E-mini NASDAQ-100 Future December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	1,762.00	1,791.50	29.50	1.7%	1,827.00
High	1,791.75	1,802.00	10.25	0.6%	1,839.75
Low	1,741.00	1,765.75	24.75	1.4%	1,741.00
Close	1,786.75	1,765.75	-21.00	-1.2%	1,786.75
Range	50.75	36.25	-14.50	-28.6%	98.75
ATR	36.51	36.50	-0.02	-0.1%	0.00
Volume	999	2,656	1,657	165.9%	3,359

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,886.50	1,862.50	1,785.75
R3	1,850.25	1,826.25	1,775.75
R2	1,814.00	1,814.00	1,772.50
R1	1,790.00	1,790.00	1,769.00	1,784.00
PP	1,777.75	1,777.75	1,777.75	1,774.75
S1	1,753.75	1,753.75	1,762.50	1,747.50
S2	1,741.50	1,741.50	1,759.00
S3	1,705.25	1,717.50	1,755.75
S4	1,669.00	1,681.25	1,745.75

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,085.50	2,034.75	1,841.00
R3	1,986.75	1,936.00	1,814.00
R2	1,888.00	1,888.00	1,804.75
R1	1,837.25	1,837.25	1,795.75	1,813.25
PP	1,789.25	1,789.25	1,789.25	1,777.00
S1	1,738.50	1,738.50	1,777.75	1,714.50
S2	1,690.50	1,690.50	1,768.75
S3	1,591.75	1,639.75	1,759.50
S4	1,493.00	1,541.00	1,732.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,806.25	1,741.00	65.25	3.7%	41.75	2.4%	38%	False	False	1,136
10	1,859.50	1,741.00	118.50	6.7%	37.75	2.1%	21%	False	False	693
20	1,915.25	1,741.00	174.25	9.9%	33.50	1.9%	14%	False	False	431
40	1,915.25	1,704.75	210.50	11.9%	35.75	2.0%	29%	False	False	269
60	1,938.00	1,696.25	241.75	13.7%	35.50	2.0%	29%	False	False	200
80	1,971.00	1,696.25	274.75	15.6%	36.50	2.1%	25%	False	False	152
100	2,045.50	1,696.25	349.25	19.8%	32.00	1.8%	20%	False	False	122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	10.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,956.00
2.618	1,897.00
1.618	1,860.75
1.000	1,838.25
0.618	1,824.50
HIGH	1,802.00
0.618	1,788.25
0.500	1,784.00
0.382	1,779.50
LOW	1,765.75
0.618	1,743.25
1.000	1,729.50
1.618	1,707.00
2.618	1,670.75
4.250	1,611.75

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	1,784.00	1,771.50
PP	1,777.75	1,769.50
S1	1,771.75	1,767.75

Download as Excel Spreadsheet

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

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