E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 1,893.75 1,892.50 -1.25 -0.1% 1,874.25
High 1,898.25 1,910.00 11.75 0.6% 1,900.75
Low 1,879.75 1,883.25 3.50 0.2% 1,831.50
Close 1,893.00 1,905.25 12.25 0.6% 1,862.25
Range 18.50 26.75 8.25 44.6% 69.25
ATR 39.17 38.28 -0.89 -2.3% 0.00
Volume 215,692 276,207 60,515 28.1% 1,489,147
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,979.75 1,969.25 1,920.00
R3 1,953.00 1,942.50 1,912.50
R2 1,926.25 1,926.25 1,910.25
R1 1,915.75 1,915.75 1,907.75 1,921.00
PP 1,899.50 1,899.50 1,899.50 1,902.00
S1 1,889.00 1,889.00 1,902.75 1,894.25
S2 1,872.75 1,872.75 1,900.25
S3 1,846.00 1,862.25 1,898.00
S4 1,819.25 1,835.50 1,890.50
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,072.50 2,036.75 1,900.25
R3 2,003.25 1,967.50 1,881.25
R2 1,934.00 1,934.00 1,875.00
R1 1,898.25 1,898.25 1,868.50 1,881.50
PP 1,864.75 1,864.75 1,864.75 1,856.50
S1 1,829.00 1,829.00 1,856.00 1,812.25
S2 1,795.50 1,795.50 1,849.50
S3 1,726.25 1,759.75 1,843.25
S4 1,657.00 1,690.50 1,824.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,910.00 1,831.50 78.50 4.1% 34.50 1.8% 94% True False 297,022
10 1,910.00 1,812.50 97.50 5.1% 33.50 1.8% 95% True False 308,724
20 1,910.00 1,774.50 135.50 7.1% 36.00 1.9% 96% True False 310,562
40 1,941.00 1,698.00 243.00 12.8% 40.00 2.1% 85% False False 307,805
60 1,980.00 1,698.00 282.00 14.8% 45.00 2.4% 73% False False 205,484
80 2,056.00 1,698.00 358.00 18.8% 46.00 2.4% 58% False False 154,178
100 2,056.00 1,698.00 358.00 18.8% 40.50 2.1% 58% False False 123,352
120 2,056.00 1,698.00 358.00 18.8% 34.00 1.8% 58% False False 102,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,023.75
2.618 1,980.00
1.618 1,953.25
1.000 1,936.75
0.618 1,926.50
HIGH 1,910.00
0.618 1,899.75
0.500 1,896.50
0.382 1,893.50
LOW 1,883.25
0.618 1,866.75
1.000 1,856.50
1.618 1,840.00
2.618 1,813.25
4.250 1,769.50
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 1,902.50 1,899.25
PP 1,899.50 1,893.25
S1 1,896.50 1,887.25

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

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