E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 2,183.75 2,204.50 20.75 1.0% 2,145.00
High 2,211.50 2,211.25 -0.25 0.0% 2,192.50
Low 2,176.50 2,163.50 -13.00 -0.6% 1,972.25
Close 2,206.50 2,199.00 -7.50 -0.3% 2,177.50
Range 35.00 47.75 12.75 36.4% 220.25
ATR 75.53 73.54 -1.98 -2.6% 0.00
Volume 224,281 294,934 70,653 31.5% 2,703,044
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,334.50 2,314.50 2,225.25
R3 2,286.75 2,266.75 2,212.25
R2 2,239.00 2,239.00 2,207.75
R1 2,219.00 2,219.00 2,203.50 2,205.00
PP 2,191.25 2,191.25 2,191.25 2,184.25
S1 2,171.25 2,171.25 2,194.50 2,157.50
S2 2,143.50 2,143.50 2,190.25
S3 2,095.75 2,123.50 2,185.75
S4 2,048.00 2,075.75 2,172.75
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,774.75 2,696.50 2,298.75
R3 2,554.50 2,476.25 2,238.00
R2 2,334.25 2,334.25 2,218.00
R1 2,256.00 2,256.00 2,197.75 2,295.00
PP 2,114.00 2,114.00 2,114.00 2,133.75
S1 2,035.75 2,035.75 2,157.25 2,075.00
S2 1,893.75 1,893.75 2,137.00
S3 1,673.50 1,815.50 2,117.00
S4 1,453.25 1,595.25 2,056.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,211.50 2,057.50 154.00 7.0% 78.25 3.6% 92% False False 355,134
10 2,319.50 1,972.25 347.25 15.8% 101.50 4.6% 65% False False 477,060
20 2,435.50 1,972.25 463.25 21.1% 75.50 3.4% 49% False False 373,144
40 2,435.50 1,972.25 463.25 21.1% 58.50 2.7% 49% False False 320,509
60 2,435.50 1,972.25 463.25 21.1% 50.00 2.3% 49% False False 250,898
80 2,435.50 1,972.25 463.25 21.1% 44.75 2.0% 49% False False 188,226
100 2,435.50 1,972.25 463.25 21.1% 41.50 1.9% 49% False False 150,617
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 25.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,414.25
2.618 2,336.25
1.618 2,288.50
1.000 2,259.00
0.618 2,240.75
HIGH 2,211.25
0.618 2,193.00
0.500 2,187.50
0.382 2,181.75
LOW 2,163.50
0.618 2,134.00
1.000 2,115.75
1.618 2,086.25
2.618 2,038.50
4.250 1,960.50
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 2,195.00 2,187.00
PP 2,191.25 2,174.75
S1 2,187.50 2,162.75

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

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