E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 2,207.50 2,220.00 12.50 0.6% 2,220.00
High 2,225.25 2,263.75 38.50 1.7% 2,232.50
Low 2,202.50 2,217.25 14.75 0.7% 2,202.50
Close 2,212.75 2,247.25 34.50 1.6% 2,212.75
Range 22.75 46.50 23.75 104.4% 30.00
ATR 15.78 18.30 2.52 15.9% 0.00
Volume 14 90 76 542.9% 128
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,382.25 2,361.25 2,272.75
R3 2,335.75 2,314.75 2,260.00
R2 2,289.25 2,289.25 2,255.75
R1 2,268.25 2,268.25 2,251.50 2,278.75
PP 2,242.75 2,242.75 2,242.75 2,248.00
S1 2,221.75 2,221.75 2,243.00 2,232.25
S2 2,196.25 2,196.25 2,238.75
S3 2,149.75 2,175.25 2,234.50
S4 2,103.25 2,128.75 2,221.75
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,306.00 2,289.25 2,229.25
R3 2,276.00 2,259.25 2,221.00
R2 2,246.00 2,246.00 2,218.25
R1 2,229.25 2,229.25 2,215.50 2,222.50
PP 2,216.00 2,216.00 2,216.00 2,212.50
S1 2,199.25 2,199.25 2,210.00 2,192.50
S2 2,186.00 2,186.00 2,207.25
S3 2,156.00 2,169.25 2,204.50
S4 2,126.00 2,139.25 2,196.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,263.75 2,202.50 61.25 2.7% 20.00 0.9% 73% True False 30
10 2,263.75 2,202.50 61.25 2.7% 19.00 0.8% 73% True False 68
20 2,263.75 2,175.00 88.75 3.9% 13.25 0.6% 81% True False 35
40 2,263.75 2,092.50 171.25 7.6% 8.50 0.4% 90% True False 18
60 2,263.75 2,015.00 248.75 11.1% 6.50 0.3% 93% True False 12
80 2,263.75 1,884.75 379.00 16.9% 5.50 0.2% 96% True False 9
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 3.93
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 2,461.50
2.618 2,385.50
1.618 2,339.00
1.000 2,310.25
0.618 2,292.50
HIGH 2,263.75
0.618 2,246.00
0.500 2,240.50
0.382 2,235.00
LOW 2,217.25
0.618 2,188.50
1.000 2,170.75
1.618 2,142.00
2.618 2,095.50
4.250 2,019.50
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 2,245.00 2,242.50
PP 2,242.75 2,237.75
S1 2,240.50 2,233.00

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

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