E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 2,270.75 2,277.00 6.25 0.3% 2,220.00
High 2,279.25 2,282.25 3.00 0.1% 2,282.25
Low 2,267.25 2,252.25 -15.00 -0.7% 2,219.25
Close 2,276.25 2,273.00 -3.25 -0.1% 2,273.00
Range 12.00 30.00 18.00 150.0% 63.00
ATR 24.82 25.19 0.37 1.5% 0.00
Volume 177,334 279,363 102,029 57.5% 1,162,935
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,359.25 2,346.00 2,289.50
R3 2,329.25 2,316.00 2,281.25
R2 2,299.25 2,299.25 2,278.50
R1 2,286.00 2,286.00 2,275.75 2,277.50
PP 2,269.25 2,269.25 2,269.25 2,265.00
S1 2,256.00 2,256.00 2,270.25 2,247.50
S2 2,239.25 2,239.25 2,267.50
S3 2,209.25 2,226.00 2,264.75
S4 2,179.25 2,196.00 2,256.50
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,447.25 2,423.00 2,307.75
R3 2,384.25 2,360.00 2,290.25
R2 2,321.25 2,321.25 2,284.50
R1 2,297.00 2,297.00 2,278.75 2,309.00
PP 2,258.25 2,258.25 2,258.25 2,264.25
S1 2,234.00 2,234.00 2,267.25 2,246.00
S2 2,195.25 2,195.25 2,261.50
S3 2,132.25 2,171.00 2,255.75
S4 2,069.25 2,108.00 2,238.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,282.25 2,219.25 63.00 2.8% 31.75 1.4% 85% True False 232,587
10 2,282.25 2,207.25 75.00 3.3% 24.50 1.1% 88% True False 158,175
20 2,282.25 2,196.00 86.25 3.8% 21.75 1.0% 89% True False 173,527
40 2,282.25 2,082.25 200.00 8.8% 28.00 1.2% 95% True False 91,207
60 2,282.25 2,039.00 243.25 10.7% 27.75 1.2% 96% True False 60,880
80 2,282.25 1,929.00 353.25 15.5% 28.50 1.3% 97% True False 45,697
100 2,282.25 1,744.25 538.00 23.7% 25.25 1.1% 98% True False 36,558
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 False
Bear Hook False
Bull Hook False
Stretch 6.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,409.75
2.618 2,360.75
1.618 2,330.75
1.000 2,312.25
0.618 2,300.75
HIGH 2,282.25
0.618 2,270.75
0.500 2,267.25
0.382 2,263.75
LOW 2,252.25
0.618 2,233.75
1.000 2,222.25
1.618 2,203.75
2.618 2,173.75
4.250 2,124.75
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 2,271.00 2,267.25
PP 2,269.25 2,261.50
S1 2,267.25 2,256.00

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

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