E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 2,223.00 2,216.00 -7.00 -0.3% 2,159.50
High 2,244.00 2,227.75 -16.25 -0.7% 2,244.00
Low 2,205.25 2,149.75 -55.50 -2.5% 2,108.25
Close 2,216.75 2,169.00 -47.75 -2.2% 2,169.00
Range 38.75 78.00 39.25 101.3% 135.75
ATR 64.94 65.87 0.93 1.4% 0.00
Volume 254,052 143,368 -110,684 -43.6% 921,613
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,416.25 2,370.50 2,212.00
R3 2,338.25 2,292.50 2,190.50
R2 2,260.25 2,260.25 2,183.25
R1 2,214.50 2,214.50 2,176.25 2,198.50
PP 2,182.25 2,182.25 2,182.25 2,174.00
S1 2,136.50 2,136.50 2,161.75 2,120.50
S2 2,104.25 2,104.25 2,154.75
S3 2,026.25 2,058.50 2,147.50
S4 1,948.25 1,980.50 2,126.00
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,581.00 2,510.75 2,243.75
R3 2,445.25 2,375.00 2,206.25
R2 2,309.50 2,309.50 2,194.00
R1 2,239.25 2,239.25 2,181.50 2,274.50
PP 2,173.75 2,173.75 2,173.75 2,191.25
S1 2,103.50 2,103.50 2,156.50 2,138.50
S2 2,038.00 2,038.00 2,144.00
S3 1,902.25 1,967.75 2,131.75
S4 1,766.50 1,832.00 2,094.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,244.00 2,108.25 135.75 6.3% 61.00 2.8% 45% False False 238,651
10 2,268.25 2,080.75 187.50 8.6% 60.50 2.8% 47% False False 253,859
20 2,268.25 2,022.25 246.00 11.3% 63.50 2.9% 60% False False 277,298
40 2,435.50 1,972.25 463.25 21.4% 68.50 3.2% 42% False False 323,556
60 2,435.50 1,972.25 463.25 21.4% 59.25 2.7% 42% False False 307,329
80 2,435.50 1,972.25 463.25 21.4% 52.50 2.4% 42% False False 247,370
100 2,435.50 1,972.25 463.25 21.4% 48.00 2.2% 42% False False 197,937
120 2,435.50 1,972.25 463.25 21.4% 44.75 2.1% 42% False False 164,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.60
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,559.25
2.618 2,432.00
1.618 2,354.00
1.000 2,305.75
0.618 2,276.00
HIGH 2,227.75
0.618 2,198.00
0.500 2,188.75
0.382 2,179.50
LOW 2,149.75
0.618 2,101.50
1.000 2,071.75
1.618 2,023.50
2.618 1,945.50
4.250 1,818.25
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 2,188.75 2,197.00
PP 2,182.25 2,187.50
S1 2,175.50 2,178.25

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

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