E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 1,790.00 1,766.00 -24.00 -1.3% 1,824.75
High 1,802.75 1,794.50 -8.25 -0.5% 1,842.75
Low 1,765.00 1,744.00 -21.00 -1.2% 1,744.00
Close 1,767.50 1,789.25 21.75 1.2% 1,789.25
Range 37.75 50.50 12.75 33.8% 98.75
ATR 36.73 37.72 0.98 2.7% 0.00
Volume 325,465 391,994 66,529 20.4% 1,664,513
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,927.50 1,908.75 1,817.00
R3 1,877.00 1,858.25 1,803.25
R2 1,826.50 1,826.50 1,798.50
R1 1,807.75 1,807.75 1,794.00 1,817.00
PP 1,776.00 1,776.00 1,776.00 1,780.50
S1 1,757.25 1,757.25 1,784.50 1,766.50
S2 1,725.50 1,725.50 1,780.00
S3 1,675.00 1,706.75 1,775.25
S4 1,624.50 1,656.25 1,761.50
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,088.25 2,037.50 1,843.50
R3 1,989.50 1,938.75 1,816.50
R2 1,890.75 1,890.75 1,807.25
R1 1,840.00 1,840.00 1,798.25 1,816.00
PP 1,792.00 1,792.00 1,792.00 1,780.00
S1 1,741.25 1,741.25 1,780.25 1,717.25
S2 1,693.25 1,693.25 1,771.25
S3 1,594.50 1,642.50 1,762.00
S4 1,495.75 1,543.75 1,735.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,842.75 1,744.00 98.75 5.5% 42.50 2.4% 46% False True 332,902
10 1,862.25 1,744.00 118.25 6.6% 38.25 2.1% 38% False True 313,251
20 1,918.00 1,744.00 174.00 9.7% 34.75 1.9% 26% False True 305,098
40 1,918.00 1,705.75 212.25 11.9% 37.25 2.1% 39% False False 316,234
60 1,941.00 1,698.00 243.00 13.6% 39.75 2.2% 38% False False 292,913
80 1,980.00 1,698.00 282.00 15.8% 46.75 2.6% 32% False False 219,815
100 2,056.00 1,698.00 358.00 20.0% 43.50 2.4% 25% False False 175,891
120 2,056.00 1,698.00 358.00 20.0% 39.00 2.2% 25% False False 146,583
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 11.90
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,009.00
2.618 1,926.75
1.618 1,876.25
1.000 1,845.00
0.618 1,825.75
HIGH 1,794.50
0.618 1,775.25
0.500 1,769.25
0.382 1,763.25
LOW 1,744.00
0.618 1,712.75
1.000 1,693.50
1.618 1,662.25
2.618 1,611.75
4.250 1,529.50
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 1,782.50 1,784.00
PP 1,776.00 1,778.75
S1 1,769.25 1,773.50

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

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