E-mini NASDAQ-100 Future June 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 1,847.25 1,894.50 47.25 2.6% 1,831.75
High 1,899.00 1,913.50 14.50 0.8% 1,848.75
Low 1,846.25 1,880.00 33.75 1.8% 1,770.00
Close 1,894.50 1,907.00 12.50 0.7% 1,844.00
Range 52.75 33.50 -19.25 -36.5% 78.75
ATR 52.63 51.26 -1.37 -2.6% 0.00
Volume 97,309 76,687 -20,622 -21.2% 1,763,031
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,000.75 1,987.25 1,925.50
R3 1,967.25 1,953.75 1,916.25
R2 1,933.75 1,933.75 1,913.25
R1 1,920.25 1,920.25 1,910.00 1,927.00
PP 1,900.25 1,900.25 1,900.25 1,903.50
S1 1,886.75 1,886.75 1,904.00 1,893.50
S2 1,866.75 1,866.75 1,900.75
S3 1,833.25 1,853.25 1,897.75
S4 1,799.75 1,819.75 1,888.50
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,057.25 2,029.25 1,887.25
R3 1,978.50 1,950.50 1,865.75
R2 1,899.75 1,899.75 1,858.50
R1 1,871.75 1,871.75 1,851.25 1,885.75
PP 1,821.00 1,821.00 1,821.00 1,828.00
S1 1,793.00 1,793.00 1,836.75 1,807.00
S2 1,742.25 1,742.25 1,829.50
S3 1,663.50 1,714.25 1,822.25
S4 1,584.75 1,635.50 1,800.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,913.50 1,775.25 138.25 7.2% 43.50 2.3% 95% True False 173,826
10 1,913.50 1,770.00 143.50 7.5% 47.50 2.5% 95% True False 263,115
20 1,913.50 1,754.25 159.25 8.4% 53.25 2.8% 96% True False 335,425
40 2,058.75 1,730.25 328.50 17.2% 55.75 2.9% 54% False False 362,539
60 2,058.75 1,730.25 328.50 17.2% 44.50 2.3% 54% False False 321,483
80 2,058.75 1,730.25 328.50 17.2% 39.00 2.0% 54% False False 263,989
100 2,058.75 1,708.50 350.25 18.4% 37.50 2.0% 57% False False 211,293
120 2,058.75 1,708.50 350.25 18.4% 35.50 1.9% 57% False False 176,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.58
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,056.00
2.618 2,001.25
1.618 1,967.75
1.000 1,947.00
0.618 1,934.25
HIGH 1,913.50
0.618 1,900.75
0.500 1,896.75
0.382 1,892.75
LOW 1,880.00
0.618 1,859.25
1.000 1,846.50
1.618 1,825.75
2.618 1,792.25
4.250 1,737.50
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 1,903.50 1,897.50
PP 1,900.25 1,888.25
S1 1,896.75 1,878.75

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

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