E-mini NASDAQ-100 Future June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 1,862.25 1,852.00 -10.25 -0.6% 1,821.25
High 1,874.25 1,878.00 3.75 0.2% 1,874.25
Low 1,835.50 1,824.25 -11.25 -0.6% 1,754.25
Close 1,852.00 1,831.00 -21.00 -1.1% 1,852.00
Range 38.75 53.75 15.00 38.7% 120.00
ATR 57.13 56.88 -0.24 -0.4% 0.00
Volume 326,868 315,745 -11,123 -3.4% 1,976,757
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,005.75 1,972.00 1,860.50
R3 1,952.00 1,918.25 1,845.75
R2 1,898.25 1,898.25 1,840.75
R1 1,864.50 1,864.50 1,836.00 1,854.50
PP 1,844.50 1,844.50 1,844.50 1,839.50
S1 1,810.75 1,810.75 1,826.00 1,800.75
S2 1,790.75 1,790.75 1,821.25
S3 1,737.00 1,757.00 1,816.25
S4 1,683.25 1,703.25 1,801.50
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 2,186.75 2,139.50 1,918.00
R3 2,066.75 2,019.50 1,885.00
R2 1,946.75 1,946.75 1,874.00
R1 1,899.50 1,899.50 1,863.00 1,923.00
PP 1,826.75 1,826.75 1,826.75 1,838.75
S1 1,779.50 1,779.50 1,841.00 1,803.00
S2 1,706.75 1,706.75 1,830.00
S3 1,586.75 1,659.50 1,819.00
S4 1,466.75 1,539.50 1,786.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,878.00 1,754.25 123.75 6.8% 60.25 3.3% 62% True False 355,688
10 1,932.00 1,754.25 177.75 9.7% 59.50 3.2% 43% False False 407,182
20 2,028.50 1,730.25 298.25 16.3% 69.25 3.8% 34% False False 432,950
40 2,058.75 1,730.25 328.50 17.9% 48.50 2.7% 31% False False 356,890
60 2,058.75 1,730.25 328.50 17.9% 39.50 2.2% 31% False False 301,859
80 2,058.75 1,708.50 350.25 19.1% 36.00 2.0% 35% False False 226,537
100 2,058.75 1,708.50 350.25 19.1% 36.00 2.0% 35% False False 181,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,106.50
2.618 2,018.75
1.618 1,965.00
1.000 1,931.75
0.618 1,911.25
HIGH 1,878.00
0.618 1,857.50
0.500 1,851.00
0.382 1,844.75
LOW 1,824.25
0.618 1,791.00
1.000 1,770.50
1.618 1,737.25
2.618 1,683.50
4.250 1,595.75
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 1,851.00 1,830.50
PP 1,844.50 1,830.25
S1 1,837.75 1,830.00

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

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