E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 2,341.00 2,324.00 -17.00 -0.7% 2,316.25
High 2,343.00 2,350.00 7.00 0.3% 2,358.00
Low 2,318.25 2,316.75 -1.50 -0.1% 2,289.50
Close 2,323.25 2,325.50 2.25 0.1% 2,338.50
Range 24.75 33.25 8.50 34.3% 68.50
ATR 35.28 35.13 -0.14 -0.4% 0.00
Volume 246,266 260,050 13,784 5.6% 1,011,949
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,430.50 2,411.25 2,343.75
R3 2,397.25 2,378.00 2,334.75
R2 2,364.00 2,364.00 2,331.50
R1 2,344.75 2,344.75 2,328.50 2,354.50
PP 2,330.75 2,330.75 2,330.75 2,335.50
S1 2,311.50 2,311.50 2,322.50 2,321.00
S2 2,297.50 2,297.50 2,319.50
S3 2,264.25 2,278.25 2,316.25
S4 2,231.00 2,245.00 2,307.25
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,534.25 2,504.75 2,376.25
R3 2,465.75 2,436.25 2,357.25
R2 2,397.25 2,397.25 2,351.00
R1 2,367.75 2,367.75 2,344.75 2,382.50
PP 2,328.75 2,328.75 2,328.75 2,336.00
S1 2,299.25 2,299.25 2,332.25 2,314.00
S2 2,260.25 2,260.25 2,326.00
S3 2,191.75 2,230.75 2,319.75
S4 2,123.25 2,162.25 2,300.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,358.00 2,316.75 41.25 1.8% 25.00 1.1% 21% False True 224,670
10 2,358.00 2,262.25 95.75 4.1% 30.00 1.3% 66% False False 227,818
20 2,358.00 2,185.75 172.25 7.4% 38.75 1.7% 81% False False 288,309
40 2,400.00 2,185.75 214.25 9.2% 37.00 1.6% 65% False False 145,631
60 2,400.00 2,185.75 214.25 9.2% 34.75 1.5% 65% False False 97,135
80 2,400.00 2,185.75 214.25 9.2% 30.50 1.3% 65% False False 72,872
100 2,400.00 2,092.50 307.50 13.2% 25.00 1.1% 76% False False 58,297
120 2,400.00 2,061.00 339.00 14.6% 21.75 0.9% 78% False False 48,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.00
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,491.25
2.618 2,437.00
1.618 2,403.75
1.000 2,383.25
0.618 2,370.50
HIGH 2,350.00
0.618 2,337.25
0.500 2,333.50
0.382 2,329.50
LOW 2,316.75
0.618 2,296.25
1.000 2,283.50
1.618 2,263.00
2.618 2,229.75
4.250 2,175.50
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 2,333.50 2,333.50
PP 2,330.75 2,330.75
S1 2,328.00 2,328.00

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

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