E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 1,734.75 1,788.50 53.75 3.1% 1,839.00
High 1,789.50 1,803.25 13.75 0.8% 1,851.50
Low 1,721.75 1,774.50 52.75 3.1% 1,698.00
Close 1,789.50 1,798.00 8.50 0.5% 1,721.25
Range 67.75 28.75 -39.00 -57.6% 153.50
ATR 48.05 46.67 -1.38 -2.9% 0.00
Volume 359,579 304,126 -55,453 -15.4% 1,958,672
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,878.25 1,866.75 1,813.75
R3 1,849.50 1,838.00 1,806.00
R2 1,820.75 1,820.75 1,803.25
R1 1,809.25 1,809.25 1,800.75 1,815.00
PP 1,792.00 1,792.00 1,792.00 1,794.75
S1 1,780.50 1,780.50 1,795.25 1,786.25
S2 1,763.25 1,763.25 1,792.75
S3 1,734.50 1,751.75 1,790.00
S4 1,705.75 1,723.00 1,782.25
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,217.50 2,122.75 1,805.75
R3 2,064.00 1,969.25 1,763.50
R2 1,910.50 1,910.50 1,749.50
R1 1,815.75 1,815.75 1,735.25 1,786.50
PP 1,757.00 1,757.00 1,757.00 1,742.25
S1 1,662.25 1,662.25 1,707.25 1,633.00
S2 1,603.50 1,603.50 1,693.00
S3 1,450.00 1,508.75 1,679.00
S4 1,296.50 1,355.25 1,636.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,803.25 1,698.00 105.25 5.9% 47.25 2.6% 95% True False 371,609
10 1,875.25 1,698.00 177.25 9.9% 47.00 2.6% 56% False False 360,198
20 1,941.00 1,698.00 243.00 13.5% 43.25 2.4% 41% False False 319,793
40 1,980.00 1,698.00 282.00 15.7% 49.00 2.7% 35% False False 160,541
60 2,056.00 1,698.00 358.00 19.9% 49.50 2.8% 28% False False 107,116
80 2,056.00 1,698.00 358.00 19.9% 42.00 2.3% 28% False False 80,351
100 2,056.00 1,698.00 358.00 19.9% 34.00 1.9% 28% False False 64,283
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.55
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,925.50
2.618 1,878.50
1.618 1,849.75
1.000 1,832.00
0.618 1,821.00
HIGH 1,803.25
0.618 1,792.25
0.500 1,789.00
0.382 1,785.50
LOW 1,774.50
0.618 1,756.75
1.000 1,745.75
1.618 1,728.00
2.618 1,699.25
4.250 1,652.25
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 1,795.00 1,783.50
PP 1,792.00 1,769.00
S1 1,789.00 1,754.50

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

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