E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 2,041.00 2,046.75 5.75 0.3% 2,183.75
High 2,085.50 2,129.25 43.75 2.1% 2,214.00
Low 2,022.25 2,037.00 14.75 0.7% 2,033.75
Close 2,044.00 2,124.00 80.00 3.9% 2,041.00
Range 63.25 92.25 29.00 45.8% 180.25
ATR 74.53 75.79 1.27 1.7% 0.00
Volume 254,177 273,713 19,536 7.7% 1,608,837
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,373.50 2,341.00 2,174.75
R3 2,281.25 2,248.75 2,149.25
R2 2,189.00 2,189.00 2,141.00
R1 2,156.50 2,156.50 2,132.50 2,172.75
PP 2,096.75 2,096.75 2,096.75 2,105.00
S1 2,064.25 2,064.25 2,115.50 2,080.50
S2 2,004.50 2,004.50 2,107.00
S3 1,912.25 1,972.00 2,098.75
S4 1,820.00 1,879.75 2,073.25
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,637.00 2,519.25 2,140.25
R3 2,456.75 2,339.00 2,090.50
R2 2,276.50 2,276.50 2,074.00
R1 2,158.75 2,158.75 2,057.50 2,127.50
PP 2,096.25 2,096.25 2,096.25 2,080.50
S1 1,978.50 1,978.50 2,024.50 1,947.25
S2 1,916.00 1,916.00 2,008.00
S3 1,735.75 1,798.25 1,991.50
S4 1,555.50 1,618.00 1,941.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,214.00 2,022.25 191.75 9.0% 80.75 3.8% 53% False False 323,502
10 2,214.00 2,022.25 191.75 9.0% 79.50 3.7% 53% False False 339,318
20 2,425.75 1,972.25 453.50 21.4% 86.00 4.1% 33% False False 401,840
40 2,435.50 1,972.25 463.25 21.8% 62.50 2.9% 33% False False 323,656
60 2,435.50 1,972.25 463.25 21.8% 54.50 2.6% 33% False False 277,835
80 2,435.50 1,972.25 463.25 21.8% 48.75 2.3% 33% False False 208,434
100 2,435.50 1,972.25 463.25 21.8% 44.25 2.1% 33% False False 166,787
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,521.25
2.618 2,370.75
1.618 2,278.50
1.000 2,221.50
0.618 2,186.25
HIGH 2,129.25
0.618 2,094.00
0.500 2,083.00
0.382 2,072.25
LOW 2,037.00
0.618 1,980.00
1.000 1,944.75
1.618 1,887.75
2.618 1,795.50
4.250 1,645.00
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 2,110.50 2,108.00
PP 2,096.75 2,091.75
S1 2,083.00 2,075.75

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

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