E-mini NASDAQ-100 Future June 2010

Trading Metrics calculated at close of trading on 03-May-2010

Day Change Summary
	Previous	Current
	30-Apr-2010	03-May-2010	Change	Change %	Previous Week
Open	2,041.00	2,002.25	-38.75	-1.9%	2,050.00
High	2,047.00	2,038.00	-9.00	-0.4%	2,058.75
Low	1,998.00	1,999.25	1.25	0.1%	1,989.50
Close	1,998.50	2,027.00	28.50	1.4%	1,998.50
Range	49.00	38.75	-10.25	-20.9%	69.25
ATR	28.95	29.70	0.75	2.6%	0.00
Volume	294,958	341,920	46,962	15.9%	1,590,384

Daily Pivots for day following 03-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,137.75	2,121.00	2,048.25
R3	2,099.00	2,082.25	2,037.75
R2	2,060.25	2,060.25	2,034.00
R1	2,043.50	2,043.50	2,030.50	2,052.00
PP	2,021.50	2,021.50	2,021.50	2,025.50
S1	2,004.75	2,004.75	2,023.50	2,013.00
S2	1,982.75	1,982.75	2,020.00
S3	1,944.00	1,966.00	2,016.25
S4	1,905.25	1,927.25	2,005.75

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,223.25	2,180.25	2,036.50
R3	2,154.00	2,111.00	2,017.50
R2	2,084.75	2,084.75	2,011.25
R1	2,041.75	2,041.75	2,004.75	2,028.50
PP	2,015.50	2,015.50	2,015.50	2,009.00
S1	1,972.50	1,972.50	1,992.25	1,959.50
S2	1,946.25	1,946.25	1,985.75
S3	1,877.00	1,903.25	1,979.50
S4	1,807.75	1,834.00	1,960.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,050.50	1,989.50	61.00	3.0%	42.50	2.1%	61%	False	False	328,517
10	2,058.75	1,989.50	69.25	3.4%	33.75	1.7%	54%	False	False	318,104
20	2,058.75	1,959.25	99.50	4.9%	28.00	1.4%	68%	False	False	280,830
40	2,058.75	1,879.00	179.75	8.9%	24.50	1.2%	82%	False	False	236,313
60	2,058.75	1,708.50	350.25	17.3%	25.00	1.2%	91%	False	False	157,733
80	2,058.75	1,708.50	350.25	17.3%	27.75	1.4%	91%	False	False	118,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,202.75
2.618	2,139.50
1.618	2,100.75
1.000	2,076.75
0.618	2,062.00
HIGH	2,038.00
0.618	2,023.25
0.500	2,018.50
0.382	2,014.00
LOW	1,999.25
0.618	1,975.25
1.000	1,960.50
1.618	1,936.50
2.618	1,897.75
4.250	1,834.50

Fisher Pivots for day following 03-May-2010
Pivot	1 day	3 day
R1	2,024.25	2,025.50
PP	2,021.50	2,024.00
S1	2,018.50	2,022.50

Download as Excel Spreadsheet

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

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