E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 1,206.25 1,211.00 4.75 0.4% 1,188.00
High 1,224.75 1,268.25 43.50 3.6% 1,268.25
Low 1,196.75 1,204.00 7.25 0.6% 1,156.25
Close 1,212.50 1,253.00 40.50 3.3% 1,253.00
Range 28.00 64.25 36.25 129.5% 112.00
ATR 48.35 49.48 1.14 2.3% 0.00
Volume 151,277 125,381 -25,896 -17.1% 437,433
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,434.50 1,408.00 1,288.25
R3 1,370.25 1,343.75 1,270.75
R2 1,306.00 1,306.00 1,264.75
R1 1,279.50 1,279.50 1,259.00 1,292.75
PP 1,241.75 1,241.75 1,241.75 1,248.50
S1 1,215.25 1,215.25 1,247.00 1,228.50
S2 1,177.50 1,177.50 1,241.25
S3 1,113.25 1,151.00 1,235.25
S4 1,049.00 1,086.75 1,217.75
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,561.75 1,519.50 1,314.50
R3 1,449.75 1,407.50 1,283.75
R2 1,337.75 1,337.75 1,273.50
R1 1,295.50 1,295.50 1,263.25 1,316.50
PP 1,225.75 1,225.75 1,225.75 1,236.50
S1 1,183.50 1,183.50 1,242.75 1,204.50
S2 1,113.75 1,113.75 1,232.50
S3 1,001.75 1,071.50 1,222.25
S4 889.75 959.50 1,191.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,268.25 1,156.25 112.00 8.9% 35.75 2.9% 86% True False 95,440
10 1,268.25 1,156.25 112.00 8.9% 34.75 2.8% 86% True False 160,997
20 1,268.25 1,097.00 171.25 13.7% 47.00 3.7% 91% True False 147,097
40 1,392.00 1,021.00 371.00 29.6% 59.00 4.7% 63% False False 73,653
60 1,501.75 1,021.00 480.75 38.4% 71.25 5.7% 48% False False 49,147
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 7.88
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,541.25
2.618 1,436.50
1.618 1,372.25
1.000 1,332.50
0.618 1,308.00
HIGH 1,268.25
0.618 1,243.75
0.500 1,236.00
0.382 1,228.50
LOW 1,204.00
0.618 1,164.25
1.000 1,139.75
1.618 1,100.00
2.618 1,035.75
4.250 931.00
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 1,247.50 1,242.50
PP 1,241.75 1,232.25
S1 1,236.00 1,221.75

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

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