E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 2,175.75 2,163.50 -12.25 -0.6% 2,130.00
High 2,185.25 2,173.00 -12.25 -0.6% 2,188.50
Low 2,158.50 2,140.50 -18.00 -0.8% 2,112.00
Close 2,172.50 2,170.50 -2.00 -0.1% 2,182.75
Range 26.75 32.50 5.75 21.5% 76.50
ATR 27.05 27.44 0.39 1.4% 0.00
Volume 98 287 189 192.9% 1,245
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,258.75 2,247.25 2,188.50
R3 2,226.25 2,214.75 2,179.50
R2 2,193.75 2,193.75 2,176.50
R1 2,182.25 2,182.25 2,173.50 2,188.00
PP 2,161.25 2,161.25 2,161.25 2,164.25
S1 2,149.75 2,149.75 2,167.50 2,155.50
S2 2,128.75 2,128.75 2,164.50
S3 2,096.25 2,117.25 2,161.50
S4 2,063.75 2,084.75 2,152.50
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 2,140.50 55.00 2.5% 24.00 1.1% 55% False True 236
10 2,195.50 2,112.00 83.50 3.8% 25.75 1.2% 70% False False 232
20 2,195.50 2,049.75 145.75 6.7% 27.75 1.3% 83% False False 233
40 2,195.50 1,944.00 251.50 11.6% 29.75 1.4% 90% False False 193
60 2,195.50 1,744.25 451.25 20.8% 23.75 1.1% 94% False False 131
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 7.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,311.00
2.618 2,258.00
1.618 2,225.50
1.000 2,205.50
0.618 2,193.00
HIGH 2,173.00
0.618 2,160.50
0.500 2,156.75
0.382 2,153.00
LOW 2,140.50
0.618 2,120.50
1.000 2,108.00
1.618 2,088.00
2.618 2,055.50
4.250 2,002.50
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 2,166.00 2,169.75
PP 2,161.25 2,168.75
S1 2,156.75 2,168.00

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

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