E-mini NASDAQ-100 Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 1,867.50 1,857.25 -10.25 -0.5% 1,790.75
High 1,878.00 1,888.00 10.00 0.5% 1,871.25
Low 1,853.75 1,852.25 -1.50 -0.1% 1,754.50
Close 1,857.50 1,877.50 20.00 1.1% 1,867.00
Range 24.25 35.75 11.50 47.4% 116.75
ATR 36.72 36.65 -0.07 -0.2% 0.00
Volume 306,188 308,420 2,232 0.7% 1,562,994
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,979.75 1,964.50 1,897.25
R3 1,944.00 1,928.75 1,887.25
R2 1,908.25 1,908.25 1,884.00
R1 1,893.00 1,893.00 1,880.75 1,900.50
PP 1,872.50 1,872.50 1,872.50 1,876.50
S1 1,857.25 1,857.25 1,874.25 1,865.00
S2 1,836.75 1,836.75 1,871.00
S3 1,801.00 1,821.50 1,867.75
S4 1,765.25 1,785.75 1,857.75
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 2,181.25 2,140.75 1,931.25
R3 2,064.50 2,024.00 1,899.00
R2 1,947.75 1,947.75 1,888.50
R1 1,907.25 1,907.25 1,877.75 1,927.50
PP 1,831.00 1,831.00 1,831.00 1,841.00
S1 1,790.50 1,790.50 1,856.25 1,810.75
S2 1,714.25 1,714.25 1,845.50
S3 1,597.50 1,673.75 1,835.00
S4 1,480.75 1,557.00 1,802.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,888.00 1,770.50 117.50 6.3% 36.00 1.9% 91% True False 312,191
10 1,888.00 1,744.00 144.00 7.7% 37.50 2.0% 93% True False 324,924
20 1,898.00 1,744.00 154.00 8.2% 37.25 2.0% 87% False False 315,314
40 1,918.00 1,744.00 174.00 9.3% 36.50 1.9% 77% False False 314,577
60 1,941.00 1,698.00 243.00 12.9% 38.00 2.0% 74% False False 320,557
80 1,941.00 1,698.00 243.00 12.9% 41.75 2.2% 74% False False 247,005
100 2,056.00 1,698.00 358.00 19.1% 44.50 2.4% 50% False False 197,660
120 2,056.00 1,698.00 358.00 19.1% 40.50 2.2% 50% False False 164,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,040.00
2.618 1,981.50
1.618 1,945.75
1.000 1,923.75
0.618 1,910.00
HIGH 1,888.00
0.618 1,874.25
0.500 1,870.00
0.382 1,866.00
LOW 1,852.25
0.618 1,830.25
1.000 1,816.50
1.618 1,794.50
2.618 1,758.75
4.250 1,700.25
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 1,875.00 1,872.00
PP 1,872.50 1,866.75
S1 1,870.00 1,861.25

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

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