E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 1,905.50 1,910.00 4.50 0.2% 1,848.25
High 1,918.25 1,924.75 6.50 0.3% 1,924.75
Low 1,892.75 1,905.00 12.25 0.6% 1,842.50
Close 1,909.50 1,909.50 0.00 0.0% 1,909.50
Range 25.50 19.75 -5.75 -22.5% 82.25
ATR 48.69 46.63 -2.07 -4.2% 0.00
Volume 357,551 345,053 -12,498 -3.5% 1,639,489
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,972.25 1,960.75 1,920.25
R3 1,952.50 1,941.00 1,915.00
R2 1,932.75 1,932.75 1,913.00
R1 1,921.25 1,921.25 1,911.25 1,917.00
PP 1,913.00 1,913.00 1,913.00 1,911.00
S1 1,901.50 1,901.50 1,907.75 1,897.50
S2 1,893.25 1,893.25 1,906.00
S3 1,873.50 1,881.75 1,904.00
S4 1,853.75 1,862.00 1,898.75
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,139.00 2,106.50 1,954.75
R3 2,056.75 2,024.25 1,932.00
R2 1,974.50 1,974.50 1,924.50
R1 1,942.00 1,942.00 1,917.00 1,958.25
PP 1,892.25 1,892.25 1,892.25 1,900.50
S1 1,859.75 1,859.75 1,902.00 1,876.00
S2 1,810.00 1,810.00 1,894.50
S3 1,727.75 1,777.50 1,887.00
S4 1,645.50 1,695.25 1,864.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,924.75 1,842.50 82.25 4.3% 33.25 1.7% 81% True False 327,897
10 1,924.75 1,768.50 156.25 8.2% 41.00 2.1% 90% True False 189,983
20 1,924.75 1,753.75 171.00 9.0% 48.50 2.5% 91% True False 95,388
40 2,056.00 1,730.75 325.25 17.0% 54.75 2.9% 55% False False 47,816
60 2,056.00 1,730.75 325.25 17.0% 43.75 2.3% 55% False False 31,921
80 2,056.00 1,730.75 325.25 17.0% 35.00 1.8% 55% False False 23,947
100 2,056.00 1,730.75 325.25 17.0% 28.25 1.5% 55% False False 19,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.03
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 2,008.75
2.618 1,976.50
1.618 1,956.75
1.000 1,944.50
0.618 1,937.00
HIGH 1,924.75
0.618 1,917.25
0.500 1,915.00
0.382 1,912.50
LOW 1,905.00
0.618 1,892.75
1.000 1,885.25
1.618 1,873.00
2.618 1,853.25
4.250 1,821.00
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 1,915.00 1,907.00
PP 1,913.00 1,904.50
S1 1,911.25 1,902.00

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

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