E-mini NASDAQ-100 Future September 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 2,221.00 2,252.00 31.00 1.4% 2,159.50
High 2,278.25 2,292.50 14.25 0.6% 2,244.00
Low 2,191.75 2,245.00 53.25 2.4% 2,108.25
Close 2,252.00 2,290.00 38.00 1.7% 2,169.00
Range 86.50 47.50 -39.00 -45.1% 135.75
ATR 67.56 66.13 -1.43 -2.1% 0.00
Volume 94,261 67,959 -26,302 -27.9% 921,613
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,418.25 2,401.75 2,316.00
R3 2,370.75 2,354.25 2,303.00
R2 2,323.25 2,323.25 2,298.75
R1 2,306.75 2,306.75 2,294.25 2,315.00
PP 2,275.75 2,275.75 2,275.75 2,280.00
S1 2,259.25 2,259.25 2,285.75 2,267.50
S2 2,228.25 2,228.25 2,281.25
S3 2,180.75 2,211.75 2,277.00
S4 2,133.25 2,164.25 2,264.00
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 2,292.50 2,122.00 170.50 7.4% 69.50 3.0% 99% True False 109,107
10 2,292.50 2,108.25 184.25 8.0% 62.25 2.7% 99% True False 185,774
20 2,292.50 2,022.25 270.25 11.8% 66.00 2.9% 99% True False 243,323
40 2,435.50 1,972.25 463.25 20.2% 71.50 3.1% 69% False False 308,656
60 2,435.50 1,972.25 463.25 20.2% 61.25 2.7% 69% False False 293,625
80 2,435.50 1,972.25 463.25 20.2% 54.25 2.4% 69% False False 252,385
100 2,435.50 1,972.25 463.25 20.2% 49.50 2.2% 69% False False 201,948
120 2,435.50 1,972.25 463.25 20.2% 46.00 2.0% 69% False False 168,322
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 16.90
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,494.50
2.618 2,416.75
1.618 2,369.25
1.000 2,340.00
0.618 2,321.75
HIGH 2,292.50
0.618 2,274.25
0.500 2,268.75
0.382 2,263.25
LOW 2,245.00
0.618 2,215.75
1.000 2,197.50
1.618 2,168.25
2.618 2,120.75
4.250 2,043.00
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 2,283.00 2,270.00
PP 2,275.75 2,249.75
S1 2,268.75 2,229.50

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

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