E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 1,815.50 1,850.50 35.00 1.9% 1,800.50
High 1,869.25 1,876.25 7.00 0.4% 1,876.25
Low 1,812.50 1,844.25 31.75 1.8% 1,781.75
Close 1,852.75 1,873.75 21.00 1.1% 1,873.75
Range 56.75 32.00 -24.75 -43.6% 94.50
ATR 44.89 43.97 -0.92 -2.1% 0.00
Volume 401,877 349,001 -52,876 -13.2% 1,800,645
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,960.75 1,949.25 1,891.25
R3 1,928.75 1,917.25 1,882.50
R2 1,896.75 1,896.75 1,879.50
R1 1,885.25 1,885.25 1,876.75 1,891.00
PP 1,864.75 1,864.75 1,864.75 1,867.50
S1 1,853.25 1,853.25 1,870.75 1,859.00
S2 1,832.75 1,832.75 1,868.00
S3 1,800.75 1,821.25 1,865.00
S4 1,768.75 1,789.25 1,856.25
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,127.50 2,095.00 1,925.75
R3 2,033.00 2,000.50 1,899.75
R2 1,938.50 1,938.50 1,891.00
R1 1,906.00 1,906.00 1,882.50 1,922.25
PP 1,844.00 1,844.00 1,844.00 1,852.00
S1 1,811.50 1,811.50 1,865.00 1,827.75
S2 1,749.50 1,749.50 1,856.50
S3 1,655.00 1,717.00 1,847.75
S4 1,560.50 1,622.50 1,821.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.25 1,781.75 94.50 5.0% 47.25 2.5% 97% True False 360,129
10 1,876.25 1,781.75 94.50 5.0% 41.50 2.2% 97% True False 326,064
20 1,876.25 1,698.00 178.25 9.5% 43.75 2.3% 99% True False 342,550
40 1,941.00 1,698.00 243.00 13.0% 44.50 2.4% 72% False False 249,734
60 2,044.50 1,698.00 346.50 18.5% 51.75 2.8% 51% False False 166,577
80 2,056.00 1,698.00 358.00 19.1% 45.00 2.4% 49% False False 124,977
100 2,056.00 1,698.00 358.00 19.1% 38.25 2.0% 49% False False 99,988
120 2,056.00 1,698.00 358.00 19.1% 32.25 1.7% 49% False False 83,328
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 10.78
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,012.25
2.618 1,960.00
1.618 1,928.00
1.000 1,908.25
0.618 1,896.00
HIGH 1,876.25
0.618 1,864.00
0.500 1,860.25
0.382 1,856.50
LOW 1,844.25
0.618 1,824.50
1.000 1,812.25
1.618 1,792.50
2.618 1,760.50
4.250 1,708.25
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 1,869.25 1,863.75
PP 1,864.75 1,853.75
S1 1,860.25 1,843.50

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

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