E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1,917.75 1,926.00 8.25 0.4% 1,884.00
High 1,926.75 1,935.25 8.50 0.4% 1,935.25
Low 1,909.25 1,916.50 7.25 0.4% 1,881.00
Close 1,925.25 1,926.75 1.50 0.1% 1,926.75
Range 17.50 18.75 1.25 7.1% 54.25
ATR 26.05 25.53 -0.52 -2.0% 0.00
Volume 321,409 217,905 -103,504 -32.2% 1,357,864
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,982.50 1,973.25 1,937.00
R3 1,963.75 1,954.50 1,932.00
R2 1,945.00 1,945.00 1,930.25
R1 1,935.75 1,935.75 1,928.50 1,940.50
PP 1,926.25 1,926.25 1,926.25 1,928.50
S1 1,917.00 1,917.00 1,925.00 1,921.50
S2 1,907.50 1,907.50 1,923.25
S3 1,888.75 1,898.25 1,921.50
S4 1,870.00 1,879.50 1,916.50
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,077.00 2,056.25 1,956.50
R3 2,022.75 2,002.00 1,941.75
R2 1,968.50 1,968.50 1,936.75
R1 1,947.75 1,947.75 1,931.75 1,958.00
PP 1,914.25 1,914.25 1,914.25 1,919.50
S1 1,893.50 1,893.50 1,921.75 1,904.00
S2 1,860.00 1,860.00 1,916.75
S3 1,805.75 1,839.25 1,911.75
S4 1,751.50 1,785.00 1,897.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,935.25 1,881.00 54.25 2.8% 20.00 1.0% 84% True False 271,572
10 1,935.25 1,821.25 114.00 5.9% 21.25 1.1% 93% True False 250,057
20 1,935.25 1,754.00 181.25 9.4% 23.75 1.2% 95% True False 272,204
40 1,935.25 1,710.75 224.50 11.7% 30.75 1.6% 96% True False 334,797
60 1,935.25 1,710.75 224.50 11.7% 27.75 1.4% 96% True False 292,510
80 1,935.25 1,710.75 224.50 11.7% 28.25 1.5% 96% True False 225,608
100 1,935.25 1,648.50 286.75 14.9% 29.00 1.5% 97% True False 180,560
120 1,935.25 1,648.25 287.00 14.9% 28.50 1.5% 97% True False 150,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,015.00
2.618 1,984.25
1.618 1,965.50
1.000 1,954.00
0.618 1,946.75
HIGH 1,935.25
0.618 1,928.00
0.500 1,926.00
0.382 1,923.75
LOW 1,916.50
0.618 1,905.00
1.000 1,897.75
1.618 1,886.25
2.618 1,867.50
4.250 1,836.75
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1,926.50 1,923.75
PP 1,926.25 1,920.75
S1 1,926.00 1,917.50

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

View Archives - Comment on this page... - Back to Index of Symbols