E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 2,393.75 2,408.00 14.25 0.6% 2,378.00
High 2,409.25 2,414.25 5.00 0.2% 2,415.25
Low 2,369.00 2,369.00 0.00 0.0% 2,369.00
Close 2,407.00 2,370.00 -37.00 -1.5% 2,370.00
Range 40.25 45.25 5.00 12.4% 46.25
ATR 32.42 33.33 0.92 2.8% 0.00
Volume 288,507 300,837 12,330 4.3% 1,444,061
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 2,520.25 2,490.25 2,395.00
R3 2,475.00 2,445.00 2,382.50
R2 2,429.75 2,429.75 2,378.25
R1 2,399.75 2,399.75 2,374.25 2,392.00
PP 2,384.50 2,384.50 2,384.50 2,380.50
S1 2,354.50 2,354.50 2,365.75 2,347.00
S2 2,339.25 2,339.25 2,361.75
S3 2,294.00 2,309.25 2,357.50
S4 2,248.75 2,264.00 2,345.00
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 2,523.50 2,493.00 2,395.50
R3 2,477.25 2,446.75 2,382.75
R2 2,431.00 2,431.00 2,378.50
R1 2,400.50 2,400.50 2,374.25 2,392.50
PP 2,384.75 2,384.75 2,384.75 2,380.75
S1 2,354.25 2,354.25 2,365.75 2,346.50
S2 2,338.50 2,338.50 2,361.50
S3 2,292.25 2,308.00 2,357.25
S4 2,246.00 2,261.75 2,344.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,415.25 2,369.00 46.25 2.0% 36.00 1.5% 2% False True 288,812
10 2,428.00 2,363.50 64.50 2.7% 34.75 1.5% 10% False False 307,090
20 2,428.00 2,250.25 177.75 7.5% 32.50 1.4% 67% False False 276,799
40 2,428.00 2,215.00 213.00 9.0% 32.00 1.3% 73% False False 263,325
60 2,428.00 2,185.75 242.25 10.2% 36.50 1.5% 76% False False 216,330
80 2,428.00 2,185.75 242.25 10.2% 34.25 1.4% 76% False False 162,291
100 2,428.00 2,185.75 242.25 10.2% 32.00 1.4% 76% False False 129,860
120 2,428.00 2,114.00 314.00 13.2% 27.50 1.2% 82% False False 108,217
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 True
Bear Hook False
Bull Hook False
Stretch 7.83
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,606.50
2.618 2,532.75
1.618 2,487.50
1.000 2,459.50
0.618 2,442.25
HIGH 2,414.25
0.618 2,397.00
0.500 2,391.50
0.382 2,386.25
LOW 2,369.00
0.618 2,341.00
1.000 2,323.75
1.618 2,295.75
2.618 2,250.50
4.250 2,176.75
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 2,391.50 2,392.00
PP 2,384.50 2,384.75
S1 2,377.25 2,377.50

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

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