E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 2,292.25 2,249.00 -43.25 -1.9% 2,360.25
High 2,296.50 2,264.25 -32.25 -1.4% 2,374.25
Low 2,216.25 2,188.50 -27.75 -1.3% 2,265.00
Close 2,247.50 2,211.00 -36.50 -1.6% 2,305.25
Range 80.25 75.75 -4.50 -5.6% 109.25
ATR 40.71 43.21 2.50 6.1% 0.00
Volume 92,079 103,730 11,651 12.7% 1,627,725
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,448.50 2,405.50 2,252.75
R3 2,372.75 2,329.75 2,231.75
R2 2,297.00 2,297.00 2,225.00
R1 2,254.00 2,254.00 2,218.00 2,237.50
PP 2,221.25 2,221.25 2,221.25 2,213.00
S1 2,178.25 2,178.25 2,204.00 2,162.00
S2 2,145.50 2,145.50 2,197.00
S3 2,069.75 2,102.50 2,190.25
S4 1,994.00 2,026.75 2,169.25
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,642.50 2,583.25 2,365.25
R3 2,533.25 2,474.00 2,335.25
R2 2,424.00 2,424.00 2,325.25
R1 2,364.75 2,364.75 2,315.25 2,339.75
PP 2,314.75 2,314.75 2,314.75 2,302.50
S1 2,255.50 2,255.50 2,295.25 2,230.50
S2 2,205.50 2,205.50 2,285.25
S3 2,096.25 2,146.25 2,275.25
S4 1,987.00 2,037.00 2,245.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,315.50 2,188.50 127.00 5.7% 53.75 2.4% 18% False True 158,267
10 2,378.75 2,188.50 190.25 8.6% 49.50 2.2% 12% False True 251,831
20 2,403.00 2,188.50 214.50 9.7% 45.00 2.0% 10% False True 252,986
40 2,403.00 2,188.50 214.50 9.7% 37.50 1.7% 10% False True 249,562
60 2,403.00 2,188.50 214.50 9.7% 32.75 1.5% 10% False True 219,041
80 2,403.00 2,103.00 300.00 13.6% 32.00 1.4% 36% False False 184,432
100 2,403.00 2,075.75 327.25 14.8% 31.25 1.4% 41% False False 147,592
120 2,403.00 1,958.50 444.50 20.1% 31.50 1.4% 57% False False 123,024
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,586.25
2.618 2,462.50
1.618 2,386.75
1.000 2,340.00
0.618 2,311.00
HIGH 2,264.25
0.618 2,235.25
0.500 2,226.50
0.382 2,217.50
LOW 2,188.50
0.618 2,141.75
1.000 2,112.75
1.618 2,066.00
2.618 1,990.25
4.250 1,866.50
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 2,226.50 2,246.50
PP 2,221.25 2,234.75
S1 2,216.00 2,223.00

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

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