E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 2,357.00 2,360.00 3.00 0.1% 2,337.75
High 2,365.00 2,380.50 15.50 0.7% 2,380.50
Low 2,338.25 2,347.75 9.50 0.4% 2,334.50
Close 2,361.75 2,378.25 16.50 0.7% 2,378.25
Range 26.75 32.75 6.00 22.4% 46.00
ATR 28.50 28.80 0.30 1.1% 0.00
Volume 334,186 191,884 -142,302 -42.6% 1,152,870
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,467.00 2,455.50 2,396.25
R3 2,434.25 2,422.75 2,387.25
R2 2,401.50 2,401.50 2,384.25
R1 2,390.00 2,390.00 2,381.25 2,395.75
PP 2,368.75 2,368.75 2,368.75 2,371.75
S1 2,357.25 2,357.25 2,375.25 2,363.00
S2 2,336.00 2,336.00 2,372.25
S3 2,303.25 2,324.50 2,369.25
S4 2,270.50 2,291.75 2,360.25
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,502.50 2,486.25 2,403.50
R3 2,456.50 2,440.25 2,391.00
R2 2,410.50 2,410.50 2,386.75
R1 2,394.25 2,394.25 2,382.50 2,402.50
PP 2,364.50 2,364.50 2,364.50 2,368.50
S1 2,348.25 2,348.25 2,374.00 2,356.50
S2 2,318.50 2,318.50 2,369.75
S3 2,272.50 2,302.25 2,365.50
S4 2,226.50 2,256.25 2,353.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,380.50 2,334.50 46.00 1.9% 24.50 1.0% 95% True False 230,574
10 2,380.50 2,248.50 132.00 5.6% 27.50 1.2% 98% True False 244,559
20 2,380.50 2,248.50 132.00 5.6% 32.25 1.4% 98% True False 248,058
40 2,380.50 2,197.25 183.25 7.7% 27.00 1.1% 99% True False 204,184
60 2,380.50 2,086.75 293.75 12.4% 28.25 1.2% 99% True False 156,295
80 2,380.50 2,061.50 319.00 13.4% 28.25 1.2% 99% True False 117,283
100 2,380.50 1,958.50 422.00 17.7% 29.25 1.2% 99% True False 93,858
120 2,380.50 1,744.25 636.25 26.8% 26.75 1.1% 100% True False 78,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.88
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,519.75
2.618 2,466.25
1.618 2,433.50
1.000 2,413.25
0.618 2,400.75
HIGH 2,380.50
0.618 2,368.00
0.500 2,364.00
0.382 2,360.25
LOW 2,347.75
0.618 2,327.50
1.000 2,315.00
1.618 2,294.75
2.618 2,262.00
4.250 2,208.50
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 2,373.50 2,372.00
PP 2,368.75 2,365.75
S1 2,364.00 2,359.50

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

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