E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 2,393.50 2,322.00 -71.50 -3.0% 2,376.25
High 2,394.00 2,334.75 -59.25 -2.5% 2,403.00
Low 2,317.75 2,285.00 -32.75 -1.4% 2,370.75
Close 2,321.25 2,303.50 -17.75 -0.8% 2,395.00
Range 76.25 49.75 -26.50 -34.8% 32.25
ATR 28.98 30.46 1.48 5.1% 0.00
Volume 0 407,845 407,845 929,776
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,457.00 2,430.00 2,330.75
R3 2,407.25 2,380.25 2,317.25
R2 2,357.50 2,357.50 2,312.50
R1 2,330.50 2,330.50 2,308.00 2,319.00
PP 2,307.75 2,307.75 2,307.75 2,302.00
S1 2,280.75 2,280.75 2,299.00 2,269.50
S2 2,258.00 2,258.00 2,294.50
S3 2,208.25 2,231.00 2,289.75
S4 2,158.50 2,181.25 2,276.25
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 2,285.00 118.00 5.1% 37.00 1.6% 16% False True 204,017
10 2,403.00 2,285.00 118.00 5.1% 28.50 1.2% 16% False True 206,226
20 2,403.00 2,248.50 154.50 6.7% 30.25 1.3% 36% False False 233,944
40 2,403.00 2,207.50 195.50 8.5% 28.75 1.3% 49% False False 214,043
60 2,403.00 2,107.75 295.25 12.8% 27.75 1.2% 66% False False 178,556
80 2,403.00 2,082.25 320.75 13.9% 28.50 1.2% 69% False False 133,978
100 2,403.00 1,958.50 444.50 19.3% 29.00 1.3% 78% False False 107,220
120 2,403.00 1,832.25 570.75 24.8% 27.75 1.2% 83% False False 89,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,546.25
2.618 2,465.00
1.618 2,415.25
1.000 2,384.50
0.618 2,365.50
HIGH 2,334.75
0.618 2,315.75
0.500 2,310.00
0.382 2,304.00
LOW 2,285.00
0.618 2,254.25
1.000 2,235.25
1.618 2,204.50
2.618 2,154.75
4.250 2,073.50
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 2,310.00 2,342.75
PP 2,307.75 2,329.75
S1 2,305.50 2,316.50

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

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