E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 1,870.00 1,846.00 -24.00 -1.3% 1,923.00
High 1,875.25 1,856.50 -18.75 -1.0% 1,941.00
Low 1,837.25 1,827.25 -10.00 -0.5% 1,827.25
Close 1,849.50 1,839.25 -10.25 -0.6% 1,839.25
Range 38.00 29.25 -8.75 -23.0% 113.75
ATR 45.27 44.13 -1.14 -2.5% 0.00
Volume 321,722 339,934 18,212 5.7% 1,572,015
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,928.75 1,913.25 1,855.25
R3 1,899.50 1,884.00 1,847.25
R2 1,870.25 1,870.25 1,844.50
R1 1,854.75 1,854.75 1,842.00 1,848.00
PP 1,841.00 1,841.00 1,841.00 1,837.50
S1 1,825.50 1,825.50 1,836.50 1,818.50
S2 1,811.75 1,811.75 1,834.00
S3 1,782.50 1,796.25 1,831.25
S4 1,753.25 1,767.00 1,823.25
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,210.50 2,138.50 1,901.75
R3 2,096.75 2,024.75 1,870.50
R2 1,983.00 1,983.00 1,860.00
R1 1,911.00 1,911.00 1,849.75 1,890.00
PP 1,869.25 1,869.25 1,869.25 1,858.75
S1 1,797.25 1,797.25 1,828.75 1,776.50
S2 1,755.50 1,755.50 1,818.50
S3 1,641.75 1,683.50 1,808.00
S4 1,528.00 1,569.75 1,776.75
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 1,827.25 113.75 6.2% 39.50 2.1% 11% False True 314,403
10 1,941.00 1,827.25 113.75 6.2% 36.25 2.0% 11% False True 321,150
20 1,941.00 1,768.50 172.50 9.4% 42.75 2.3% 41% False False 173,891
40 2,044.50 1,730.75 313.75 17.1% 55.50 3.0% 35% False False 87,085
60 2,056.00 1,730.75 325.25 17.7% 45.25 2.5% 33% False False 58,118
80 2,056.00 1,730.75 325.25 17.7% 37.25 2.0% 33% False False 43,597
100 2,056.00 1,730.75 325.25 17.7% 30.25 1.6% 33% False False 34,882
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 10.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,980.75
2.618 1,933.00
1.618 1,903.75
1.000 1,885.75
0.618 1,874.50
HIGH 1,856.50
0.618 1,845.25
0.500 1,842.00
0.382 1,838.50
LOW 1,827.25
0.618 1,809.25
1.000 1,798.00
1.618 1,780.00
2.618 1,750.75
4.250 1,703.00
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 1,842.00 1,858.50
PP 1,841.00 1,852.25
S1 1,840.00 1,845.75

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

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