E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 2,035.25 2,053.00 17.75 0.9% 1,989.00
High 2,062.25 2,064.25 2.00 0.1% 2,026.00
Low 2,034.00 2,039.00 5.00 0.2% 1,958.50
Close 2,053.25 2,059.25 6.00 0.3% 2,018.00
Range 28.25 25.25 -3.00 -10.6% 67.50
ATR 29.29 29.00 -0.29 -1.0% 0.00
Volume 138 160 22 15.9% 492
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,130.00 2,119.75 2,073.25
R3 2,104.75 2,094.50 2,066.25
R2 2,079.50 2,079.50 2,064.00
R1 2,069.25 2,069.25 2,061.50 2,074.50
PP 2,054.25 2,054.25 2,054.25 2,056.75
S1 2,044.00 2,044.00 2,057.00 2,049.00
S2 2,029.00 2,029.00 2,054.50
S3 2,003.75 2,018.75 2,052.25
S4 1,978.50 1,993.50 2,045.25
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,203.25 2,178.25 2,055.00
R3 2,135.75 2,110.75 2,036.50
R2 2,068.25 2,068.25 2,030.50
R1 2,043.25 2,043.25 2,024.25 2,055.75
PP 2,000.75 2,000.75 2,000.75 2,007.00
S1 1,975.75 1,975.75 2,011.75 1,988.25
S2 1,933.25 1,933.25 2,005.50
S3 1,865.75 1,908.25 1,999.50
S4 1,798.25 1,840.75 1,981.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,064.25 1,983.25 81.00 3.9% 30.25 1.5% 94% True False 183
10 2,064.25 1,958.50 105.75 5.1% 32.25 1.6% 95% True False 143
20 2,064.25 1,944.00 120.25 5.8% 31.50 1.5% 96% True False 153
40 2,064.25 1,744.25 320.00 15.5% 21.50 1.0% 98% True False 79
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 8.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,171.50
2.618 2,130.25
1.618 2,105.00
1.000 2,089.50
0.618 2,079.75
HIGH 2,064.25
0.618 2,054.50
0.500 2,051.50
0.382 2,048.75
LOW 2,039.00
0.618 2,023.50
1.000 2,013.75
1.618 1,998.25
2.618 1,973.00
4.250 1,931.75
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 2,056.75 2,050.50
PP 2,054.25 2,041.75
S1 2,051.50 2,033.00

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

View Archives - Comment on this page... - Back to Index of Symbols