E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 1,185.75 1,184.75 -1.00 -0.1% 1,211.50
High 1,189.50 1,191.00 1.50 0.1% 1,223.50
Low 1,178.75 1,178.75 0.00 0.0% 1,169.50
Close 1,180.00 1,188.50 8.50 0.7% 1,188.50
Range 10.75 12.25 1.50 14.0% 54.00
ATR 55.02 51.96 -3.05 -5.6% 0.00
Volume 134,786 39,768 -95,018 -70.5% 592,067
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,222.75 1,218.00 1,195.25
R3 1,210.50 1,205.75 1,191.75
R2 1,198.25 1,198.25 1,190.75
R1 1,193.50 1,193.50 1,189.50 1,196.00
PP 1,186.00 1,186.00 1,186.00 1,187.25
S1 1,181.25 1,181.25 1,187.50 1,183.50
S2 1,173.75 1,173.75 1,186.25
S3 1,161.50 1,169.00 1,185.25
S4 1,149.25 1,156.75 1,181.75
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,355.75 1,326.25 1,218.25
R3 1,301.75 1,272.25 1,203.25
R2 1,247.75 1,247.75 1,198.50
R1 1,218.25 1,218.25 1,193.50 1,206.00
PP 1,193.75 1,193.75 1,193.75 1,187.75
S1 1,164.25 1,164.25 1,183.50 1,152.00
S2 1,139.75 1,139.75 1,178.50
S3 1,085.75 1,110.25 1,173.75
S4 1,031.75 1,056.25 1,158.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,237.75 1,169.50 68.25 5.7% 27.25 2.3% 28% False False 175,536
10 1,248.75 1,135.00 113.75 9.6% 41.75 3.5% 47% False False 246,590
20 1,254.00 1,093.00 161.00 13.5% 50.00 4.2% 59% False False 125,271
40 1,392.00 1,021.00 371.00 31.2% 59.25 5.0% 45% False False 62,727
60 1,598.00 1,021.00 577.00 48.5% 75.00 6.3% 29% False False 41,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,243.00
2.618 1,223.00
1.618 1,210.75
1.000 1,203.25
0.618 1,198.50
HIGH 1,191.00
0.618 1,186.25
0.500 1,185.00
0.382 1,183.50
LOW 1,178.75
0.618 1,171.25
1.000 1,166.50
1.618 1,159.00
2.618 1,146.75
4.250 1,126.75
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 1,187.25 1,191.50
PP 1,186.00 1,190.50
S1 1,185.00 1,189.50

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

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