E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 2,341.25 2,362.00 20.75 0.9% 2,378.00
High 2,365.00 2,373.25 8.25 0.3% 2,415.25
Low 2,333.50 2,353.50 20.00 0.9% 2,369.00
Close 2,361.50 2,369.00 7.50 0.3% 2,370.00
Range 31.50 19.75 -11.75 -37.3% 46.25
ATR 33.46 32.48 -0.98 -2.9% 0.00
Volume 232,300 228,801 -3,499 -1.5% 1,444,061
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 2,424.50 2,416.50 2,379.75
R3 2,404.75 2,396.75 2,374.50
R2 2,385.00 2,385.00 2,372.50
R1 2,377.00 2,377.00 2,370.75 2,381.00
PP 2,365.25 2,365.25 2,365.25 2,367.25
S1 2,357.25 2,357.25 2,367.25 2,361.25
S2 2,345.50 2,345.50 2,365.50
S3 2,325.75 2,337.50 2,363.50
S4 2,306.00 2,317.75 2,358.25
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 2,414.25 2,318.25 96.00 4.1% 33.50 1.4% 53% False False 301,116
10 2,415.25 2,318.25 97.00 4.1% 34.00 1.4% 52% False False 300,774
20 2,428.00 2,318.25 109.75 4.6% 29.75 1.3% 46% False False 279,672
40 2,428.00 2,250.25 177.75 7.5% 31.25 1.3% 67% False False 265,982
60 2,428.00 2,185.75 242.25 10.2% 36.00 1.5% 76% False False 236,389
80 2,428.00 2,185.75 242.25 10.2% 34.25 1.4% 76% False False 177,346
100 2,428.00 2,185.75 242.25 10.2% 32.75 1.4% 76% False False 141,903
120 2,428.00 2,118.75 309.25 13.1% 28.50 1.2% 81% False False 118,257
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.80
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,457.25
2.618 2,425.00
1.618 2,405.25
1.000 2,393.00
0.618 2,385.50
HIGH 2,373.25
0.618 2,365.75
0.500 2,363.50
0.382 2,361.00
LOW 2,353.50
0.618 2,341.25
1.000 2,333.75
1.618 2,321.50
2.618 2,301.75
4.250 2,269.50
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 2,367.00 2,361.25
PP 2,365.25 2,353.50
S1 2,363.50 2,345.75

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

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