E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 1,796.75 1,810.00 13.25 0.7% 1,722.00
High 1,815.25 1,829.75 14.50 0.8% 1,815.25
Low 1,789.25 1,801.25 12.00 0.7% 1,705.75
Close 1,811.50 1,820.25 8.75 0.5% 1,811.50
Range 26.00 28.50 2.50 9.6% 109.50
ATR 45.19 44.00 -1.19 -2.6% 0.00
Volume 310,109 207,835 -102,274 -33.0% 1,291,761
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,902.50 1,890.00 1,836.00
R3 1,874.00 1,861.50 1,828.00
R2 1,845.50 1,845.50 1,825.50
R1 1,833.00 1,833.00 1,822.75 1,839.25
PP 1,817.00 1,817.00 1,817.00 1,820.25
S1 1,804.50 1,804.50 1,817.75 1,810.75
S2 1,788.50 1,788.50 1,815.00
S3 1,760.00 1,776.00 1,812.50
S4 1,731.50 1,747.50 1,804.50
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,106.00 2,068.25 1,871.75
R3 1,996.50 1,958.75 1,841.50
R2 1,887.00 1,887.00 1,831.50
R1 1,849.25 1,849.25 1,821.50 1,868.00
PP 1,777.50 1,777.50 1,777.50 1,787.00
S1 1,739.75 1,739.75 1,801.50 1,758.50
S2 1,668.00 1,668.00 1,791.50
S3 1,558.50 1,630.25 1,781.50
S4 1,449.00 1,520.75 1,751.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,829.75 1,705.75 124.00 6.8% 41.50 2.3% 92% True False 299,919
10 1,851.50 1,698.00 153.50 8.4% 45.75 2.5% 80% False False 345,826
20 1,941.00 1,698.00 243.00 13.3% 41.00 2.3% 50% False False 333,488
40 1,948.50 1,698.00 250.50 13.8% 48.00 2.6% 49% False False 173,477
60 2,056.00 1,698.00 358.00 19.7% 49.75 2.7% 34% False False 115,744
80 2,056.00 1,698.00 358.00 19.7% 42.50 2.3% 34% False False 86,825
100 2,056.00 1,698.00 358.00 19.7% 34.50 1.9% 34% False False 69,462
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 11.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,951.00
2.618 1,904.25
1.618 1,875.75
1.000 1,858.25
0.618 1,847.25
HIGH 1,829.75
0.618 1,818.75
0.500 1,815.50
0.382 1,812.25
LOW 1,801.25
0.618 1,783.75
1.000 1,772.75
1.618 1,755.25
2.618 1,726.75
4.250 1,680.00
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 1,818.75 1,814.25
PP 1,817.00 1,808.25
S1 1,815.50 1,802.00

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

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