E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1,174.75 1,075.00 -99.75 -8.5% 1,311.75
High 1,175.00 1,116.00 -59.00 -5.0% 1,321.75
Low 1,086.00 1,033.75 -52.25 -4.8% 1,111.75
Close 1,095.00 1,041.50 -53.50 -4.9% 1,158.00
Range 89.00 82.25 -6.75 -7.6% 210.00
ATR 80.11 80.27 0.15 0.2% 0.00
Volume 178 255 77 43.3% 499
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,310.50 1,258.25 1,086.75
R3 1,228.25 1,176.00 1,064.00
R2 1,146.00 1,146.00 1,056.50
R1 1,093.75 1,093.75 1,049.00 1,078.75
PP 1,063.75 1,063.75 1,063.75 1,056.25
S1 1,011.50 1,011.50 1,034.00 996.50
S2 981.50 981.50 1,026.50
S3 899.25 929.25 1,019.00
S4 817.00 847.00 996.25
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,827.25 1,702.50 1,273.50
R3 1,617.25 1,492.50 1,215.75
R2 1,407.25 1,407.25 1,196.50
R1 1,282.50 1,282.50 1,177.25 1,240.00
PP 1,197.25 1,197.25 1,197.25 1,175.75
S1 1,072.50 1,072.50 1,138.75 1,030.00
S2 987.25 987.25 1,119.50
S3 777.25 862.50 1,100.25
S4 567.25 652.50 1,042.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,240.00 1,033.75 206.25 19.8% 72.00 6.9% 4% False True 241
10 1,321.75 1,033.75 288.00 27.7% 75.50 7.2% 3% False True 178
20 1,392.00 1,033.75 358.25 34.4% 74.25 7.1% 2% False True 148
40 1,699.00 1,033.75 665.25 63.9% 88.50 8.5% 1% False True 149
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 17.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,465.50
2.618 1,331.25
1.618 1,249.00
1.000 1,198.25
0.618 1,166.75
HIGH 1,116.00
0.618 1,084.50
0.500 1,075.00
0.382 1,065.25
LOW 1,033.75
0.618 983.00
1.000 951.50
1.618 900.75
2.618 818.50
4.250 684.25
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1,075.00 1,105.00
PP 1,063.75 1,083.75
S1 1,052.50 1,062.75

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

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