E-mini NASDAQ-100 Future June 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	2,335.00	2,315.50	-19.50	-0.8%	2,366.00
High	2,342.75	2,324.25	-18.50	-0.8%	2,373.25
Low	2,304.50	2,298.75	-5.75	-0.2%	2,318.25
Close	2,315.50	2,301.75	-13.75	-0.6%	2,343.50
Range	38.25	25.50	-12.75	-33.3%	55.00
ATR	32.81	32.29	-0.52	-1.6%	0.00
Volume	247,592	244,139	-3,453	-1.4%	1,462,166

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,384.75	2,368.75	2,315.75
R3	2,359.25	2,343.25	2,308.75
R2	2,333.75	2,333.75	2,306.50
R1	2,317.75	2,317.75	2,304.00	2,313.00
PP	2,308.25	2,308.25	2,308.25	2,306.00
S1	2,292.25	2,292.25	2,299.50	2,287.50
S2	2,282.75	2,282.75	2,297.00
S3	2,257.25	2,266.75	2,294.75
S4	2,231.75	2,241.25	2,287.75

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,510.00	2,481.75	2,373.75
R3	2,455.00	2,426.75	2,358.50
R2	2,400.00	2,400.00	2,353.50
R1	2,371.75	2,371.75	2,348.50	2,358.50
PP	2,345.00	2,345.00	2,345.00	2,338.25
S1	2,316.75	2,316.75	2,338.50	2,303.50
S2	2,290.00	2,290.00	2,333.50
S3	2,235.00	2,261.75	2,328.50
S4	2,180.00	2,206.75	2,313.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,373.25	2,298.75	74.50	3.2%	29.00	1.3%	4%	False	True	242,050
10	2,415.25	2,298.75	116.50	5.1%	34.25	1.5%	3%	False	True	284,035
20	2,428.00	2,298.75	129.25	5.6%	31.25	1.4%	2%	False	True	281,586
40	2,428.00	2,250.25	177.75	7.7%	30.75	1.3%	29%	False	False	265,906
60	2,428.00	2,185.75	242.25	10.5%	35.75	1.6%	48%	False	False	248,853
80	2,428.00	2,185.75	242.25	10.5%	34.00	1.5%	48%	False	False	186,704
100	2,428.00	2,185.75	242.25	10.5%	33.25	1.4%	48%	False	False	149,394
120	2,428.00	2,172.75	255.25	11.1%	29.50	1.3%	51%	False	False	124,500

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	8.55
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,432.50
2.618	2,391.00
1.618	2,365.50
1.000	2,349.75
0.618	2,340.00
HIGH	2,324.25
0.618	2,314.50
0.500	2,311.50
0.382	2,308.50
LOW	2,298.75
0.618	2,283.00
1.000	2,273.25
1.618	2,257.50
2.618	2,232.00
4.250	2,190.50

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	2,311.50	2,335.75
PP	2,308.25	2,324.50
S1	2,305.00	2,313.00

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