E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 2,180.00 2,179.00 -1.00 0.0% 2,130.00
High 2,187.00 2,195.50 8.50 0.4% 2,188.50
Low 2,172.00 2,162.75 -9.25 -0.4% 2,112.00
Close 2,182.25 2,174.25 -8.00 -0.4% 2,182.75
Range 15.00 32.75 17.75 118.3% 76.50
ATR 26.63 27.07 0.44 1.6% 0.00
Volume 345 109 -236 -68.4% 1,245
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,275.75 2,257.75 2,192.25
R3 2,243.00 2,225.00 2,183.25
R2 2,210.25 2,210.25 2,180.25
R1 2,192.25 2,192.25 2,177.25 2,185.00
PP 2,177.50 2,177.50 2,177.50 2,173.75
S1 2,159.50 2,159.50 2,171.25 2,152.00
S2 2,144.75 2,144.75 2,168.25
S3 2,112.00 2,126.75 2,165.25
S4 2,079.25 2,094.00 2,156.25
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,390.50 2,363.25 2,224.75
R3 2,314.00 2,286.75 2,203.75
R2 2,237.50 2,237.50 2,196.75
R1 2,210.25 2,210.25 2,189.75 2,224.00
PP 2,161.00 2,161.00 2,161.00 2,168.00
S1 2,133.75 2,133.75 2,175.75 2,147.50
S2 2,084.50 2,084.50 2,168.75
S3 2,008.00 2,057.25 2,161.75
S4 1,931.50 1,980.75 2,140.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,195.50 2,128.50 67.00 3.1% 24.75 1.1% 68% True False 275
10 2,195.50 2,100.00 95.50 4.4% 24.75 1.1% 78% True False 266
20 2,195.50 2,034.00 161.50 7.4% 27.50 1.3% 87% True False 229
40 2,195.50 1,914.25 281.25 12.9% 28.75 1.3% 92% True False 185
60 2,195.50 1,744.25 451.25 20.8% 22.75 1.0% 95% True False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,334.75
2.618 2,281.25
1.618 2,248.50
1.000 2,228.25
0.618 2,215.75
HIGH 2,195.50
0.618 2,183.00
0.500 2,179.00
0.382 2,175.25
LOW 2,162.75
0.618 2,142.50
1.000 2,130.00
1.618 2,109.75
2.618 2,077.00
4.250 2,023.50
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 2,179.00 2,179.00
PP 2,177.50 2,177.50
S1 2,176.00 2,176.00

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

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