E-mini NASDAQ-100 Future September 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	1,838.75	1,820.00	-18.75	-1.0%	1,817.75
High	1,850.50	1,829.75	-20.75	-1.1%	1,862.25
Low	1,810.25	1,808.50	-1.75	-0.1%	1,800.00
Close	1,820.00	1,825.50	5.50	0.3%	1,825.50
Range	40.25	21.25	-19.00	-47.2%	62.25
ATR	36.56	35.47	-1.09	-3.0%	0.00
Volume	346,596	264,182	-82,414	-23.8%	1,468,000

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,885.00	1,876.50	1,837.25
R3	1,863.75	1,855.25	1,831.25
R2	1,842.50	1,842.50	1,829.50
R1	1,834.00	1,834.00	1,827.50	1,838.25
PP	1,821.25	1,821.25	1,821.25	1,823.50
S1	1,812.75	1,812.75	1,823.50	1,817.00
S2	1,800.00	1,800.00	1,821.50
S3	1,778.75	1,791.50	1,819.75
S4	1,757.50	1,770.25	1,813.75

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,016.00	1,983.00	1,859.75
R3	1,953.75	1,920.75	1,842.50
R2	1,891.50	1,891.50	1,837.00
R1	1,858.50	1,858.50	1,831.25	1,875.00
PP	1,829.25	1,829.25	1,829.25	1,837.50
S1	1,796.25	1,796.25	1,819.75	1,812.75
S2	1,767.00	1,767.00	1,814.00
S3	1,704.75	1,734.00	1,808.50
S4	1,642.50	1,671.75	1,791.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,862.25	1,800.00	62.25	3.4%	34.00	1.9%	41%	False	False	293,600
10	1,918.00	1,800.00	118.00	6.5%	34.25	1.9%	22%	False	False	299,318
20	1,918.00	1,800.00	118.00	6.5%	32.50	1.8%	22%	False	False	296,330
40	1,918.00	1,698.00	220.00	12.1%	38.00	2.1%	58%	False	False	319,440
60	1,941.00	1,698.00	243.00	13.3%	40.50	2.2%	52%	False	False	265,266
80	2,044.50	1,698.00	346.50	19.0%	47.00	2.6%	37%	False	False	199,015
100	2,056.00	1,698.00	358.00	19.6%	42.50	2.3%	36%	False	False	159,248
120	2,056.00	1,698.00	358.00	19.6%	37.25	2.0%	36%	False	False	132,712

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.75
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,920.00
2.618	1,885.50
1.618	1,864.25
1.000	1,851.00
0.618	1,843.00
HIGH	1,829.75
0.618	1,821.75
0.500	1,819.00
0.382	1,816.50
LOW	1,808.50
0.618	1,795.25
1.000	1,787.25
1.618	1,774.00
2.618	1,752.75
4.250	1,718.25

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	1,823.50	1,835.50
PP	1,821.25	1,832.00
S1	1,819.00	1,828.75

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