E-mini NASDAQ-100 Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 1,884.00 1,895.75 11.75 0.6% 1,864.75
High 1,894.25 1,922.75 28.50 1.5% 1,895.50
Low 1,877.50 1,895.25 17.75 0.9% 1,851.25
Close 1,889.75 1,916.75 27.00 1.4% 1,889.75
Range 16.75 27.50 10.75 64.2% 44.25
ATR 33.35 33.33 -0.03 -0.1% 0.00
Volume 269,598 320,178 50,580 18.8% 456,938
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,994.00 1,983.00 1,932.00
R3 1,966.50 1,955.50 1,924.25
R2 1,939.00 1,939.00 1,921.75
R1 1,928.00 1,928.00 1,919.25 1,933.50
PP 1,911.50 1,911.50 1,911.50 1,914.50
S1 1,900.50 1,900.50 1,914.25 1,906.00
S2 1,884.00 1,884.00 1,911.75
S3 1,856.50 1,873.00 1,909.25
S4 1,829.00 1,845.50 1,901.50
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 2,011.50 1,995.00 1,914.00
R3 1,967.25 1,950.75 1,902.00
R2 1,923.00 1,923.00 1,897.75
R1 1,906.50 1,906.50 1,893.75 1,914.75
PP 1,878.75 1,878.75 1,878.75 1,883.00
S1 1,862.25 1,862.25 1,885.75 1,870.50
S2 1,834.50 1,834.50 1,881.75
S3 1,790.25 1,818.00 1,877.50
S4 1,746.00 1,773.75 1,865.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,922.75 1,851.25 71.50 3.7% 24.75 1.3% 92% True False 155,423
10 1,922.75 1,752.25 170.50 8.9% 30.25 1.6% 96% True False 78,472
20 1,922.75 1,741.00 181.75 9.5% 33.75 1.8% 97% True False 39,463
40 1,922.75 1,741.00 181.75 9.5% 33.75 1.8% 97% True False 19,791
60 1,938.00 1,696.25 241.75 12.6% 35.75 1.9% 91% False False 13,234
80 1,938.00 1,696.25 241.75 12.6% 35.50 1.8% 91% False False 9,927
100 2,045.50 1,696.25 349.25 18.2% 34.75 1.8% 63% False False 7,943
120 2,045.50 1,696.25 349.25 18.2% 29.00 1.5% 63% False False 6,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,039.50
2.618 1,994.75
1.618 1,967.25
1.000 1,950.25
0.618 1,939.75
HIGH 1,922.75
0.618 1,912.25
0.500 1,909.00
0.382 1,905.75
LOW 1,895.25
0.618 1,878.25
1.000 1,867.75
1.618 1,850.75
2.618 1,823.25
4.250 1,778.50
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 1,914.25 1,910.50
PP 1,911.50 1,904.00
S1 1,909.00 1,897.75

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

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