E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 2,341.25 2,361.50 20.25 0.9% 2,263.00
High 2,361.00 2,362.25 1.25 0.1% 2,335.00
Low 2,339.00 2,348.50 9.50 0.4% 2,245.75
Close 2,360.00 2,359.25 -0.75 0.0% 2,334.75
Range 22.00 13.75 -8.25 -37.5% 89.25
ATR 27.74 26.74 -1.00 -3.6% 0.00
Volume 31 83 52 167.7% 744
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,398.00 2,392.25 2,366.75
R3 2,384.25 2,378.50 2,363.00
R2 2,370.50 2,370.50 2,361.75
R1 2,364.75 2,364.75 2,360.50 2,360.75
PP 2,356.75 2,356.75 2,356.75 2,354.50
S1 2,351.00 2,351.00 2,358.00 2,347.00
S2 2,343.00 2,343.00 2,356.75
S3 2,329.25 2,337.25 2,355.50
S4 2,315.50 2,323.50 2,351.75
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,573.00 2,543.00 2,383.75
R3 2,483.75 2,453.75 2,359.25
R2 2,394.50 2,394.50 2,351.00
R1 2,364.50 2,364.50 2,343.00 2,379.50
PP 2,305.25 2,305.25 2,305.25 2,312.50
S1 2,275.25 2,275.25 2,326.50 2,290.25
S2 2,216.00 2,216.00 2,318.50
S3 2,126.75 2,186.00 2,310.25
S4 2,037.50 2,096.75 2,285.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,362.25 2,293.75 68.50 2.9% 21.75 0.9% 96% True False 69
10 2,362.25 2,245.75 116.50 4.9% 29.75 1.3% 97% True False 137
20 2,362.25 2,245.75 116.50 4.9% 29.75 1.3% 97% True False 128
40 2,362.25 2,199.25 163.00 6.9% 24.25 1.0% 98% True False 115
60 2,362.25 2,092.50 269.75 11.4% 17.00 0.7% 99% True False 77
80 2,362.25 2,062.50 299.75 12.7% 13.75 0.6% 99% True False 58
100 2,362.25 1,966.75 395.50 16.8% 11.75 0.5% 99% True False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 6.18
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,420.75
2.618 2,398.25
1.618 2,384.50
1.000 2,376.00
0.618 2,370.75
HIGH 2,362.25
0.618 2,357.00
0.500 2,355.50
0.382 2,353.75
LOW 2,348.50
0.618 2,340.00
1.000 2,334.75
1.618 2,326.25
2.618 2,312.50
4.250 2,290.00
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 2,358.00 2,355.50
PP 2,356.75 2,351.50
S1 2,355.50 2,347.50

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

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