E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 2,222.00 2,216.00 -6.00 -0.3% 2,217.00
High 2,226.50 2,230.00 3.50 0.2% 2,226.50
Low 2,212.25 2,205.50 -6.75 -0.3% 2,196.00
Close 2,213.25 2,220.25 7.00 0.3% 2,213.25
Range 14.25 24.50 10.25 71.9% 30.50
ATR 27.62 27.40 -0.22 -0.8% 0.00
Volume 158,393 172,358 13,965 8.8% 1,236,301
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,292.00 2,280.75 2,233.75
R3 2,267.50 2,256.25 2,227.00
R2 2,243.00 2,243.00 2,224.75
R1 2,231.75 2,231.75 2,222.50 2,237.50
PP 2,218.50 2,218.50 2,218.50 2,221.50
S1 2,207.25 2,207.25 2,218.00 2,213.00
S2 2,194.00 2,194.00 2,215.75
S3 2,169.50 2,182.75 2,213.50
S4 2,145.00 2,158.25 2,206.75
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,303.50 2,288.75 2,230.00
R3 2,273.00 2,258.25 2,221.75
R2 2,242.50 2,242.50 2,218.75
R1 2,227.75 2,227.75 2,216.00 2,220.00
PP 2,212.00 2,212.00 2,212.00 2,208.00
S1 2,197.25 2,197.25 2,210.50 2,189.50
S2 2,181.50 2,181.50 2,207.75
S3 2,151.00 2,166.75 2,204.75
S4 2,120.50 2,136.25 2,196.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,230.00 2,196.00 34.00 1.5% 21.75 1.0% 71% True False 230,180
10 2,230.00 2,178.50 51.50 2.3% 22.25 1.0% 81% True False 177,612
20 2,230.00 2,103.00 127.00 5.7% 30.00 1.4% 92% True False 89,214
40 2,230.00 2,082.25 147.75 6.7% 29.00 1.3% 93% True False 44,724
60 2,230.00 1,958.50 271.50 12.2% 30.00 1.4% 96% True False 29,878
80 2,230.00 1,752.75 477.25 21.5% 27.00 1.2% 98% True False 22,416
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,334.00
2.618 2,294.25
1.618 2,269.75
1.000 2,254.50
0.618 2,245.25
HIGH 2,230.00
0.618 2,220.75
0.500 2,217.75
0.382 2,214.75
LOW 2,205.50
0.618 2,190.25
1.000 2,181.00
1.618 2,165.75
2.618 2,141.25
4.250 2,101.50
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 2,219.50 2,218.00
PP 2,218.50 2,215.75
S1 2,217.75 2,213.50

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

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