E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 1,306.00 1,329.25 23.25 1.8% 1,333.75
High 1,376.00 1,366.25 -9.75 -0.7% 1,501.75
Low 1,280.50 1,296.75 16.25 1.3% 1,198.00
Close 1,316.00 1,365.00 49.00 3.7% 1,316.00
Range 95.50 69.50 -26.00 -27.2% 303.75
ATR 101.91 99.60 -2.32 -2.3% 0.00
Volume 231 67 -164 -71.0% 498
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,551.25 1,527.50 1,403.25
R3 1,481.75 1,458.00 1,384.00
R2 1,412.25 1,412.25 1,377.75
R1 1,388.50 1,388.50 1,371.25 1,400.50
PP 1,342.75 1,342.75 1,342.75 1,348.50
S1 1,319.00 1,319.00 1,358.75 1,331.00
S2 1,273.25 1,273.25 1,352.25
S3 1,203.75 1,249.50 1,346.00
S4 1,134.25 1,180.00 1,326.75
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,249.75 2,086.75 1,483.00
R3 1,946.00 1,783.00 1,399.50
R2 1,642.25 1,642.25 1,371.75
R1 1,479.25 1,479.25 1,343.75 1,409.00
PP 1,338.50 1,338.50 1,338.50 1,303.50
S1 1,175.50 1,175.50 1,288.25 1,105.00
S2 1,034.75 1,034.75 1,260.25
S3 731.00 871.75 1,232.50
S4 427.25 568.00 1,149.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,501.75 1,198.00 303.75 22.3% 119.00 8.7% 55% False False 96
10 1,501.75 1,198.00 303.75 22.3% 118.50 8.7% 55% False False 172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.80
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,661.50
2.618 1,548.25
1.618 1,478.75
1.000 1,435.75
0.618 1,409.25
HIGH 1,366.25
0.618 1,339.75
0.500 1,331.50
0.382 1,323.25
LOW 1,296.75
0.618 1,253.75
1.000 1,227.25
1.618 1,184.25
2.618 1,114.75
4.250 1,001.50
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 1,353.75 1,339.00
PP 1,342.75 1,313.00
S1 1,331.50 1,287.00

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

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