E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 2,286.00 2,304.75 18.75 0.8% 2,220.00
High 2,306.75 2,309.50 2.75 0.1% 2,282.25
Low 2,284.00 2,296.75 12.75 0.6% 2,219.25
Close 2,304.50 2,302.75 -1.75 -0.1% 2,273.00
Range 22.75 12.75 -10.00 -44.0% 63.00
ATR 24.55 23.71 -0.84 -3.4% 0.00
Volume 176,801 185,940 9,139 5.2% 1,162,935
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,341.25 2,334.75 2,309.75
R3 2,328.50 2,322.00 2,306.25
R2 2,315.75 2,315.75 2,305.00
R1 2,309.25 2,309.25 2,304.00 2,306.00
PP 2,303.00 2,303.00 2,303.00 2,301.50
S1 2,296.50 2,296.50 2,301.50 2,293.50
S2 2,290.25 2,290.25 2,300.50
S3 2,277.50 2,283.75 2,299.25
S4 2,264.75 2,271.00 2,295.75
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 2,309.50 2,252.25 57.25 2.5% 21.75 0.9% 88% True False 209,696
10 2,309.50 2,207.50 102.00 4.4% 26.00 1.1% 93% True False 203,212
20 2,309.50 2,197.25 112.25 4.9% 21.50 0.9% 94% True False 160,310
40 2,309.50 2,086.75 222.75 9.7% 26.25 1.1% 97% True False 110,413
60 2,309.50 2,061.50 248.00 10.8% 27.00 1.2% 97% True False 73,692
80 2,309.50 1,958.50 351.00 15.2% 28.25 1.2% 98% True False 55,308
100 2,309.50 1,744.25 565.25 24.5% 25.75 1.1% 99% True False 44,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,363.75
2.618 2,343.00
1.618 2,330.25
1.000 2,322.25
0.618 2,317.50
HIGH 2,309.50
0.618 2,304.75
0.500 2,303.00
0.382 2,301.50
LOW 2,296.75
0.618 2,288.75
1.000 2,284.00
1.618 2,276.00
2.618 2,263.25
4.250 2,242.50
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 2,303.00 2,299.75
PP 2,303.00 2,296.75
S1 2,303.00 2,293.75

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

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