E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 2,324.00 2,325.50 1.50 0.1% 2,316.25
High 2,350.00 2,344.25 -5.75 -0.2% 2,358.00
Low 2,316.75 2,311.75 -5.00 -0.2% 2,289.50
Close 2,325.50 2,329.25 3.75 0.2% 2,338.50
Range 33.25 32.50 -0.75 -2.3% 68.50
ATR 35.13 34.94 -0.19 -0.5% 0.00
Volume 260,050 299,965 39,915 15.3% 1,011,949
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,426.00 2,410.00 2,347.00
R3 2,393.50 2,377.50 2,338.25
R2 2,361.00 2,361.00 2,335.25
R1 2,345.00 2,345.00 2,332.25 2,353.00
PP 2,328.50 2,328.50 2,328.50 2,332.50
S1 2,312.50 2,312.50 2,326.25 2,320.50
S2 2,296.00 2,296.00 2,323.25
S3 2,263.50 2,280.00 2,320.25
S4 2,231.00 2,247.50 2,311.50
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 2,311.75 46.25 2.0% 28.50 1.2% 38% False True 249,465
10 2,358.00 2,289.50 68.50 2.9% 28.00 1.2% 58% False False 228,877
20 2,358.00 2,185.75 172.25 7.4% 38.25 1.6% 83% False False 292,320
40 2,400.00 2,185.75 214.25 9.2% 37.50 1.6% 67% False False 153,128
60 2,400.00 2,185.75 214.25 9.2% 35.00 1.5% 67% False False 102,128
80 2,400.00 2,185.75 214.25 9.2% 31.00 1.3% 67% False False 76,621
100 2,400.00 2,092.50 307.50 13.2% 25.25 1.1% 77% False False 61,297
120 2,400.00 2,062.50 337.50 14.5% 21.75 0.9% 79% False False 51,081
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 7.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,482.50
2.618 2,429.25
1.618 2,396.75
1.000 2,376.75
0.618 2,364.25
HIGH 2,344.25
0.618 2,331.75
0.500 2,328.00
0.382 2,324.25
LOW 2,311.75
0.618 2,291.75
1.000 2,279.25
1.618 2,259.25
2.618 2,226.75
4.250 2,173.50
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 2,328.75 2,331.00
PP 2,328.50 2,330.25
S1 2,328.00 2,329.75

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

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