E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 1,893.50 1,905.50 12.00 0.6% 1,833.50
High 1,912.75 1,918.25 5.50 0.3% 1,847.50
Low 1,879.00 1,892.75 13.75 0.7% 1,768.50
Close 1,906.00 1,909.50 3.50 0.2% 1,842.50
Range 33.75 25.50 -8.25 -24.4% 79.00
ATR 50.48 48.69 -1.78 -3.5% 0.00
Volume 349,007 357,551 8,544 2.4% 260,341
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,983.25 1,972.00 1,923.50
R3 1,957.75 1,946.50 1,916.50
R2 1,932.25 1,932.25 1,914.25
R1 1,921.00 1,921.00 1,911.75 1,926.50
PP 1,906.75 1,906.75 1,906.75 1,909.75
S1 1,895.50 1,895.50 1,907.25 1,901.00
S2 1,881.25 1,881.25 1,904.75
S3 1,855.75 1,870.00 1,902.50
S4 1,830.25 1,844.50 1,895.50
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 1,918.25 1,806.25 112.00 5.9% 37.50 2.0% 92% True False 301,698
10 1,918.25 1,768.50 149.75 7.8% 47.00 2.5% 94% True False 155,556
20 1,918.25 1,753.75 164.50 8.6% 51.50 2.7% 95% True False 78,146
40 2,056.00 1,730.75 325.25 17.0% 55.25 2.9% 55% False False 39,220
60 2,056.00 1,730.75 325.25 17.0% 43.75 2.3% 55% False False 26,173
80 2,056.00 1,730.75 325.25 17.0% 34.75 1.8% 55% False False 19,634
100 2,056.00 1,730.75 325.25 17.0% 28.00 1.5% 55% False False 15,714
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.43
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 2,026.50
2.618 1,985.00
1.618 1,959.50
1.000 1,943.75
0.618 1,934.00
HIGH 1,918.25
0.618 1,908.50
0.500 1,905.50
0.382 1,902.50
LOW 1,892.75
0.618 1,877.00
1.000 1,867.25
1.618 1,851.50
2.618 1,826.00
4.250 1,784.50
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 1,908.25 1,900.25
PP 1,906.75 1,890.75
S1 1,905.50 1,881.50

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

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