E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 2,120.75 2,118.00 -2.75 -0.1% 2,089.50
High 2,122.25 2,133.00 10.75 0.5% 2,101.50
Low 2,100.00 2,107.25 7.25 0.3% 2,049.75
Close 2,121.25 2,123.25 2.00 0.1% 2,101.50
Range 22.25 25.75 3.50 15.7% 51.75
ATR 29.16 28.92 -0.24 -0.8% 0.00
Volume 189 536 347 183.6% 1,029
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,198.50 2,186.50 2,137.50
R3 2,172.75 2,160.75 2,130.25
R2 2,147.00 2,147.00 2,128.00
R1 2,135.00 2,135.00 2,125.50 2,141.00
PP 2,121.25 2,121.25 2,121.25 2,124.00
S1 2,109.25 2,109.25 2,121.00 2,115.25
S2 2,095.50 2,095.50 2,118.50
S3 2,069.75 2,083.50 2,116.25
S4 2,044.00 2,057.75 2,109.00
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,239.50 2,222.25 2,130.00
R3 2,187.75 2,170.50 2,115.75
R2 2,136.00 2,136.00 2,111.00
R1 2,118.75 2,118.75 2,106.25 2,127.50
PP 2,084.25 2,084.25 2,084.25 2,088.50
S1 2,067.00 2,067.00 2,096.75 2,075.50
S2 2,032.50 2,032.50 2,092.00
S3 1,980.75 2,015.25 2,087.25
S4 1,929.00 1,963.50 2,073.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,133.00 2,075.75 57.25 2.7% 25.00 1.2% 83% True False 263
10 2,133.00 2,049.75 83.25 3.9% 29.50 1.4% 88% True False 234
20 2,133.00 1,958.50 174.50 8.2% 31.00 1.5% 94% True False 188
40 2,133.00 1,832.25 300.75 14.2% 26.00 1.2% 97% True False 138
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,242.50
2.618 2,200.50
1.618 2,174.75
1.000 2,158.75
0.618 2,149.00
HIGH 2,133.00
0.618 2,123.25
0.500 2,120.00
0.382 2,117.00
LOW 2,107.25
0.618 2,091.25
1.000 2,081.50
1.618 2,065.50
2.618 2,039.75
4.250 1,997.75
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 2,122.25 2,119.50
PP 2,121.25 2,115.50
S1 2,120.00 2,111.75

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

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