E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 1,794.75 1,792.75 -2.00 -0.1% 1,859.25
High 1,815.75 1,821.50 5.75 0.3% 1,902.25
Low 1,768.50 1,772.25 3.75 0.2% 1,823.00
Close 1,789.75 1,780.50 -9.25 -0.5% 1,832.50
Range 47.25 49.25 2.00 4.2% 79.25
ATR 54.10 53.75 -0.35 -0.6% 0.00
Volume 5,454 9,226 3,772 69.2% 5,284
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,939.25 1,909.00 1,807.50
R3 1,890.00 1,859.75 1,794.00
R2 1,840.75 1,840.75 1,789.50
R1 1,810.50 1,810.50 1,785.00 1,801.00
PP 1,791.50 1,791.50 1,791.50 1,786.50
S1 1,761.25 1,761.25 1,776.00 1,751.75
S2 1,742.25 1,742.25 1,771.50
S3 1,693.00 1,712.00 1,767.00
S4 1,643.75 1,662.75 1,753.50
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,090.25 2,040.75 1,876.00
R3 2,011.00 1,961.50 1,854.25
R2 1,931.75 1,931.75 1,847.00
R1 1,882.25 1,882.25 1,839.75 1,867.50
PP 1,852.50 1,852.50 1,852.50 1,845.25
S1 1,803.00 1,803.00 1,825.25 1,788.00
S2 1,773.25 1,773.25 1,818.00
S3 1,694.00 1,723.75 1,810.75
S4 1,614.75 1,644.50 1,789.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,902.25 1,768.50 133.75 7.5% 50.50 2.8% 9% False False 3,597
10 1,902.25 1,768.50 133.75 7.5% 53.50 3.0% 9% False False 2,336
20 1,980.00 1,753.75 226.25 12.7% 55.00 3.1% 12% False False 1,288
40 2,056.00 1,730.75 325.25 18.3% 52.75 3.0% 15% False False 778
60 2,056.00 1,730.75 325.25 18.3% 41.75 2.3% 15% False False 537
80 2,056.00 1,730.75 325.25 18.3% 31.75 1.8% 15% False False 405
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,030.75
2.618 1,950.50
1.618 1,901.25
1.000 1,870.75
0.618 1,852.00
HIGH 1,821.50
0.618 1,802.75
0.500 1,797.00
0.382 1,791.00
LOW 1,772.25
0.618 1,741.75
1.000 1,723.00
1.618 1,692.50
2.618 1,643.25
4.250 1,563.00
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 1,797.00 1,806.00
PP 1,791.50 1,797.50
S1 1,786.00 1,789.00

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

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