E-mini NASDAQ-100 Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 1,850.25 1,874.50 24.25 1.3% 1,799.00
High 1,873.50 1,885.50 12.00 0.6% 1,873.50
Low 1,842.25 1,864.75 22.50 1.2% 1,781.25
Close 1,871.50 1,885.25 13.75 0.7% 1,871.50
Range 31.25 20.75 -10.50 -33.6% 92.25
ATR 40.47 39.06 -1.41 -3.5% 0.00
Volume 94 107 13 13.8% 341
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,940.75 1,933.75 1,896.75
R3 1,920.00 1,913.00 1,891.00
R2 1,899.25 1,899.25 1,889.00
R1 1,892.25 1,892.25 1,887.25 1,895.75
PP 1,878.50 1,878.50 1,878.50 1,880.25
S1 1,871.50 1,871.50 1,883.25 1,875.00
S2 1,857.75 1,857.75 1,881.50
S3 1,837.00 1,850.75 1,879.50
S4 1,816.25 1,830.00 1,873.75
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,118.75 2,087.50 1,922.25
R3 2,026.50 1,995.25 1,896.75
R2 1,934.25 1,934.25 1,888.50
R1 1,903.00 1,903.00 1,880.00 1,918.50
PP 1,842.00 1,842.00 1,842.00 1,850.00
S1 1,810.75 1,810.75 1,863.00 1,826.50
S2 1,749.75 1,749.75 1,854.50
S3 1,657.50 1,718.50 1,846.25
S4 1,565.25 1,626.25 1,820.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,885.50 1,781.25 104.25 5.5% 42.00 2.2% 100% True False 69
10 1,885.50 1,781.25 104.25 5.5% 38.25 2.0% 100% True False 77
20 1,885.50 1,696.25 189.25 10.0% 41.25 2.2% 100% True False 114
40 1,938.00 1,696.25 241.75 12.8% 37.25 2.0% 78% False False 73
60 2,030.00 1,696.25 333.75 17.7% 38.00 2.0% 57% False False 51
80 2,045.50 1,696.25 349.25 18.5% 29.50 1.6% 54% False False 39
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 11.35
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,973.75
2.618 1,939.75
1.618 1,919.00
1.000 1,906.25
0.618 1,898.25
HIGH 1,885.50
0.618 1,877.50
0.500 1,875.00
0.382 1,872.75
LOW 1,864.75
0.618 1,852.00
1.000 1,844.00
1.618 1,831.25
2.618 1,810.50
4.250 1,776.50
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 1,882.00 1,873.00
PP 1,878.50 1,860.75
S1 1,875.00 1,848.50

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

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