E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 1,923.00 1,899.00 -24.00 -1.2% 1,848.25
High 1,941.00 1,916.75 -24.25 -1.2% 1,924.75
Low 1,883.75 1,876.50 -7.25 -0.4% 1,842.50
Close 1,899.50 1,878.25 -21.25 -1.1% 1,909.50
Range 57.25 40.25 -17.00 -29.7% 82.25
ATR 47.39 46.88 -0.51 -1.1% 0.00
Volume 246,943 328,037 81,094 32.8% 1,639,489
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,011.25 1,985.00 1,900.50
R3 1,971.00 1,944.75 1,889.25
R2 1,930.75 1,930.75 1,885.75
R1 1,904.50 1,904.50 1,882.00 1,897.50
PP 1,890.50 1,890.50 1,890.50 1,887.00
S1 1,864.25 1,864.25 1,874.50 1,857.25
S2 1,850.25 1,850.25 1,870.75
S3 1,810.00 1,824.00 1,867.25
S4 1,769.75 1,783.75 1,856.00
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 1,941.00 1,876.50 64.50 3.4% 35.25 1.9% 3% False True 325,318
10 1,941.00 1,772.25 168.75 9.0% 41.00 2.2% 63% False False 246,774
20 1,941.00 1,753.75 187.25 10.0% 48.00 2.6% 66% False False 124,105
40 2,047.75 1,730.75 317.00 16.9% 56.25 3.0% 47% False False 62,174
60 2,056.00 1,730.75 325.25 17.3% 44.75 2.4% 45% False False 41,502
80 2,056.00 1,730.75 325.25 17.3% 36.00 1.9% 45% False False 31,134
100 2,056.00 1,730.75 325.25 17.3% 29.25 1.6% 45% False False 24,913
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 11.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,087.75
2.618 2,022.00
1.618 1,981.75
1.000 1,957.00
0.618 1,941.50
HIGH 1,916.75
0.618 1,901.25
0.500 1,896.50
0.382 1,892.00
LOW 1,876.50
0.618 1,851.75
1.000 1,836.25
1.618 1,811.50
2.618 1,771.25
4.250 1,705.50
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 1,896.50 1,908.75
PP 1,890.50 1,898.50
S1 1,884.50 1,888.50

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

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