E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 1,189.75 1,208.50 18.75 1.6% 1,165.00
High 1,217.75 1,242.75 25.00 2.1% 1,244.75
Low 1,177.50 1,203.75 26.25 2.2% 1,146.75
Close 1,207.75 1,214.00 6.25 0.5% 1,179.25
Range 40.25 39.00 -1.25 -3.1% 98.00
ATR 46.26 45.74 -0.52 -1.1% 0.00
Volume 289,561 305,832 16,271 5.6% 1,486,223
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,337.25 1,314.50 1,235.50
R3 1,298.25 1,275.50 1,224.75
R2 1,259.25 1,259.25 1,221.25
R1 1,236.50 1,236.50 1,217.50 1,248.00
PP 1,220.25 1,220.25 1,220.25 1,225.75
S1 1,197.50 1,197.50 1,210.50 1,209.00
S2 1,181.25 1,181.25 1,206.75
S3 1,142.25 1,158.50 1,203.25
S4 1,103.25 1,119.50 1,192.50
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,484.25 1,429.75 1,233.25
R3 1,386.25 1,331.75 1,206.25
R2 1,288.25 1,288.25 1,197.25
R1 1,233.75 1,233.75 1,188.25 1,261.00
PP 1,190.25 1,190.25 1,190.25 1,204.00
S1 1,135.75 1,135.75 1,170.25 1,163.00
S2 1,092.25 1,092.25 1,161.25
S3 994.25 1,037.75 1,152.25
S4 896.25 939.75 1,125.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,242.75 1,153.50 89.25 7.4% 40.75 3.4% 68% True False 296,791
10 1,244.75 1,141.50 103.25 8.5% 44.75 3.7% 70% False False 303,667
20 1,273.25 1,132.00 141.25 11.6% 45.75 3.8% 58% False False 295,030
40 1,287.00 1,132.00 155.00 12.8% 44.25 3.6% 53% False False 230,952
60 1,321.75 1,021.00 300.75 24.8% 53.00 4.4% 64% False False 154,055
80 1,501.75 1,021.00 480.75 39.6% 63.00 5.2% 40% False False 115,571
Crabel Price Patterns
NR True
NR4 True
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 11.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,408.50
2.618 1,344.75
1.618 1,305.75
1.000 1,281.75
0.618 1,266.75
HIGH 1,242.75
0.618 1,227.75
0.500 1,223.25
0.382 1,218.75
LOW 1,203.75
0.618 1,179.75
1.000 1,164.75
1.618 1,140.75
2.618 1,101.75
4.250 1,038.00
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 1,223.25 1,208.75
PP 1,220.25 1,203.50
S1 1,217.00 1,198.00

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

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