E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 1,848.25 1,845.50 -2.75 -0.1% 1,833.50
High 1,876.00 1,898.25 22.25 1.2% 1,847.50
Low 1,842.50 1,844.75 2.25 0.1% 1,768.50
Close 1,846.50 1,893.25 46.75 2.5% 1,842.50
Range 33.50 53.50 20.00 59.7% 79.00
ATR 51.63 51.77 0.13 0.3% 0.00
Volume 257,887 329,991 72,104 28.0% 260,341
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,039.25 2,019.75 1,922.75
R3 1,985.75 1,966.25 1,908.00
R2 1,932.25 1,932.25 1,903.00
R1 1,912.75 1,912.75 1,898.25 1,922.50
PP 1,878.75 1,878.75 1,878.75 1,883.50
S1 1,859.25 1,859.25 1,888.25 1,869.00
S2 1,825.25 1,825.25 1,883.50
S3 1,771.75 1,805.75 1,878.50
S4 1,718.25 1,752.25 1,863.75
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,056.50 2,028.50 1,886.00
R3 1,977.50 1,949.50 1,864.25
R2 1,898.50 1,898.50 1,857.00
R1 1,870.50 1,870.50 1,849.75 1,884.50
PP 1,819.50 1,819.50 1,819.50 1,826.50
S1 1,791.50 1,791.50 1,835.25 1,805.50
S2 1,740.50 1,740.50 1,828.00
S3 1,661.50 1,712.50 1,820.75
S4 1,582.50 1,633.50 1,799.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,898.25 1,772.25 126.00 6.7% 46.75 2.5% 96% True False 168,230
10 1,902.25 1,768.50 133.75 7.1% 48.75 2.6% 93% False False 85,274
20 1,930.25 1,753.75 176.50 9.3% 53.50 2.8% 79% False False 42,843
40 2,056.00 1,730.75 325.25 17.2% 54.75 2.9% 50% False False 21,561
60 2,056.00 1,730.75 325.25 17.2% 43.50 2.3% 50% False False 14,401
80 2,056.00 1,730.75 325.25 17.2% 34.00 1.8% 50% False False 10,803
100 2,056.00 1,730.75 325.25 17.2% 27.75 1.5% 50% False False 8,649
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,125.50
2.618 2,038.25
1.618 1,984.75
1.000 1,951.75
0.618 1,931.25
HIGH 1,898.25
0.618 1,877.75
0.500 1,871.50
0.382 1,865.25
LOW 1,844.75
0.618 1,811.75
1.000 1,791.25
1.618 1,758.25
2.618 1,704.75
4.250 1,617.50
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 1,886.00 1,879.50
PP 1,878.75 1,866.00
S1 1,871.50 1,852.25

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

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