E-mini NASDAQ-100 Future June 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 1,831.75 1,795.00 -36.75 -2.0% 1,852.00
High 1,845.50 1,817.75 -27.75 -1.5% 1,904.50
Low 1,793.75 1,770.00 -23.75 -1.3% 1,824.25
Close 1,795.75 1,791.50 -4.25 -0.2% 1,834.25
Range 51.75 47.75 -4.00 -7.7% 80.25
ATR 55.95 55.37 -0.59 -1.0% 0.00
Volume 426,018 334,305 -91,713 -21.5% 1,276,553
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,936.25 1,911.75 1,817.75
R3 1,888.50 1,864.00 1,804.75
R2 1,840.75 1,840.75 1,800.25
R1 1,816.25 1,816.25 1,796.00 1,804.50
PP 1,793.00 1,793.00 1,793.00 1,787.25
S1 1,768.50 1,768.50 1,787.00 1,757.00
S2 1,745.25 1,745.25 1,782.75
S3 1,697.50 1,720.75 1,778.25
S4 1,649.75 1,673.00 1,765.25
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,095.00 2,045.00 1,878.50
R3 2,014.75 1,964.75 1,856.25
R2 1,934.50 1,934.50 1,849.00
R1 1,884.50 1,884.50 1,841.50 1,869.50
PP 1,854.25 1,854.25 1,854.25 1,846.75
S1 1,804.25 1,804.25 1,827.00 1,789.00
S2 1,774.00 1,774.00 1,819.50
S3 1,693.75 1,724.00 1,812.25
S4 1,613.50 1,643.75 1,790.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,904.50 1,770.00 134.50 7.5% 51.75 2.9% 16% False True 344,226
10 1,904.50 1,754.25 150.25 8.4% 56.00 3.1% 25% False False 349,957
20 1,981.50 1,754.25 227.25 12.7% 56.00 3.1% 16% False False 387,976
40 2,058.75 1,730.25 328.50 18.3% 52.75 2.9% 19% False False 373,115
60 2,058.75 1,730.25 328.50 18.3% 42.25 2.4% 19% False False 326,206
80 2,058.75 1,730.25 328.50 18.3% 37.25 2.1% 19% False False 248,036
100 2,058.75 1,708.50 350.25 19.6% 37.25 2.1% 24% False False 198,543
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,020.75
2.618 1,942.75
1.618 1,895.00
1.000 1,865.50
0.618 1,847.25
HIGH 1,817.75
0.618 1,799.50
0.500 1,794.00
0.382 1,788.25
LOW 1,770.00
0.618 1,740.50
1.000 1,722.25
1.618 1,692.75
2.618 1,645.00
4.250 1,567.00
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 1,794.00 1,837.25
PP 1,793.00 1,822.00
S1 1,792.25 1,806.75

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

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