E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 2,393.75 2,393.50 -0.25 0.0% 2,376.25
High 2,400.50 2,394.00 -6.50 -0.3% 2,403.00
Low 2,382.00 2,317.75 -64.25 -2.7% 2,370.75
Close 2,395.00 2,321.25 -73.75 -3.1% 2,395.00
Range 18.50 76.25 57.75 312.2% 32.25
ATR 25.26 28.98 3.71 14.7% 0.00
Volume 183,849 0 -183,849 -100.0% 929,776
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,573.00 2,523.50 2,363.25
R3 2,496.75 2,447.25 2,342.25
R2 2,420.50 2,420.50 2,335.25
R1 2,371.00 2,371.00 2,328.25 2,357.50
PP 2,344.25 2,344.25 2,344.25 2,337.75
S1 2,294.75 2,294.75 2,314.25 2,281.50
S2 2,268.00 2,268.00 2,307.25
S3 2,191.75 2,218.50 2,300.25
S4 2,115.50 2,142.25 2,279.25
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,486.25 2,473.00 2,412.75
R3 2,454.00 2,440.75 2,403.75
R2 2,421.75 2,421.75 2,401.00
R1 2,408.50 2,408.50 2,398.00 2,415.00
PP 2,389.50 2,389.50 2,389.50 2,393.00
S1 2,376.25 2,376.25 2,392.00 2,383.00
S2 2,357.25 2,357.25 2,389.00
S3 2,325.00 2,344.00 2,386.25
S4 2,292.75 2,311.75 2,377.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,403.00 2,317.75 85.25 3.7% 30.00 1.3% 4% False True 155,299
10 2,403.00 2,317.75 85.25 3.7% 26.00 1.1% 4% False True 184,195
20 2,403.00 2,248.50 154.50 6.7% 28.75 1.2% 47% False False 223,752
40 2,403.00 2,207.25 195.75 8.4% 28.25 1.2% 58% False False 206,045
60 2,403.00 2,107.75 295.25 12.7% 27.25 1.2% 72% False False 171,765
80 2,403.00 2,082.25 320.75 13.8% 28.25 1.2% 75% False False 128,886
100 2,403.00 1,958.50 444.50 19.1% 29.00 1.2% 82% False False 103,148
120 2,403.00 1,773.00 630.00 27.1% 27.50 1.2% 87% False False 85,966
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 4.75
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 2,718.00
2.618 2,593.50
1.618 2,517.25
1.000 2,470.25
0.618 2,441.00
HIGH 2,394.00
0.618 2,364.75
0.500 2,356.00
0.382 2,347.00
LOW 2,317.75
0.618 2,270.75
1.000 2,241.50
1.618 2,194.50
2.618 2,118.25
4.250 1,993.75
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 2,356.00 2,359.25
PP 2,344.25 2,346.50
S1 2,332.75 2,334.00

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

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