E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 1,790.75 1,768.50 -22.25 -1.2% 1,824.75
High 1,805.50 1,781.75 -23.75 -1.3% 1,842.75
Low 1,768.25 1,754.50 -13.75 -0.8% 1,744.00
Close 1,768.75 1,766.50 -2.25 -0.1% 1,789.25
Range 37.25 27.25 -10.00 -26.8% 98.75
ATR 37.68 36.94 -0.75 -2.0% 0.00
Volume 255,852 360,795 104,943 41.0% 1,664,513
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,849.25 1,835.25 1,781.50
R3 1,822.00 1,808.00 1,774.00
R2 1,794.75 1,794.75 1,771.50
R1 1,780.75 1,780.75 1,769.00 1,774.00
PP 1,767.50 1,767.50 1,767.50 1,764.25
S1 1,753.50 1,753.50 1,764.00 1,747.00
S2 1,740.25 1,740.25 1,761.50
S3 1,713.00 1,726.25 1,759.00
S4 1,685.75 1,699.00 1,751.50
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 1,805.50 1,744.00 61.50 3.5% 39.00 2.2% 37% False False 337,658
10 1,862.25 1,744.00 118.25 6.7% 37.00 2.1% 19% False False 319,068
20 1,918.00 1,744.00 174.00 9.8% 35.25 2.0% 13% False False 307,380
40 1,918.00 1,721.75 196.25 11.1% 36.50 2.1% 23% False False 311,055
60 1,941.00 1,698.00 243.00 13.8% 38.75 2.2% 28% False False 303,151
80 1,980.00 1,698.00 282.00 16.0% 43.25 2.5% 24% False False 227,511
100 2,056.00 1,698.00 358.00 20.3% 43.75 2.5% 19% False False 182,057
120 2,056.00 1,698.00 358.00 20.3% 39.50 2.2% 19% False False 151,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 12.93
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,897.50
2.618 1,853.00
1.618 1,825.75
1.000 1,809.00
0.618 1,798.50
HIGH 1,781.75
0.618 1,771.25
0.500 1,768.00
0.382 1,765.00
LOW 1,754.50
0.618 1,737.75
1.000 1,727.25
1.618 1,710.50
2.618 1,683.25
4.250 1,638.75
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 1,768.00 1,774.75
PP 1,767.50 1,772.00
S1 1,767.00 1,769.25

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

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