E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 2,308.00 2,289.00 -19.00 -0.8% 2,322.75
High 2,310.00 2,317.50 7.50 0.3% 2,334.00
Low 2,250.25 2,277.75 27.50 1.2% 2,285.00
Close 2,290.00 2,311.00 21.00 0.9% 2,309.75
Range 59.75 39.75 -20.00 -33.5% 49.00
ATR 34.45 34.83 0.38 1.1% 0.00
Volume 376,034 226,895 -149,139 -39.7% 1,326,353
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,421.25 2,406.00 2,332.75
R3 2,381.50 2,366.25 2,322.00
R2 2,341.75 2,341.75 2,318.25
R1 2,326.50 2,326.50 2,314.75 2,334.00
PP 2,302.00 2,302.00 2,302.00 2,306.00
S1 2,286.75 2,286.75 2,307.25 2,294.50
S2 2,262.25 2,262.25 2,303.75
S3 2,222.50 2,247.00 2,300.00
S4 2,182.75 2,207.25 2,289.25
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,456.50 2,432.25 2,336.75
R3 2,407.50 2,383.25 2,323.25
R2 2,358.50 2,358.50 2,318.75
R1 2,334.25 2,334.25 2,314.25 2,322.00
PP 2,309.50 2,309.50 2,309.50 2,303.50
S1 2,285.25 2,285.25 2,305.25 2,273.00
S2 2,260.50 2,260.50 2,300.75
S3 2,211.50 2,236.25 2,296.25
S4 2,162.50 2,187.25 2,282.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,319.50 2,250.25 69.25 3.0% 35.25 1.5% 88% False False 283,258
10 2,350.00 2,250.25 99.75 4.3% 33.75 1.5% 61% False False 272,034
20 2,358.00 2,232.00 126.00 5.5% 32.25 1.4% 63% False False 250,783
40 2,376.50 2,185.75 190.75 8.3% 39.00 1.7% 66% False False 207,083
60 2,400.00 2,185.75 214.25 9.3% 35.25 1.5% 58% False False 138,116
80 2,400.00 2,185.75 214.25 9.3% 33.00 1.4% 58% False False 103,619
100 2,400.00 2,118.75 281.25 12.2% 27.75 1.2% 68% False False 82,900
120 2,400.00 2,092.50 307.50 13.3% 23.75 1.0% 71% False False 69,084
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 7.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,486.50
2.618 2,421.50
1.618 2,381.75
1.000 2,357.25
0.618 2,342.00
HIGH 2,317.50
0.618 2,302.25
0.500 2,297.50
0.382 2,293.00
LOW 2,277.75
0.618 2,253.25
1.000 2,238.00
1.618 2,213.50
2.618 2,173.75
4.250 2,108.75
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 2,306.50 2,302.00
PP 2,302.00 2,293.00
S1 2,297.50 2,284.00

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

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