E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	1,874.25	1,887.50	13.25	0.7%	1,800.50
High	1,888.25	1,900.75	12.50	0.7%	1,876.25
Low	1,866.00	1,878.25	12.25	0.7%	1,781.75
Close	1,887.50	1,886.50	-1.00	-0.1%	1,873.75
Range	22.25	22.50	0.25	1.1%	94.50
ATR	42.42	40.99	-1.42	-3.4%	0.00
Volume	326,684	254,147	-72,537	-22.2%	1,800,645

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,956.00	1,943.75	1,899.00
R3	1,933.50	1,921.25	1,892.75
R2	1,911.00	1,911.00	1,890.50
R1	1,898.75	1,898.75	1,888.50	1,893.50
PP	1,888.50	1,888.50	1,888.50	1,886.00
S1	1,876.25	1,876.25	1,884.50	1,871.00
S2	1,866.00	1,866.00	1,882.50
S3	1,843.50	1,853.75	1,880.25
S4	1,821.00	1,831.25	1,874.00

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,127.50	2,095.00	1,925.75
R3	2,033.00	2,000.50	1,899.75
R2	1,938.50	1,938.50	1,891.00
R1	1,906.00	1,906.00	1,882.50	1,922.25
PP	1,844.00	1,844.00	1,844.00	1,852.00
S1	1,811.50	1,811.50	1,865.00	1,827.75
S2	1,749.50	1,749.50	1,856.50
S3	1,655.00	1,717.00	1,847.75
S4	1,560.50	1,622.50	1,821.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,900.75	1,811.00	89.75	4.8%	36.50	1.9%	84%	True	False	336,403
10	1,900.75	1,781.75	119.00	6.3%	40.00	2.1%	88%	True	False	339,519
20	1,900.75	1,698.00	202.75	10.7%	43.00	2.3%	93%	True	False	338,416
40	1,941.00	1,698.00	243.00	12.9%	42.75	2.3%	78%	False	False	264,226
60	2,035.50	1,698.00	337.50	17.9%	51.00	2.7%	56%	False	False	176,253
80	2,056.00	1,698.00	358.00	19.0%	45.00	2.4%	53%	False	False	132,237
100	2,056.00	1,698.00	358.00	19.0%	38.75	2.1%	53%	False	False	105,797
120	2,056.00	1,698.00	358.00	19.0%	32.50	1.7%	53%	False	False	88,167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,996.50
2.618	1,959.75
1.618	1,937.25
1.000	1,923.25
0.618	1,914.75
HIGH	1,900.75
0.618	1,892.25
0.500	1,889.50
0.382	1,886.75
LOW	1,878.25
0.618	1,864.25
1.000	1,855.75
1.618	1,841.75
2.618	1,819.25
4.250	1,782.50

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	1,889.50	1,881.75
PP	1,888.50	1,877.25
S1	1,887.50	1,872.50

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