E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1,851.25 1,858.75 7.50 0.4% 1,821.25
High 1,860.75 1,889.50 28.75 1.5% 1,889.50
Low 1,844.25 1,857.00 12.75 0.7% 1,821.25
Close 1,859.75 1,885.50 25.75 1.4% 1,885.50
Range 16.50 32.50 16.00 97.0% 68.25
ATR 27.67 28.01 0.35 1.2% 0.00
Volume 216,095 197,677 -18,418 -8.5% 1,142,709
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,974.75 1,962.75 1,903.50
R3 1,942.25 1,930.25 1,894.50
R2 1,909.75 1,909.75 1,891.50
R1 1,897.75 1,897.75 1,888.50 1,903.75
PP 1,877.25 1,877.25 1,877.25 1,880.50
S1 1,865.25 1,865.25 1,882.50 1,871.25
S2 1,844.75 1,844.75 1,879.50
S3 1,812.25 1,832.75 1,876.50
S4 1,779.75 1,800.25 1,867.50
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,070.25 2,046.00 1,923.00
R3 2,002.00 1,977.75 1,904.25
R2 1,933.75 1,933.75 1,898.00
R1 1,909.50 1,909.50 1,891.75 1,921.50
PP 1,865.50 1,865.50 1,865.50 1,871.50
S1 1,841.25 1,841.25 1,879.25 1,853.50
S2 1,797.25 1,797.25 1,873.00
S3 1,729.00 1,773.00 1,866.75
S4 1,660.75 1,704.75 1,848.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,889.50 1,821.25 68.25 3.6% 22.25 1.2% 94% True False 228,541
10 1,889.50 1,780.50 109.00 5.8% 25.50 1.4% 96% True False 265,237
20 1,889.50 1,710.75 178.75 9.5% 27.00 1.4% 98% True False 304,984
40 1,900.00 1,710.75 189.25 10.0% 31.75 1.7% 92% False False 334,474
60 1,900.00 1,710.75 189.25 10.0% 28.50 1.5% 92% False False 277,925
80 1,900.00 1,710.75 189.25 10.0% 28.50 1.5% 92% False False 208,660
100 1,900.00 1,648.50 251.50 13.3% 29.00 1.5% 94% False False 166,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.73
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,027.50
2.618 1,974.50
1.618 1,942.00
1.000 1,922.00
0.618 1,909.50
HIGH 1,889.50
0.618 1,877.00
0.500 1,873.25
0.382 1,869.50
LOW 1,857.00
0.618 1,837.00
1.000 1,824.50
1.618 1,804.50
2.618 1,772.00
4.250 1,719.00
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1,881.50 1,879.25
PP 1,877.25 1,873.00
S1 1,873.25 1,867.00

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

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