E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1,850.25 1,849.50 -0.75 0.0% 1,810.00
High 1,864.50 1,856.00 -8.50 -0.5% 1,866.25
Low 1,828.50 1,800.00 -28.50 -1.6% 1,800.00
Close 1,849.25 1,802.00 -47.25 -2.6% 1,802.00
Range 36.00 56.00 20.00 55.6% 66.25
ATR 41.61 42.64 1.03 2.5% 0.00
Volume 336,833 366,657 29,824 8.9% 1,460,004
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,987.25 1,950.75 1,832.75
R3 1,931.25 1,894.75 1,817.50
R2 1,875.25 1,875.25 1,812.25
R1 1,838.75 1,838.75 1,807.25 1,829.00
PP 1,819.25 1,819.25 1,819.25 1,814.50
S1 1,782.75 1,782.75 1,796.75 1,773.00
S2 1,763.25 1,763.25 1,791.75
S3 1,707.25 1,726.75 1,786.50
S4 1,651.25 1,670.75 1,771.25
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,021.50 1,978.00 1,838.50
R3 1,955.25 1,911.75 1,820.25
R2 1,889.00 1,889.00 1,814.25
R1 1,845.50 1,845.50 1,808.00 1,834.00
PP 1,822.75 1,822.75 1,822.75 1,817.00
S1 1,779.25 1,779.25 1,796.00 1,768.00
S2 1,756.50 1,756.50 1,789.75
S3 1,690.25 1,713.00 1,783.75
S4 1,624.00 1,646.75 1,765.50
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 1,800.00 66.25 3.7% 36.00 2.0% 3% False True 292,000
10 1,866.25 1,705.75 160.50 8.9% 39.50 2.2% 60% False False 325,761
20 1,941.00 1,698.00 243.00 13.5% 41.25 2.3% 43% False False 331,375
40 1,941.00 1,698.00 243.00 13.5% 46.50 2.6% 43% False False 204,760
60 2,056.00 1,698.00 358.00 19.9% 50.50 2.8% 29% False False 136,605
80 2,056.00 1,698.00 358.00 19.9% 43.25 2.4% 29% False False 102,473
100 2,056.00 1,698.00 358.00 19.9% 36.00 2.0% 29% False False 81,982
120 2,056.00 1,698.00 358.00 19.9% 30.25 1.7% 29% False False 68,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,094.00
2.618 2,002.50
1.618 1,946.50
1.000 1,912.00
0.618 1,890.50
HIGH 1,856.00
0.618 1,834.50
0.500 1,828.00
0.382 1,821.50
LOW 1,800.00
0.618 1,765.50
1.000 1,744.00
1.618 1,709.50
2.618 1,653.50
4.250 1,562.00
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1,828.00 1,833.00
PP 1,819.25 1,822.75
S1 1,810.75 1,812.50

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

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