E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 2,298.00 2,300.25 2.25 0.1% 2,321.25
High 2,303.25 2,320.00 16.75 0.7% 2,346.50
Low 2,281.25 2,298.00 16.75 0.7% 2,265.75
Close 2,301.25 2,318.50 17.25 0.7% 2,269.00
Range 22.00 22.00 0.00 0.0% 80.75
ATR 28.41 27.95 -0.46 -1.6% 0.00
Volume 203,996 218,232 14,236 7.0% 1,014,963
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,378.25 2,370.25 2,330.50
R3 2,356.25 2,348.25 2,324.50
R2 2,334.25 2,334.25 2,322.50
R1 2,326.25 2,326.25 2,320.50 2,330.25
PP 2,312.25 2,312.25 2,312.25 2,314.00
S1 2,304.25 2,304.25 2,316.50 2,308.25
S2 2,290.25 2,290.25 2,314.50
S3 2,268.25 2,282.25 2,312.50
S4 2,246.25 2,260.25 2,306.50
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,536.00 2,483.25 2,313.50
R3 2,455.25 2,402.50 2,291.25
R2 2,374.50 2,374.50 2,283.75
R1 2,321.75 2,321.75 2,276.50 2,307.75
PP 2,293.75 2,293.75 2,293.75 2,286.75
S1 2,241.00 2,241.00 2,261.50 2,227.00
S2 2,213.00 2,213.00 2,254.25
S3 2,132.25 2,160.25 2,246.75
S4 2,051.50 2,079.50 2,224.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,320.00 2,264.50 55.50 2.4% 29.50 1.3% 97% True False 237,776
10 2,346.50 2,264.50 82.00 3.5% 31.00 1.3% 66% False False 220,086
20 2,346.50 2,207.50 139.00 6.0% 27.75 1.2% 80% False False 201,040
40 2,346.50 2,107.75 238.75 10.3% 25.75 1.1% 88% False False 156,312
60 2,346.50 2,082.25 264.25 11.4% 28.00 1.2% 89% False False 104,289
80 2,346.50 1,958.50 388.00 16.7% 28.50 1.2% 93% False False 78,265
100 2,346.50 1,851.00 495.50 21.4% 27.25 1.2% 94% False False 62,631
Crabel Price Patterns
NR False
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 6.88
Fibonacci Retracements and Extensions
4.250 2,413.50
2.618 2,377.50
1.618 2,355.50
1.000 2,342.00
0.618 2,333.50
HIGH 2,320.00
0.618 2,311.50
0.500 2,309.00
0.382 2,306.50
LOW 2,298.00
0.618 2,284.50
1.000 2,276.00
1.618 2,262.50
2.618 2,240.50
4.250 2,204.50
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 2,315.25 2,309.75
PP 2,312.25 2,301.00
S1 2,309.00 2,292.25

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

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