E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 1,838.75 1,867.50 28.75 1.6% 1,790.75
High 1,871.25 1,878.00 6.75 0.4% 1,871.25
Low 1,834.50 1,853.75 19.25 1.0% 1,754.50
Close 1,867.00 1,857.50 -9.50 -0.5% 1,867.00
Range 36.75 24.25 -12.50 -34.0% 116.75
ATR 37.68 36.72 -0.96 -2.5% 0.00
Volume 306,188 306,188 0 0.0% 1,562,994
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,935.75 1,921.00 1,870.75
R3 1,911.50 1,896.75 1,864.25
R2 1,887.25 1,887.25 1,862.00
R1 1,872.50 1,872.50 1,859.75 1,867.75
PP 1,863.00 1,863.00 1,863.00 1,860.75
S1 1,848.25 1,848.25 1,855.25 1,843.50
S2 1,838.75 1,838.75 1,853.00
S3 1,814.50 1,824.00 1,850.75
S4 1,790.25 1,799.75 1,844.25
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 2,181.25 2,140.75 1,931.25
R3 2,064.50 2,024.00 1,899.00
R2 1,947.75 1,947.75 1,888.50
R1 1,907.25 1,907.25 1,877.75 1,927.50
PP 1,831.00 1,831.00 1,831.00 1,841.00
S1 1,790.50 1,790.50 1,856.25 1,810.75
S2 1,714.25 1,714.25 1,845.50
S3 1,597.50 1,673.75 1,835.00
S4 1,480.75 1,557.00 1,802.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,878.00 1,754.50 123.50 6.6% 34.25 1.8% 83% True False 322,666
10 1,878.00 1,744.00 134.00 7.2% 38.25 2.1% 85% True False 325,856
20 1,914.00 1,744.00 170.00 9.2% 37.25 2.0% 67% False False 317,126
40 1,918.00 1,744.00 174.00 9.4% 36.50 2.0% 65% False False 312,827
60 1,941.00 1,698.00 243.00 13.1% 38.00 2.0% 66% False False 319,714
80 1,948.50 1,698.00 250.50 13.5% 42.25 2.3% 64% False False 243,152
100 2,056.00 1,698.00 358.00 19.3% 44.50 2.4% 45% False False 194,578
120 2,056.00 1,698.00 358.00 19.3% 40.50 2.2% 45% False False 162,159
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 10.58
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,981.00
2.618 1,941.50
1.618 1,917.25
1.000 1,902.25
0.618 1,893.00
HIGH 1,878.00
0.618 1,868.75
0.500 1,866.00
0.382 1,863.00
LOW 1,853.75
0.618 1,838.75
1.000 1,829.50
1.618 1,814.50
2.618 1,790.25
4.250 1,750.75
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 1,866.00 1,853.50
PP 1,863.00 1,849.50
S1 1,860.25 1,845.50

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

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