E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 1,820.00 1,824.75 4.75 0.3% 1,817.75
High 1,829.75 1,842.75 13.00 0.7% 1,862.25
Low 1,808.50 1,804.75 -3.75 -0.2% 1,800.00
Close 1,825.50 1,809.50 -16.00 -0.9% 1,825.50
Range 21.25 38.00 16.75 78.8% 62.25
ATR 35.47 35.65 0.18 0.5% 0.00
Volume 264,182 275,129 10,947 4.1% 1,468,000
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,933.00 1,909.25 1,830.50
R3 1,895.00 1,871.25 1,820.00
R2 1,857.00 1,857.00 1,816.50
R1 1,833.25 1,833.25 1,813.00 1,826.00
PP 1,819.00 1,819.00 1,819.00 1,815.50
S1 1,795.25 1,795.25 1,806.00 1,788.00
S2 1,781.00 1,781.00 1,802.50
S3 1,743.00 1,757.25 1,799.00
S4 1,705.00 1,719.25 1,788.50
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,016.00 1,983.00 1,859.75
R3 1,953.75 1,920.75 1,842.50
R2 1,891.50 1,891.50 1,837.00
R1 1,858.50 1,858.50 1,831.25 1,875.00
PP 1,829.25 1,829.25 1,829.25 1,837.50
S1 1,796.25 1,796.25 1,819.75 1,812.75
S2 1,767.00 1,767.00 1,814.00
S3 1,704.75 1,734.00 1,808.50
S4 1,642.50 1,671.75 1,791.25
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 1,804.75 57.50 3.2% 34.75 1.9% 8% False True 291,229
10 1,914.00 1,800.00 114.00 6.3% 36.00 2.0% 8% False False 308,396
20 1,918.00 1,800.00 118.00 6.5% 33.25 1.8% 8% False False 293,752
40 1,918.00 1,698.00 220.00 12.2% 38.25 2.1% 51% False False 317,820
60 1,941.00 1,698.00 243.00 13.4% 39.75 2.2% 46% False False 269,844
80 2,044.50 1,698.00 346.50 19.1% 47.00 2.6% 32% False False 202,453
100 2,056.00 1,698.00 358.00 19.8% 42.50 2.3% 31% False False 161,999
120 2,056.00 1,698.00 358.00 19.8% 37.50 2.1% 31% False False 135,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,004.25
2.618 1,942.25
1.618 1,904.25
1.000 1,880.75
0.618 1,866.25
HIGH 1,842.75
0.618 1,828.25
0.500 1,823.75
0.382 1,819.25
LOW 1,804.75
0.618 1,781.25
1.000 1,766.75
1.618 1,743.25
2.618 1,705.25
4.250 1,643.25
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 1,823.75 1,827.50
PP 1,819.00 1,821.50
S1 1,814.25 1,815.50

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

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