E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 1,903.00 1,914.00 11.00 0.6% 1,868.75
High 1,918.00 1,914.00 -4.00 -0.2% 1,912.75
Low 1,898.50 1,880.75 -17.75 -0.9% 1,864.50
Close 1,913.75 1,896.50 -17.25 -0.9% 1,902.50
Range 19.50 33.25 13.75 70.5% 48.25
ATR 35.80 35.62 -0.18 -0.5% 0.00
Volume 184,344 344,656 160,312 87.0% 1,444,282
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,996.75 1,980.00 1,914.75
R3 1,963.50 1,946.75 1,905.75
R2 1,930.25 1,930.25 1,902.50
R1 1,913.50 1,913.50 1,899.50 1,905.25
PP 1,897.00 1,897.00 1,897.00 1,893.00
S1 1,880.25 1,880.25 1,893.50 1,872.00
S2 1,863.75 1,863.75 1,890.50
S3 1,830.50 1,847.00 1,887.25
S4 1,797.25 1,813.75 1,878.25
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,038.00 2,018.50 1,929.00
R3 1,989.75 1,970.25 1,915.75
R2 1,941.50 1,941.50 1,911.25
R1 1,922.00 1,922.00 1,907.00 1,931.75
PP 1,893.25 1,893.25 1,893.25 1,898.00
S1 1,873.75 1,873.75 1,898.00 1,883.50
S2 1,845.00 1,845.00 1,893.75
S3 1,796.75 1,825.50 1,889.25
S4 1,748.50 1,777.25 1,876.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,918.00 1,871.25 46.75 2.5% 27.50 1.5% 54% False False 280,453
10 1,918.00 1,831.50 86.50 4.6% 31.25 1.7% 75% False False 288,159
20 1,918.00 1,781.75 136.25 7.2% 35.75 1.9% 84% False False 313,839
40 1,941.00 1,698.00 243.00 12.8% 38.25 2.0% 82% False False 323,178
60 1,941.00 1,698.00 243.00 12.8% 43.25 2.3% 82% False False 224,236
80 2,056.00 1,698.00 358.00 18.9% 46.25 2.4% 55% False False 168,246
100 2,056.00 1,698.00 358.00 18.9% 41.25 2.2% 55% False False 134,612
120 2,056.00 1,698.00 358.00 18.9% 35.00 1.8% 55% False False 112,178
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,055.25
2.618 2,001.00
1.618 1,967.75
1.000 1,947.25
0.618 1,934.50
HIGH 1,914.00
0.618 1,901.25
0.500 1,897.50
0.382 1,893.50
LOW 1,880.75
0.618 1,860.25
1.000 1,847.50
1.618 1,827.00
2.618 1,793.75
4.250 1,739.50
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 1,897.50 1,896.00
PP 1,897.00 1,895.25
S1 1,896.75 1,894.50

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

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