E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 2,250.00 2,218.25 -31.75 -1.4% 2,282.75
High 2,251.75 2,230.25 -21.50 -1.0% 2,296.00
Low 2,215.00 2,211.00 -4.00 -0.2% 2,215.00
Close 2,217.75 2,219.75 2.00 0.1% 2,217.75
Range 36.75 19.25 -17.50 -47.6% 81.00
ATR 31.78 30.88 -0.89 -2.8% 0.00
Volume 226,830 256,047 29,217 12.9% 355,632
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,278.00 2,268.25 2,230.25
R3 2,258.75 2,249.00 2,225.00
R2 2,239.50 2,239.50 2,223.25
R1 2,229.75 2,229.75 2,221.50 2,234.50
PP 2,220.25 2,220.25 2,220.25 2,222.75
S1 2,210.50 2,210.50 2,218.00 2,215.50
S2 2,201.00 2,201.00 2,216.25
S3 2,181.75 2,191.25 2,214.50
S4 2,162.50 2,172.00 2,209.25
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,486.00 2,432.75 2,262.25
R3 2,405.00 2,351.75 2,240.00
R2 2,324.00 2,324.00 2,232.50
R1 2,270.75 2,270.75 2,225.25 2,257.00
PP 2,243.00 2,243.00 2,243.00 2,236.00
S1 2,189.75 2,189.75 2,210.25 2,176.00
S2 2,162.00 2,162.00 2,203.00
S3 2,081.00 2,108.75 2,195.50
S4 2,000.00 2,027.75 2,173.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,284.25 2,211.00 73.25 3.3% 25.75 1.2% 12% False True 121,815
10 2,376.75 2,211.00 165.75 7.5% 33.00 1.5% 5% False True 61,514
20 2,376.75 2,211.00 165.75 7.5% 31.00 1.4% 5% False True 30,889
40 2,423.00 2,211.00 212.00 9.6% 30.75 1.4% 4% False True 15,541
60 2,423.00 2,211.00 212.00 9.6% 30.25 1.4% 4% False True 10,408
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 5.33
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,312.00
2.618 2,280.75
1.618 2,261.50
1.000 2,249.50
0.618 2,242.25
HIGH 2,230.25
0.618 2,223.00
0.500 2,220.50
0.382 2,218.25
LOW 2,211.00
0.618 2,199.00
1.000 2,191.75
1.618 2,179.75
2.618 2,160.50
4.250 2,129.25
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 2,220.50 2,237.50
PP 2,220.25 2,231.50
S1 2,220.00 2,225.50

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

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