E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 1,914.00 1,897.00 -17.00 -0.9% 1,868.75
High 1,914.00 1,898.00 -16.00 -0.8% 1,912.75
Low 1,880.75 1,837.00 -43.75 -2.3% 1,864.50
Close 1,896.50 1,837.75 -58.75 -3.1% 1,902.50
Range 33.25 61.00 27.75 83.5% 48.25
ATR 35.62 37.43 1.81 5.1% 0.00
Volume 344,656 407,601 62,945 18.3% 1,444,282
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,040.50 2,000.25 1,871.25
R3 1,979.50 1,939.25 1,854.50
R2 1,918.50 1,918.50 1,849.00
R1 1,878.25 1,878.25 1,843.25 1,868.00
PP 1,857.50 1,857.50 1,857.50 1,852.50
S1 1,817.25 1,817.25 1,832.25 1,807.00
S2 1,796.50 1,796.50 1,826.50
S3 1,735.50 1,756.25 1,821.00
S4 1,674.50 1,695.25 1,804.25
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 1,837.00 81.00 4.4% 34.50 1.9% 1% False True 306,731
10 1,918.00 1,831.50 86.50 4.7% 34.50 1.9% 7% False False 301,877
20 1,918.00 1,781.75 136.25 7.4% 37.25 2.0% 41% False False 318,708
40 1,941.00 1,698.00 243.00 13.2% 38.50 2.1% 58% False False 325,118
60 1,941.00 1,698.00 243.00 13.2% 43.50 2.4% 58% False False 231,026
80 2,056.00 1,698.00 358.00 19.5% 46.50 2.5% 39% False False 173,339
100 2,056.00 1,698.00 358.00 19.5% 41.50 2.3% 39% False False 138,688
120 2,056.00 1,698.00 358.00 19.5% 35.50 1.9% 39% False False 115,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.80
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,157.25
2.618 2,057.75
1.618 1,996.75
1.000 1,959.00
0.618 1,935.75
HIGH 1,898.00
0.618 1,874.75
0.500 1,867.50
0.382 1,860.25
LOW 1,837.00
0.618 1,799.25
1.000 1,776.00
1.618 1,738.25
2.618 1,677.25
4.250 1,577.75
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 1,867.50 1,877.50
PP 1,857.50 1,864.25
S1 1,847.75 1,851.00

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

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