E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 1,860.00 1,850.25 -9.75 -0.5% 1,722.00
High 1,866.25 1,864.50 -1.75 -0.1% 1,815.25
Low 1,838.00 1,828.50 -9.50 -0.5% 1,705.75
Close 1,851.25 1,849.25 -2.00 -0.1% 1,811.50
Range 28.25 36.00 7.75 27.4% 109.50
ATR 42.05 41.61 -0.43 -1.0% 0.00
Volume 310,229 336,833 26,604 8.6% 1,291,761
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,955.50 1,938.25 1,869.00
R3 1,919.50 1,902.25 1,859.25
R2 1,883.50 1,883.50 1,855.75
R1 1,866.25 1,866.25 1,852.50 1,857.00
PP 1,847.50 1,847.50 1,847.50 1,842.75
S1 1,830.25 1,830.25 1,846.00 1,821.00
S2 1,811.50 1,811.50 1,842.75
S3 1,775.50 1,794.25 1,839.25
S4 1,739.50 1,758.25 1,829.50
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 1,866.25 1,789.25 77.00 4.2% 30.00 1.6% 78% False False 280,691
10 1,866.25 1,698.00 168.25 9.1% 38.75 2.1% 90% False False 326,150
20 1,941.00 1,698.00 243.00 13.1% 39.75 2.2% 62% False False 330,919
40 1,941.00 1,698.00 243.00 13.1% 46.25 2.5% 62% False False 195,600
60 2,056.00 1,698.00 358.00 19.4% 50.00 2.7% 42% False False 130,495
80 2,056.00 1,698.00 358.00 19.4% 42.75 2.3% 42% False False 97,892
100 2,056.00 1,698.00 358.00 19.4% 35.50 1.9% 42% False False 78,316
120 2,056.00 1,698.00 358.00 19.4% 29.75 1.6% 42% False False 65,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,017.50
2.618 1,958.75
1.618 1,922.75
1.000 1,900.50
0.618 1,886.75
HIGH 1,864.50
0.618 1,850.75
0.500 1,846.50
0.382 1,842.25
LOW 1,828.50
0.618 1,806.25
1.000 1,792.50
1.618 1,770.25
2.618 1,734.25
4.250 1,675.50
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 1,848.25 1,847.00
PP 1,847.50 1,844.50
S1 1,846.50 1,842.00

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

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