E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 2,343.75 2,362.50 18.75 0.8% 2,265.50
High 2,364.00 2,365.50 1.50 0.1% 2,339.50
Low 2,341.25 2,350.50 9.25 0.4% 2,248.50
Close 2,362.75 2,362.25 -0.50 0.0% 2,337.50
Range 22.75 15.00 -7.75 -34.1% 91.00
ATR 29.68 28.64 -1.05 -3.5% 0.00
Volume 187,536 198,569 11,033 5.9% 1,292,720
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,404.50 2,398.25 2,370.50
R3 2,389.50 2,383.25 2,366.50
R2 2,374.50 2,374.50 2,365.00
R1 2,368.25 2,368.25 2,363.50 2,364.00
PP 2,359.50 2,359.50 2,359.50 2,357.25
S1 2,353.25 2,353.25 2,361.00 2,349.00
S2 2,344.50 2,344.50 2,359.50
S3 2,329.50 2,338.25 2,358.00
S4 2,314.50 2,323.25 2,354.00
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,581.50 2,550.50 2,387.50
R3 2,490.50 2,459.50 2,362.50
R2 2,399.50 2,399.50 2,354.25
R1 2,368.50 2,368.50 2,345.75 2,384.00
PP 2,308.50 2,308.50 2,308.50 2,316.25
S1 2,277.50 2,277.50 2,329.25 2,293.00
S2 2,217.50 2,217.50 2,320.75
S3 2,126.50 2,186.50 2,312.50
S4 2,035.50 2,095.50 2,287.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,365.50 2,295.75 69.75 3.0% 23.25 1.0% 95% True False 221,795
10 2,365.50 2,248.50 117.00 5.0% 31.00 1.3% 97% True False 259,696
20 2,365.50 2,248.50 117.00 5.0% 31.00 1.3% 97% True False 239,891
40 2,365.50 2,196.00 169.50 7.2% 26.50 1.1% 98% True False 205,442
60 2,365.50 2,082.25 283.25 12.0% 28.25 1.2% 99% True False 147,534
80 2,365.50 2,049.75 315.75 13.4% 28.25 1.2% 99% True False 110,710
100 2,365.50 1,949.00 416.50 17.6% 29.25 1.2% 99% True False 88,599
120 2,365.50 1,744.25 621.25 26.3% 26.25 1.1% 99% True False 73,834
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.23
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,429.25
2.618 2,404.75
1.618 2,389.75
1.000 2,380.50
0.618 2,374.75
HIGH 2,365.50
0.618 2,359.75
0.500 2,358.00
0.382 2,356.25
LOW 2,350.50
0.618 2,341.25
1.000 2,335.50
1.618 2,326.25
2.618 2,311.25
4.250 2,286.75
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 2,360.75 2,358.25
PP 2,359.50 2,354.00
S1 2,358.00 2,350.00

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

View Archives - Comment on this page... - Back to Index of Symbols