E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 1,850.50 1,874.25 23.75 1.3% 1,800.50
High 1,876.25 1,888.25 12.00 0.6% 1,876.25
Low 1,844.25 1,866.00 21.75 1.2% 1,781.75
Close 1,873.75 1,887.50 13.75 0.7% 1,873.75
Range 32.00 22.25 -9.75 -30.5% 94.50
ATR 43.97 42.42 -1.55 -3.5% 0.00
Volume 349,001 326,684 -22,317 -6.4% 1,800,645
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,947.25 1,939.75 1,899.75
R3 1,925.00 1,917.50 1,893.50
R2 1,902.75 1,902.75 1,891.50
R1 1,895.25 1,895.25 1,889.50 1,899.00
PP 1,880.50 1,880.50 1,880.50 1,882.50
S1 1,873.00 1,873.00 1,885.50 1,876.75
S2 1,858.25 1,858.25 1,883.50
S3 1,836.00 1,850.75 1,881.50
S4 1,813.75 1,828.50 1,875.25
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 1,888.25 1,781.75 106.50 5.6% 44.00 2.3% 99% True False 345,919
10 1,888.25 1,781.75 106.50 5.6% 41.00 2.2% 99% True False 337,949
20 1,888.25 1,698.00 190.25 10.1% 43.25 2.3% 100% True False 341,888
40 1,941.00 1,698.00 243.00 12.9% 43.00 2.3% 78% False False 257,889
60 2,044.50 1,698.00 346.50 18.4% 51.50 2.7% 55% False False 172,019
80 2,056.00 1,698.00 358.00 19.0% 44.75 2.4% 53% False False 129,060
100 2,056.00 1,698.00 358.00 19.0% 38.50 2.0% 53% False False 103,255
120 2,056.00 1,698.00 358.00 19.0% 32.50 1.7% 53% False False 86,050
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 10.73
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,982.75
2.618 1,946.50
1.618 1,924.25
1.000 1,910.50
0.618 1,902.00
HIGH 1,888.25
0.618 1,879.75
0.500 1,877.00
0.382 1,874.50
LOW 1,866.00
0.618 1,852.25
1.000 1,843.75
1.618 1,830.00
2.618 1,807.75
4.250 1,771.50
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 1,884.00 1,875.00
PP 1,880.50 1,862.75
S1 1,877.00 1,850.50

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

View Archives - Comment on this page... - Back to Index of Symbols