E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1,824.75 1,809.25 -15.50 -0.8% 1,817.75
High 1,842.75 1,810.25 -32.50 -1.8% 1,862.25
Low 1,804.75 1,766.00 -38.75 -2.1% 1,800.00
Close 1,809.50 1,773.75 -35.75 -2.0% 1,825.50
Range 38.00 44.25 6.25 16.4% 62.25
ATR 35.65 36.26 0.61 1.7% 0.00
Volume 275,129 317,739 42,610 15.5% 1,468,000
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,916.00 1,889.25 1,798.00
R3 1,871.75 1,845.00 1,786.00
R2 1,827.50 1,827.50 1,781.75
R1 1,800.75 1,800.75 1,777.75 1,792.00
PP 1,783.25 1,783.25 1,783.25 1,779.00
S1 1,756.50 1,756.50 1,769.75 1,747.75
S2 1,739.00 1,739.00 1,765.75
S3 1,694.75 1,712.25 1,761.50
S4 1,650.50 1,668.00 1,749.50
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 1,766.00 96.25 5.4% 35.00 2.0% 8% False True 300,477
10 1,898.00 1,766.00 132.00 7.4% 37.25 2.1% 6% False True 305,704
20 1,918.00 1,766.00 152.00 8.6% 34.25 1.9% 5% False True 296,932
40 1,918.00 1,698.00 220.00 12.4% 38.75 2.2% 34% False False 317,674
60 1,941.00 1,698.00 243.00 13.7% 39.75 2.2% 31% False False 275,128
80 2,035.50 1,698.00 337.50 19.0% 47.00 2.6% 22% False False 206,423
100 2,056.00 1,698.00 358.00 20.2% 42.75 2.4% 21% False False 165,176
120 2,056.00 1,698.00 358.00 20.2% 38.00 2.1% 21% False False 137,652
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 8.20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,998.25
2.618 1,926.00
1.618 1,881.75
1.000 1,854.50
0.618 1,837.50
HIGH 1,810.25
0.618 1,793.25
0.500 1,788.00
0.382 1,783.00
LOW 1,766.00
0.618 1,738.75
1.000 1,721.75
1.618 1,694.50
2.618 1,650.25
4.250 1,578.00
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1,788.00 1,804.50
PP 1,783.25 1,794.25
S1 1,778.50 1,784.00

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

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