E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 2,309.75 2,326.50 16.75 0.7% 2,335.00
High 2,331.00 2,338.50 7.50 0.3% 2,342.75
Low 2,302.00 2,322.25 20.25 0.9% 2,281.00
Close 2,325.25 2,332.50 7.25 0.3% 2,332.50
Range 29.00 16.25 -12.75 -44.0% 61.75
ATR 32.55 31.39 -1.16 -3.6% 0.00
Volume 246,269 154,631 -91,638 -37.2% 1,153,740
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 2,379.75 2,372.50 2,341.50
R3 2,363.50 2,356.25 2,337.00
R2 2,347.25 2,347.25 2,335.50
R1 2,340.00 2,340.00 2,334.00 2,343.50
PP 2,331.00 2,331.00 2,331.00 2,333.00
S1 2,323.75 2,323.75 2,331.00 2,327.50
S2 2,314.75 2,314.75 2,329.50
S3 2,298.50 2,307.50 2,328.00
S4 2,282.25 2,291.25 2,323.50
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 2,504.00 2,480.00 2,366.50
R3 2,442.25 2,418.25 2,349.50
R2 2,380.50 2,380.50 2,343.75
R1 2,356.50 2,356.50 2,338.25 2,337.50
PP 2,318.75 2,318.75 2,318.75 2,309.25
S1 2,294.75 2,294.75 2,326.75 2,276.00
S2 2,257.00 2,257.00 2,321.25
S3 2,195.25 2,233.00 2,315.50
S4 2,133.50 2,171.25 2,298.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,342.75 2,281.00 61.75 2.6% 29.75 1.3% 83% False False 230,748
10 2,373.25 2,281.00 92.25 4.0% 30.25 1.3% 56% False False 261,590
20 2,428.00 2,281.00 147.00 6.3% 32.50 1.4% 35% False False 284,340
40 2,428.00 2,250.25 177.75 7.6% 31.00 1.3% 46% False False 267,990
60 2,428.00 2,185.75 242.25 10.4% 34.50 1.5% 61% False False 259,845
80 2,428.00 2,185.75 242.25 10.4% 33.75 1.5% 61% False False 194,972
100 2,428.00 2,185.75 242.25 10.4% 33.25 1.4% 61% False False 156,012
120 2,428.00 2,175.00 253.00 10.8% 30.00 1.3% 62% False False 130,017
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 8.78
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,407.50
2.618 2,381.00
1.618 2,364.75
1.000 2,354.75
0.618 2,348.50
HIGH 2,338.50
0.618 2,332.25
0.500 2,330.50
0.382 2,328.50
LOW 2,322.25
0.618 2,312.25
1.000 2,306.00
1.618 2,296.00
2.618 2,279.75
4.250 2,253.25
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 2,331.75 2,325.00
PP 2,331.00 2,317.25
S1 2,330.50 2,309.75

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

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