E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 1,744.50 1,773.25 28.75 1.6% 1,747.25
High 1,778.75 1,783.50 4.75 0.3% 1,783.50
Low 1,736.75 1,754.00 17.25 1.0% 1,730.50
Close 1,775.50 1,783.25 7.75 0.4% 1,783.25
Range 42.00 29.50 -12.50 -29.8% 53.00
ATR 34.34 33.99 -0.35 -1.0% 0.00
Volume 296,949 339,083 42,134 14.2% 1,868,659
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,862.00 1,852.25 1,799.50
R3 1,832.50 1,822.75 1,791.25
R2 1,803.00 1,803.00 1,788.75
R1 1,793.25 1,793.25 1,786.00 1,798.00
PP 1,773.50 1,773.50 1,773.50 1,776.00
S1 1,763.75 1,763.75 1,780.50 1,768.50
S2 1,744.00 1,744.00 1,777.75
S3 1,714.50 1,734.25 1,775.25
S4 1,685.00 1,704.75 1,767.00
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,924.75 1,907.00 1,812.50
R3 1,871.75 1,854.00 1,797.75
R2 1,818.75 1,818.75 1,793.00
R1 1,801.00 1,801.00 1,788.00 1,810.00
PP 1,765.75 1,765.75 1,765.75 1,770.25
S1 1,748.00 1,748.00 1,778.50 1,757.00
S2 1,712.75 1,712.75 1,773.50
S3 1,659.75 1,695.00 1,768.75
S4 1,606.75 1,642.00 1,754.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,783.50 1,730.50 53.00 3.0% 31.25 1.8% 100% True False 373,731
10 1,792.00 1,710.75 81.25 4.6% 33.00 1.8% 89% False False 388,134
20 1,895.75 1,710.75 185.00 10.4% 38.50 2.2% 39% False False 398,589
40 1,900.00 1,710.75 189.25 10.6% 30.00 1.7% 38% False False 305,536
60 1,900.00 1,710.75 189.25 10.6% 29.75 1.7% 38% False False 215,722
80 1,900.00 1,648.50 251.50 14.1% 30.25 1.7% 54% False False 161,875
100 1,900.00 1,648.25 251.75 14.1% 29.50 1.7% 54% False False 129,523
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 7.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,909.00
2.618 1,860.75
1.618 1,831.25
1.000 1,813.00
0.618 1,801.75
HIGH 1,783.50
0.618 1,772.25
0.500 1,768.75
0.382 1,765.25
LOW 1,754.00
0.618 1,735.75
1.000 1,724.50
1.618 1,706.25
2.618 1,676.75
4.250 1,628.50
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 1,778.50 1,775.50
PP 1,773.50 1,767.50
S1 1,768.75 1,759.75

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

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