E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 1,849.50 1,800.50 -49.00 -2.6% 1,810.00
High 1,856.00 1,821.25 -34.75 -1.9% 1,866.25
Low 1,800.00 1,782.50 -17.50 -1.0% 1,800.00
Close 1,802.00 1,805.50 3.50 0.2% 1,802.00
Range 56.00 38.75 -17.25 -30.8% 66.25
ATR 42.64 42.36 -0.28 -0.7% 0.00
Volume 366,657 397,734 31,077 8.5% 1,460,004
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,919.25 1,901.25 1,826.75
R3 1,880.50 1,862.50 1,816.25
R2 1,841.75 1,841.75 1,812.50
R1 1,823.75 1,823.75 1,809.00 1,832.75
PP 1,803.00 1,803.00 1,803.00 1,807.50
S1 1,785.00 1,785.00 1,802.00 1,794.00
S2 1,764.25 1,764.25 1,798.50
S3 1,725.50 1,746.25 1,794.75
S4 1,686.75 1,707.50 1,784.25
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,021.50 1,978.00 1,838.50
R3 1,955.25 1,911.75 1,820.25
R2 1,889.00 1,889.00 1,814.25
R1 1,845.50 1,845.50 1,808.00 1,834.00
PP 1,822.75 1,822.75 1,822.75 1,817.00
S1 1,779.25 1,779.25 1,796.00 1,768.00
S2 1,756.50 1,756.50 1,789.75
S3 1,690.25 1,713.00 1,783.75
S4 1,624.00 1,646.75 1,765.50
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 1,782.50 83.75 4.6% 38.00 2.1% 27% False True 329,980
10 1,866.25 1,705.75 160.50 8.9% 39.75 2.2% 62% False False 314,949
20 1,941.00 1,698.00 243.00 13.5% 42.25 2.3% 44% False False 334,009
40 1,941.00 1,698.00 243.00 13.5% 45.50 2.5% 44% False False 214,699
60 2,056.00 1,698.00 358.00 19.8% 50.50 2.8% 30% False False 143,213
80 2,056.00 1,698.00 358.00 19.8% 43.25 2.4% 30% False False 107,443
100 2,056.00 1,698.00 358.00 19.8% 36.50 2.0% 30% False False 85,960
120 2,056.00 1,698.00 358.00 19.8% 30.50 1.7% 30% False False 71,638
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,986.00
2.618 1,922.75
1.618 1,884.00
1.000 1,860.00
0.618 1,845.25
HIGH 1,821.25
0.618 1,806.50
0.500 1,802.00
0.382 1,797.25
LOW 1,782.50
0.618 1,758.50
1.000 1,743.75
1.618 1,719.75
2.618 1,681.00
4.250 1,617.75
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 1,804.25 1,823.50
PP 1,803.00 1,817.50
S1 1,802.00 1,811.50

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

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