191,483
40 1,977.25 1,708.50 268.75 13.8% 24.50 1.3% 91% True False 96,030
60 1,977.25 1,708.50 268.75 13.8% 27.50 1.4% 91% True False 64,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.38
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 2,132.50
2.618 2,072.75
1.618 2,036.25
1.000 2,013.75
0.618 1,999.75
HIGH 1,977.25
0.618 1,963.25
0.500 1,959.00
0.382 1,954.75
LOW 1,940.75
0.618 1,918.25
1.000 1,904.25
1.618 1,881.75
2.618 1,845.25
4.250 1,785.50
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 1,959.00 1,959.00
PP 1,956.75 1,956.75
S1 1,954.25 1,954.25

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

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