E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 2,046.75 2,124.00 77.25 3.8% 2,183.75
High 2,129.25 2,147.50 18.25 0.9% 2,214.00
Low 2,037.00 2,096.25 59.25 2.9% 2,033.75
Close 2,124.00 2,139.00 15.00 0.7% 2,041.00
Range 92.25 51.25 -41.00 -44.4% 180.25
ATR 75.79 74.04 -1.75 -2.3% 0.00
Volume 273,713 270,378 -3,335 -1.2% 1,608,837
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,281.25 2,261.50 2,167.25
R3 2,230.00 2,210.25 2,153.00
R2 2,178.75 2,178.75 2,148.50
R1 2,159.00 2,159.00 2,143.75 2,169.00
PP 2,127.50 2,127.50 2,127.50 2,132.50
S1 2,107.75 2,107.75 2,134.25 2,117.50
S2 2,076.25 2,076.25 2,129.50
S3 2,025.00 2,056.50 2,125.00
S4 1,973.75 2,005.25 2,110.75
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 2,175.75 2,022.25 153.50 7.2% 79.50 3.7% 76% False False 323,447
10 2,214.00 2,022.25 191.75 9.0% 74.25 3.5% 61% False False 312,029
20 2,398.75 1,972.25 426.50 19.9% 85.25 4.0% 39% False False 398,931
40 2,435.50 1,972.25 463.25 21.7% 62.50 2.9% 36% False False 324,488
60 2,435.50 1,972.25 463.25 21.7% 54.50 2.5% 36% False False 282,338
80 2,435.50 1,972.25 463.25 21.7% 49.00 2.3% 36% False False 211,813
100 2,435.50 1,972.25 463.25 21.7% 44.50 2.1% 36% False False 169,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 15.90
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,365.25
2.618 2,281.75
1.618 2,230.50
1.000 2,198.75
0.618 2,179.25
HIGH 2,147.50
0.618 2,128.00
0.500 2,122.00
0.382 2,115.75
LOW 2,096.25
0.618 2,064.50
1.000 2,045.00
1.618 2,013.25
2.618 1,962.00
4.250 1,878.50
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 2,133.25 2,121.00
PP 2,127.50 2,103.00
S1 2,122.00 2,085.00

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

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