E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 2,355.00 2,370.00 15.00 0.6% 2,208.75
High 2,372.00 2,380.75 8.75 0.4% 2,360.75
Low 2,351.50 2,358.50 7.00 0.3% 2,191.50
Close 2,372.00 2,375.25 3.25 0.1% 2,355.25
Range 20.50 22.25 1.75 8.5% 169.25
ATR 36.92 35.87 -1.05 -2.8% 0.00
Volume 238,609 257,899 19,290 8.1% 1,217,209
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,438.25 2,429.00 2,387.50
R3 2,416.00 2,406.75 2,381.25
R2 2,393.75 2,393.75 2,379.25
R1 2,384.50 2,384.50 2,377.25 2,389.00
PP 2,371.50 2,371.50 2,371.50 2,373.75
S1 2,362.25 2,362.25 2,373.25 2,367.00
S2 2,349.25 2,349.25 2,371.25
S3 2,327.00 2,340.00 2,369.25
S4 2,304.75 2,317.75 2,363.00
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,810.25 2,752.00 2,448.25
R3 2,641.00 2,582.75 2,401.75
R2 2,471.75 2,471.75 2,386.25
R1 2,413.50 2,413.50 2,370.75 2,442.50
PP 2,302.50 2,302.50 2,302.50 2,317.00
S1 2,244.25 2,244.25 2,339.75 2,273.50
S2 2,133.25 2,133.25 2,324.25
S3 1,964.00 2,075.00 2,308.75
S4 1,794.75 1,905.75 2,262.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,380.75 2,274.75 106.00 4.5% 29.75 1.3% 95% True False 237,950
10 2,380.75 2,191.50 189.25 8.0% 38.75 1.6% 97% True False 257,848
20 2,380.75 2,174.00 206.75 8.7% 37.00 1.6% 97% True False 256,677
40 2,411.50 2,174.00 237.50 10.0% 35.00 1.5% 85% False False 128,849
60 2,423.00 2,174.00 249.00 10.5% 32.50 1.4% 81% False False 85,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,475.25
2.618 2,439.00
1.618 2,416.75
1.000 2,403.00
0.618 2,394.50
HIGH 2,380.75
0.618 2,372.25
0.500 2,369.50
0.382 2,367.00
LOW 2,358.50
0.618 2,344.75
1.000 2,336.25
1.618 2,322.50
2.618 2,300.25
4.250 2,264.00
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 2,373.50 2,366.50
PP 2,371.50 2,357.50
S1 2,369.50 2,348.75

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

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