E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 2,249.00 2,210.50 -38.50 -1.7% 2,360.25
High 2,264.25 2,248.00 -16.25 -0.7% 2,374.25
Low 2,188.50 2,188.25 -0.25 0.0% 2,265.00
Close 2,211.00 2,228.50 17.50 0.8% 2,305.25
Range 75.75 59.75 -16.00 -21.1% 109.25
ATR 43.21 44.39 1.18 2.7% 0.00
Volume 103,730 47,083 -56,647 -54.6% 1,627,725
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,400.75 2,374.50 2,261.25
R3 2,341.00 2,314.75 2,245.00
R2 2,281.25 2,281.25 2,239.50
R1 2,255.00 2,255.00 2,234.00 2,268.00
PP 2,221.50 2,221.50 2,221.50 2,228.25
S1 2,195.25 2,195.25 2,223.00 2,208.50
S2 2,161.75 2,161.75 2,217.50
S3 2,102.00 2,135.50 2,212.00
S4 2,042.25 2,075.75 2,195.75
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 2,306.25 2,188.25 118.00 5.3% 57.75 2.6% 34% False True 98,326
10 2,378.75 2,188.25 190.50 8.5% 50.00 2.2% 21% False True 227,661
20 2,400.75 2,188.25 212.50 9.5% 46.75 2.1% 19% False True 243,807
40 2,403.00 2,188.25 214.75 9.6% 37.50 1.7% 19% False True 243,406
60 2,403.00 2,188.25 214.75 9.6% 33.25 1.5% 19% False True 216,953
80 2,403.00 2,103.00 300.00 13.5% 32.50 1.5% 42% False False 185,018
100 2,403.00 2,082.25 320.75 14.4% 31.50 1.4% 46% False False 148,062
120 2,403.00 1,958.50 444.50 19.9% 31.75 1.4% 61% False False 123,416
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 11.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,502.00
2.618 2,404.50
1.618 2,344.75
1.000 2,307.75
0.618 2,285.00
HIGH 2,248.00
0.618 2,225.25
0.500 2,218.00
0.382 2,211.00
LOW 2,188.25
0.618 2,151.25
1.000 2,128.50
1.618 2,091.50
2.618 2,031.75
4.250 1,934.25
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 2,225.00 2,242.50
PP 2,221.50 2,237.75
S1 2,218.00 2,233.00

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

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