E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 1,764.00 1,736.25 -27.75 -1.6% 1,923.00
High 1,777.50 1,745.75 -31.75 -1.8% 1,941.00
Low 1,733.00 1,698.00 -35.00 -2.0% 1,827.25
Close 1,738.00 1,728.00 -10.00 -0.6% 1,839.25
Range 44.50 47.75 3.25 7.3% 113.75
ATR 46.44 46.53 0.09 0.2% 0.00
Volume 477,966 370,543 -107,423 -22.5% 1,572,015
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,867.25 1,845.25 1,754.25
R3 1,819.50 1,797.50 1,741.25
R2 1,771.75 1,771.75 1,736.75
R1 1,749.75 1,749.75 1,732.50 1,737.00
PP 1,724.00 1,724.00 1,724.00 1,717.50
S1 1,702.00 1,702.00 1,723.50 1,689.00
S2 1,676.25 1,676.25 1,719.25
S3 1,628.50 1,654.25 1,714.75
S4 1,580.75 1,606.50 1,701.75
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 1,856.50 1,698.00 158.50 9.2% 48.75 2.8% 19% False True 358,550
10 1,941.00 1,698.00 243.00 14.1% 43.00 2.5% 12% False True 336,988
20 1,941.00 1,698.00 243.00 14.1% 45.00 2.6% 12% False True 246,272
40 1,980.00 1,698.00 282.00 16.3% 56.00 3.2% 11% False True 123,395
60 2,056.00 1,698.00 358.00 20.7% 47.50 2.8% 8% False True 82,330
80 2,056.00 1,698.00 358.00 20.7% 39.75 2.3% 8% False True 61,757
100 2,056.00 1,698.00 358.00 20.7% 32.25 1.9% 8% False True 49,409
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 10.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,948.75
2.618 1,870.75
1.618 1,823.00
1.000 1,793.50
0.618 1,775.25
HIGH 1,745.75
0.618 1,727.50
0.500 1,722.00
0.382 1,716.25
LOW 1,698.00
0.618 1,668.50
1.000 1,650.25
1.618 1,620.75
2.618 1,573.00
4.250 1,495.00
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 1,726.00 1,768.75
PP 1,724.00 1,755.25
S1 1,722.00 1,741.50

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

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