E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 2,312.25 2,282.50 -29.75 -1.3% 2,360.25
High 2,315.50 2,306.25 -9.25 -0.4% 2,374.25
Low 2,275.50 2,265.00 -10.50 -0.5% 2,265.00
Close 2,283.00 2,305.25 22.25 1.0% 2,305.25
Range 40.00 41.25 1.25 3.1% 109.25
ATR 37.88 38.12 0.24 0.6% 0.00
Volume 346,788 140,465 -206,323 -59.5% 1,627,725
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,416.00 2,401.75 2,328.00
R3 2,374.75 2,360.50 2,316.50
R2 2,333.50 2,333.50 2,312.75
R1 2,319.25 2,319.25 2,309.00 2,326.50
PP 2,292.25 2,292.25 2,292.25 2,295.75
S1 2,278.00 2,278.00 2,301.50 2,285.00
S2 2,251.00 2,251.00 2,297.75
S3 2,209.75 2,236.75 2,294.00
S4 2,168.50 2,195.50 2,282.50
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,642.50 2,583.25 2,365.25
R3 2,533.25 2,474.00 2,335.25
R2 2,424.00 2,424.00 2,325.25
R1 2,364.75 2,364.75 2,315.25 2,339.75
PP 2,314.75 2,314.75 2,314.75 2,302.50
S1 2,255.50 2,255.50 2,295.25 2,230.50
S2 2,205.50 2,205.50 2,285.25
S3 2,096.25 2,146.25 2,275.25
S4 1,987.00 2,037.00 2,245.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,374.25 2,265.00 109.25 4.7% 43.75 1.9% 37% False True 325,545
10 2,378.75 2,265.00 113.75 4.9% 44.00 1.9% 35% False True 312,831
20 2,403.00 2,265.00 138.00 6.0% 38.50 1.7% 29% False True 263,252
40 2,403.00 2,248.50 154.50 6.7% 34.75 1.5% 37% False False 255,507
60 2,403.00 2,196.00 207.00 9.0% 30.75 1.3% 53% False False 226,019
80 2,403.00 2,082.25 320.75 13.9% 30.75 1.3% 70% False False 180,636
100 2,403.00 2,049.75 353.25 15.3% 30.50 1.3% 72% False False 144,559
120 2,403.00 1,958.50 444.50 19.3% 30.50 1.3% 78% False False 120,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,481.50
2.618 2,414.25
1.618 2,373.00
1.000 2,347.50
0.618 2,331.75
HIGH 2,306.25
0.618 2,290.50
0.500 2,285.50
0.382 2,280.75
LOW 2,265.00
0.618 2,239.50
1.000 2,223.75
1.618 2,198.25
2.618 2,157.00
4.250 2,089.75
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 2,298.75 2,304.50
PP 2,292.25 2,303.50
S1 2,285.50 2,302.75

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

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