E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 2,237.50 2,208.75 -28.75 -1.3% 2,189.50
High 2,258.50 2,260.00 1.50 0.1% 2,258.50
Low 2,206.75 2,191.50 -15.25 -0.7% 2,174.00
Close 2,207.75 2,249.00 41.25 1.9% 2,207.75
Range 51.75 68.50 16.75 32.4% 84.50
ATR 36.13 38.44 2.31 6.4% 0.00
Volume 225,480 286,869 61,389 27.2% 1,419,885
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,439.00 2,412.50 2,286.75
R3 2,370.50 2,344.00 2,267.75
R2 2,302.00 2,302.00 2,261.50
R1 2,275.50 2,275.50 2,255.25 2,288.75
PP 2,233.50 2,233.50 2,233.50 2,240.00
S1 2,207.00 2,207.00 2,242.75 2,220.25
S2 2,165.00 2,165.00 2,236.50
S3 2,096.50 2,138.50 2,230.25
S4 2,028.00 2,070.00 2,211.25
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,467.00 2,421.75 2,254.25
R3 2,382.50 2,337.25 2,231.00
R2 2,298.00 2,298.00 2,223.25
R1 2,252.75 2,252.75 2,215.50 2,275.50
PP 2,213.50 2,213.50 2,213.50 2,224.75
S1 2,168.25 2,168.25 2,200.00 2,191.00
S2 2,129.00 2,129.00 2,192.25
S3 2,044.50 2,083.75 2,184.50
S4 1,960.00 1,999.25 2,161.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,260.00 2,191.50 68.50 3.0% 49.50 2.2% 84% True True 298,325
10 2,260.00 2,174.00 86.00 3.8% 43.75 1.9% 87% True False 310,874
20 2,376.75 2,174.00 202.75 9.0% 38.25 1.7% 37% False False 186,194
40 2,423.00 2,174.00 249.00 11.1% 35.00 1.6% 30% False False 93,211
60 2,423.00 2,174.00 249.00 11.1% 32.25 1.4% 30% False False 62,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.58
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 2,551.00
2.618 2,439.25
1.618 2,370.75
1.000 2,328.50
0.618 2,302.25
HIGH 2,260.00
0.618 2,233.75
0.500 2,225.75
0.382 2,217.75
LOW 2,191.50
0.618 2,149.25
1.000 2,123.00
1.618 2,080.75
2.618 2,012.25
4.250 1,900.50
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 2,241.25 2,241.25
PP 2,233.50 2,233.50
S1 2,225.75 2,225.75

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

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