E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 2,243.50 2,217.00 -26.50 -1.2% 2,164.00
High 2,263.75 2,221.75 -42.00 -1.9% 2,268.25
Low 2,215.50 2,156.00 -59.50 -2.7% 2,156.00
Close 2,217.25 2,164.75 -52.50 -2.4% 2,164.75
Range 48.25 65.75 17.50 36.3% 112.25
ATR 68.02 67.85 -0.16 -0.2% 0.00
Volume 262,316 271,645 9,329 3.6% 1,272,896
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,378.00 2,337.25 2,201.00
R3 2,312.25 2,271.50 2,182.75
R2 2,246.50 2,246.50 2,176.75
R1 2,205.75 2,205.75 2,170.75 2,193.25
PP 2,180.75 2,180.75 2,180.75 2,174.50
S1 2,140.00 2,140.00 2,158.75 2,127.50
S2 2,115.00 2,115.00 2,152.75
S3 2,049.25 2,074.25 2,146.75
S4 1,983.50 2,008.50 2,128.50
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,533.00 2,461.25 2,226.50
R3 2,420.75 2,349.00 2,195.50
R2 2,308.50 2,308.50 2,185.25
R1 2,236.75 2,236.75 2,175.00 2,272.50
PP 2,196.25 2,196.25 2,196.25 2,214.25
S1 2,124.50 2,124.50 2,154.50 2,160.50
S2 2,084.00 2,084.00 2,144.25
S3 1,971.75 2,012.25 2,134.00
S4 1,859.50 1,900.00 2,103.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,268.25 2,156.00 112.25 5.2% 55.25 2.5% 8% False True 254,579
10 2,268.25 2,022.25 246.00 11.4% 62.25 2.9% 58% False False 272,371
20 2,268.25 1,972.25 296.00 13.7% 79.50 3.7% 65% False False 351,780
40 2,435.50 1,972.25 463.25 21.4% 67.00 3.1% 42% False False 330,425
60 2,435.50 1,972.25 463.25 21.4% 57.50 2.7% 42% False False 312,228
80 2,435.50 1,972.25 463.25 21.4% 51.25 2.4% 42% False False 235,861
100 2,435.50 1,972.25 463.25 21.4% 46.75 2.2% 42% False False 188,737
120 2,435.50 1,972.25 463.25 21.4% 44.25 2.0% 42% False False 157,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 14.93
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,501.25
2.618 2,394.00
1.618 2,328.25
1.000 2,287.50
0.618 2,262.50
HIGH 2,221.75
0.618 2,196.75
0.500 2,189.00
0.382 2,181.00
LOW 2,156.00
0.618 2,115.25
1.000 2,090.25
1.618 2,049.50
2.618 1,983.75
4.250 1,876.50
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 2,189.00 2,212.00
PP 2,180.75 2,196.25
S1 2,172.75 2,180.50

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

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