E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 1,885.75 1,870.25 -15.50 -0.8% 1,800.50
High 1,894.75 1,886.50 -8.25 -0.4% 1,876.25
Low 1,864.75 1,838.50 -26.25 -1.4% 1,781.75
Close 1,869.75 1,857.25 -12.50 -0.7% 1,873.75
Range 30.00 48.00 18.00 60.0% 94.50
ATR 40.21 40.76 0.56 1.4% 0.00
Volume 270,426 253,384 -17,042 -6.3% 1,800,645
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,004.75 1,979.00 1,883.75
R3 1,956.75 1,931.00 1,870.50
R2 1,908.75 1,908.75 1,866.00
R1 1,883.00 1,883.00 1,861.75 1,872.00
PP 1,860.75 1,860.75 1,860.75 1,855.25
S1 1,835.00 1,835.00 1,852.75 1,824.00
S2 1,812.75 1,812.75 1,848.50
S3 1,764.75 1,787.00 1,844.00
S4 1,716.75 1,739.00 1,830.75
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 1,900.75 1,838.50 62.25 3.4% 31.00 1.7% 30% False True 290,728
10 1,900.75 1,781.75 119.00 6.4% 41.50 2.2% 63% False False 327,194
20 1,900.75 1,698.00 202.75 10.9% 40.00 2.2% 79% False False 326,672
40 1,941.00 1,698.00 243.00 13.1% 42.00 2.3% 66% False False 277,231
60 1,980.00 1,698.00 282.00 15.2% 50.50 2.7% 56% False False 184,981
80 2,056.00 1,698.00 358.00 19.3% 45.25 2.4% 44% False False 138,784
100 2,056.00 1,698.00 358.00 19.3% 39.50 2.1% 44% False False 111,035
120 2,056.00 1,698.00 358.00 19.3% 33.25 1.8% 44% False False 92,532
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 12.03
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,090.50
2.618 2,012.25
1.618 1,964.25
1.000 1,934.50
0.618 1,916.25
HIGH 1,886.50
0.618 1,868.25
0.500 1,862.50
0.382 1,856.75
LOW 1,838.50
0.618 1,808.75
1.000 1,790.50
1.618 1,760.75
2.618 1,712.75
4.250 1,634.50
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 1,862.50 1,869.50
PP 1,860.75 1,865.50
S1 1,859.00 1,861.50

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

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