E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 1,819.00 1,860.00 41.00 2.3% 1,722.00
High 1,849.50 1,866.25 16.75 0.9% 1,815.25
Low 1,818.00 1,838.00 20.00 1.1% 1,705.75
Close 1,842.50 1,851.25 8.75 0.5% 1,811.50
Range 31.50 28.25 -3.25 -10.3% 109.50
ATR 43.11 42.05 -1.06 -2.5% 0.00
Volume 238,450 310,229 71,779 30.1% 1,291,761
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,936.50 1,922.25 1,866.75
R3 1,908.25 1,894.00 1,859.00
R2 1,880.00 1,880.00 1,856.50
R1 1,865.75 1,865.75 1,853.75 1,858.75
PP 1,851.75 1,851.75 1,851.75 1,848.50
S1 1,837.50 1,837.50 1,848.75 1,830.50
S2 1,823.50 1,823.50 1,846.00
S3 1,795.25 1,809.25 1,843.50
S4 1,767.00 1,781.00 1,835.75
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,106.00 2,068.25 1,871.75
R3 1,996.50 1,958.75 1,841.50
R2 1,887.00 1,887.00 1,831.50
R1 1,849.25 1,849.25 1,821.50 1,868.00
PP 1,777.50 1,777.50 1,777.50 1,787.00
S1 1,739.75 1,739.75 1,801.50 1,758.50
S2 1,668.00 1,668.00 1,791.50
S3 1,558.50 1,630.25 1,781.50
S4 1,449.00 1,520.75 1,751.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,866.25 1,774.50 91.75 5.0% 28.50 1.5% 84% True False 274,149
10 1,866.25 1,698.00 168.25 9.1% 39.50 2.1% 91% True False 340,263
20 1,941.00 1,698.00 243.00 13.1% 39.75 2.1% 63% False False 331,528
40 1,941.00 1,698.00 243.00 13.1% 46.50 2.5% 63% False False 187,186
60 2,056.00 1,698.00 358.00 19.3% 49.75 2.7% 43% False False 124,883
80 2,056.00 1,698.00 358.00 19.3% 42.50 2.3% 43% False False 93,683
100 2,056.00 1,698.00 358.00 19.3% 35.00 1.9% 43% False False 74,948
120 2,056.00 1,698.00 358.00 19.3% 29.75 1.6% 43% False False 62,462
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 10.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,986.25
2.618 1,940.25
1.618 1,912.00
1.000 1,894.50
0.618 1,883.75
HIGH 1,866.25
0.618 1,855.50
0.500 1,852.00
0.382 1,848.75
LOW 1,838.00
0.618 1,820.50
1.000 1,809.75
1.618 1,792.25
2.618 1,764.00
4.250 1,718.00
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 1,852.00 1,845.50
PP 1,851.75 1,839.50
S1 1,851.50 1,833.75

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

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