E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 1,910.00 1,923.00 13.00 0.7% 1,848.25
High 1,924.75 1,941.00 16.25 0.8% 1,924.75
Low 1,905.00 1,883.75 -21.25 -1.1% 1,842.50
Close 1,909.50 1,899.50 -10.00 -0.5% 1,909.50
Range 19.75 57.25 37.50 189.9% 82.25
ATR 46.63 47.39 0.76 1.6% 0.00
Volume 345,053 246,943 -98,110 -28.4% 1,639,489
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,079.75 2,047.00 1,931.00
R3 2,022.50 1,989.75 1,915.25
R2 1,965.25 1,965.25 1,910.00
R1 1,932.50 1,932.50 1,904.75 1,920.25
PP 1,908.00 1,908.00 1,908.00 1,902.00
S1 1,875.25 1,875.25 1,894.25 1,863.00
S2 1,850.75 1,850.75 1,889.00
S3 1,793.50 1,818.00 1,883.75
S4 1,736.25 1,760.75 1,868.00
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,139.00 2,106.50 1,954.75
R3 2,056.75 2,024.25 1,932.00
R2 1,974.50 1,974.50 1,924.50
R1 1,942.00 1,942.00 1,917.00 1,958.25
PP 1,892.25 1,892.25 1,892.25 1,900.50
S1 1,859.75 1,859.75 1,902.00 1,876.00
S2 1,810.00 1,810.00 1,894.50
S3 1,727.75 1,777.50 1,887.00
S4 1,645.50 1,695.25 1,864.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,941.00 1,844.75 96.25 5.1% 38.00 2.0% 57% True False 325,709
10 1,941.00 1,768.50 172.50 9.1% 41.75 2.2% 76% True False 214,516
20 1,941.00 1,753.75 187.25 9.9% 48.00 2.5% 78% True False 107,721
40 2,056.00 1,730.75 325.25 17.1% 55.50 2.9% 52% False False 53,977
60 2,056.00 1,730.75 325.25 17.1% 44.25 2.3% 52% False False 36,036
80 2,056.00 1,730.75 325.25 17.1% 35.75 1.9% 52% False False 27,034
100 2,056.00 1,730.75 325.25 17.1% 28.75 1.5% 52% False False 21,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.80
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,184.25
2.618 2,091.00
1.618 2,033.75
1.000 1,998.25
0.618 1,976.50
HIGH 1,941.00
0.618 1,919.25
0.500 1,912.50
0.382 1,905.50
LOW 1,883.75
0.618 1,848.25
1.000 1,826.50
1.618 1,791.00
2.618 1,733.75
4.250 1,640.50
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 1,912.50 1,912.50
PP 1,908.00 1,908.00
S1 1,903.75 1,903.75

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

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