E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 2,351.00 2,311.25 -39.75 -1.7% 2,393.50
High 2,371.75 2,341.00 -30.75 -1.3% 2,394.00
Low 2,307.50 2,301.75 -5.75 -0.2% 2,280.25
Close 2,311.50 2,323.25 11.75 0.5% 2,345.75
Range 64.25 39.25 -25.00 -38.9% 113.75
ATR 34.20 34.56 0.36 1.1% 0.00
Volume 346,012 335,530 -10,482 -3.0% 1,015,087
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,439.75 2,420.75 2,344.75
R3 2,400.50 2,381.50 2,334.00
R2 2,361.25 2,361.25 2,330.50
R1 2,342.25 2,342.25 2,326.75 2,351.75
PP 2,322.00 2,322.00 2,322.00 2,326.75
S1 2,303.00 2,303.00 2,319.75 2,312.50
S2 2,282.75 2,282.75 2,316.00
S3 2,243.50 2,263.75 2,312.50
S4 2,204.25 2,224.50 2,301.75
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,681.25 2,627.25 2,408.25
R3 2,567.50 2,513.50 2,377.00
R2 2,453.75 2,453.75 2,366.50
R1 2,399.75 2,399.75 2,356.25 2,370.00
PP 2,340.00 2,340.00 2,340.00 2,325.00
S1 2,286.00 2,286.00 2,335.25 2,256.00
S2 2,226.25 2,226.25 2,325.00
S3 2,112.50 2,172.25 2,314.50
S4 1,998.75 2,058.50 2,283.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,371.75 2,280.25 91.50 3.9% 43.50 1.9% 47% False False 304,263
10 2,403.00 2,280.25 122.75 5.3% 40.25 1.7% 35% False False 254,140
20 2,403.00 2,280.25 122.75 5.3% 31.00 1.3% 35% False False 234,364
40 2,403.00 2,229.50 173.50 7.5% 31.50 1.4% 54% False False 236,885
60 2,403.00 2,176.00 227.00 9.8% 28.00 1.2% 65% False False 203,819
80 2,403.00 2,082.25 320.75 13.8% 29.50 1.3% 75% False False 152,980
100 2,403.00 1,983.25 419.75 18.1% 29.50 1.3% 81% False False 122,428
120 2,403.00 1,882.00 521.00 22.4% 29.25 1.3% 85% False False 102,042
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 9.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,507.75
2.618 2,443.75
1.618 2,404.50
1.000 2,380.25
0.618 2,365.25
HIGH 2,341.00
0.618 2,326.00
0.500 2,321.50
0.382 2,316.75
LOW 2,301.75
0.618 2,277.50
1.000 2,262.50
1.618 2,238.25
2.618 2,199.00
4.250 2,135.00
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 2,322.50 2,336.75
PP 2,322.00 2,332.25
S1 2,321.50 2,327.75

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

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