E-mini NASDAQ-100 Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 2,249.50 2,211.50 -38.00 -1.7% 2,288.50
High 2,250.25 2,217.50 -32.75 -1.5% 2,299.25
Low 2,204.25 2,181.00 -23.25 -1.1% 2,218.50
Close 2,209.00 2,199.25 -9.75 -0.4% 2,221.25
Range 46.00 36.50 -9.50 -20.7% 80.75
ATR 32.89 33.15 0.26 0.8% 0.00
Volume 71,822 44,864 -26,958 -37.5% 1,044,734
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,308.75 2,290.50 2,219.25
R3 2,272.25 2,254.00 2,209.25
R2 2,235.75 2,235.75 2,206.00
R1 2,217.50 2,217.50 2,202.50 2,208.50
PP 2,199.25 2,199.25 2,199.25 2,194.75
S1 2,181.00 2,181.00 2,196.00 2,172.00
S2 2,162.75 2,162.75 2,192.50
S3 2,126.25 2,144.50 2,189.25
S4 2,089.75 2,108.00 2,179.25
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,488.50 2,435.75 2,265.75
R3 2,407.75 2,355.00 2,243.50
R2 2,327.00 2,327.00 2,236.00
R1 2,274.25 2,274.25 2,228.75 2,260.25
PP 2,246.25 2,246.25 2,246.25 2,239.50
S1 2,193.50 2,193.50 2,213.75 2,179.50
S2 2,165.50 2,165.50 2,206.50
S3 2,084.75 2,112.75 2,199.00
S4 2,004.00 2,032.00 2,176.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,256.25 2,181.00 75.25 3.4% 35.00 1.6% 24% False True 92,702
10 2,328.00 2,181.00 147.00 6.7% 32.00 1.5% 12% False True 166,040
20 2,380.75 2,181.00 199.75 9.1% 32.50 1.5% 9% False True 202,024
40 2,428.00 2,181.00 247.00 11.2% 32.00 1.5% 7% False True 242,812
60 2,428.00 2,181.00 247.00 11.2% 32.00 1.5% 7% False True 245,469
80 2,428.00 2,181.00 247.00 11.2% 35.50 1.6% 7% False True 224,947
100 2,428.00 2,181.00 247.00 11.2% 34.00 1.5% 7% False True 179,994
120 2,428.00 2,181.00 247.00 11.2% 32.75 1.5% 7% False True 150,017
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 4.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,372.50
2.618 2,313.00
1.618 2,276.50
1.000 2,254.00
0.618 2,240.00
HIGH 2,217.50
0.618 2,203.50
0.500 2,199.25
0.382 2,195.00
LOW 2,181.00
0.618 2,158.50
1.000 2,144.50
1.618 2,122.00
2.618 2,085.50
4.250 2,026.00
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 2,199.25 2,218.50
PP 2,199.25 2,212.25
S1 2,199.25 2,205.75

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

View Archives - Comment on this page... - Back to Index of Symbols