E-mini NASDAQ-100 Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 2,068.00 2,085.00 17.00 0.8% 2,023.00
High 2,098.50 2,104.50 6.00 0.3% 2,097.75
Low 2,062.50 2,066.75 4.25 0.2% 2,004.25
Close 2,083.75 2,080.00 -3.75 -0.2% 2,095.00
Range 36.00 37.75 1.75 4.9% 93.50
ATR 33.96 34.24 0.27 0.8% 0.00
Volume 288,963 327,967 39,004 13.5% 1,482,774
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,197.00 2,176.25 2,100.75
R3 2,159.25 2,138.50 2,090.50
R2 2,121.50 2,121.50 2,087.00
R1 2,100.75 2,100.75 2,083.50 2,092.25
PP 2,083.75 2,083.75 2,083.75 2,079.50
S1 2,063.00 2,063.00 2,076.50 2,054.50
S2 2,046.00 2,046.00 2,073.00
S3 2,008.25 2,025.25 2,069.50
S4 1,970.50 1,987.50 2,059.25
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,346.25 2,314.00 2,146.50
R3 2,252.75 2,220.50 2,120.75
R2 2,159.25 2,159.25 2,112.25
R1 2,127.00 2,127.00 2,103.50 2,143.00
PP 2,065.75 2,065.75 2,065.75 2,073.75
S1 2,033.50 2,033.50 2,086.50 2,049.50
S2 1,972.25 1,972.25 2,077.75
S3 1,878.75 1,940.00 2,069.25
S4 1,785.25 1,846.50 2,043.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,104.75 2,051.50 53.25 2.6% 37.00 1.8% 54% False False 343,901
10 2,104.75 1,982.00 122.75 5.9% 34.25 1.7% 80% False False 314,164
20 2,104.75 1,961.00 143.75 6.9% 35.00 1.7% 83% False False 321,709
40 2,104.75 1,741.00 363.75 17.5% 33.00 1.6% 93% False False 246,755
60 2,104.75 1,741.00 363.75 17.5% 33.25 1.6% 93% False False 164,584
80 2,104.75 1,696.25 408.50 19.6% 34.50 1.7% 94% False False 123,466
100 2,104.75 1,696.25 408.50 19.6% 34.50 1.7% 94% False False 98,781
120 2,104.75 1,696.25 408.50 19.6% 36.00 1.7% 94% False False 82,318
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 10.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,265.00
2.618 2,203.25
1.618 2,165.50
1.000 2,142.25
0.618 2,127.75
HIGH 2,104.50
0.618 2,090.00
0.500 2,085.50
0.382 2,081.25
LOW 2,066.75
0.618 2,043.50
1.000 2,029.00
1.618 2,005.75
2.618 1,968.00
4.250 1,906.25
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 2,085.50 2,079.25
PP 2,083.75 2,078.75
S1 2,082.00 2,078.00

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

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