E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 1,840.00 1,838.75 -1.25 -0.1% 1,903.00
High 1,862.25 1,850.50 -11.75 -0.6% 1,918.00
Low 1,831.00 1,810.25 -20.75 -1.1% 1,806.25
Close 1,836.75 1,820.00 -16.75 -0.9% 1,815.25
Range 31.25 40.25 9.00 28.8% 111.75
ATR 36.28 36.56 0.28 0.8% 0.00
Volume 298,743 346,596 47,853 16.0% 1,525,181
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,947.75 1,924.00 1,842.25
R3 1,907.50 1,883.75 1,831.00
R2 1,867.25 1,867.25 1,827.50
R1 1,843.50 1,843.50 1,823.75 1,835.25
PP 1,827.00 1,827.00 1,827.00 1,822.75
S1 1,803.25 1,803.25 1,816.25 1,795.00
S2 1,786.75 1,786.75 1,812.50
S3 1,746.50 1,763.00 1,809.00
S4 1,706.25 1,722.75 1,797.75
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,181.75 2,110.25 1,876.75
R3 2,070.00 1,998.50 1,846.00
R2 1,958.25 1,958.25 1,835.75
R1 1,886.75 1,886.75 1,825.50 1,866.50
PP 1,846.50 1,846.50 1,846.50 1,836.50
S1 1,775.00 1,775.00 1,805.00 1,755.00
S2 1,734.75 1,734.75 1,794.75
S3 1,623.00 1,663.25 1,784.50
S4 1,511.25 1,551.50 1,753.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,862.25 1,800.00 62.25 3.4% 35.25 1.9% 32% False False 288,613
10 1,918.00 1,800.00 118.00 6.5% 35.75 2.0% 17% False False 310,203
20 1,918.00 1,800.00 118.00 6.5% 33.00 1.8% 17% False False 300,571
40 1,918.00 1,698.00 220.00 12.1% 38.50 2.1% 55% False False 320,879
60 1,941.00 1,698.00 243.00 13.4% 41.00 2.3% 50% False False 260,873
80 2,044.50 1,698.00 346.50 19.0% 47.00 2.6% 35% False False 195,716
100 2,056.00 1,698.00 358.00 19.7% 42.25 2.3% 34% False False 156,606
120 2,056.00 1,698.00 358.00 19.7% 37.25 2.0% 34% False False 130,510
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 6.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,021.50
2.618 1,955.75
1.618 1,915.50
1.000 1,890.75
0.618 1,875.25
HIGH 1,850.50
0.618 1,835.00
0.500 1,830.50
0.382 1,825.75
LOW 1,810.25
0.618 1,785.50
1.000 1,770.00
1.618 1,745.25
2.618 1,705.00
4.250 1,639.25
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 1,830.50 1,836.25
PP 1,827.00 1,830.75
S1 1,823.50 1,825.50

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

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