E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 1,122.25 1,084.00 -38.25 -3.4% 1,114.25
High 1,122.25 1,089.50 -32.75 -2.9% 1,125.00
Low 1,072.00 1,043.00 -29.00 -2.7% 1,043.00
Close 1,083.00 1,076.50 -6.50 -0.6% 1,076.50
Range 50.25 46.50 -3.75 -7.5% 82.00
ATR 45.00 45.11 0.11 0.2% 0.00
Volume 426,573 426,158 -415 -0.1% 2,020,489
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,209.25 1,189.25 1,102.00
R3 1,162.75 1,142.75 1,089.25
R2 1,116.25 1,116.25 1,085.00
R1 1,096.25 1,096.25 1,080.75 1,083.00
PP 1,069.75 1,069.75 1,069.75 1,063.00
S1 1,049.75 1,049.75 1,072.25 1,036.50
S2 1,023.25 1,023.25 1,068.00
S3 976.75 1,003.25 1,063.75
S4 930.25 956.75 1,051.00
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,327.50 1,284.00 1,121.50
R3 1,245.50 1,202.00 1,099.00
R2 1,163.50 1,163.50 1,091.50
R1 1,120.00 1,120.00 1,084.00 1,100.75
PP 1,081.50 1,081.50 1,081.50 1,072.00
S1 1,038.00 1,038.00 1,069.00 1,018.75
S2 999.50 999.50 1,061.50
S3 917.50 956.00 1,054.00
S4 835.50 874.00 1,031.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,125.00 1,043.00 82.00 7.6% 47.25 4.4% 41% False True 404,097
10 1,196.00 1,043.00 153.00 14.2% 47.25 4.4% 22% False True 401,477
20 1,286.00 1,043.00 243.00 22.6% 43.50 4.0% 14% False True 374,804
40 1,286.00 1,043.00 243.00 22.6% 45.00 4.2% 14% False True 336,089
60 1,287.00 1,043.00 244.00 22.7% 44.00 4.1% 14% False True 284,037
80 1,321.75 1,021.00 300.75 27.9% 50.75 4.7% 18% False False 213,126
100 1,501.75 1,021.00 480.75 44.7% 58.50 5.4% 12% False False 170,524
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 10.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,287.00
2.618 1,211.25
1.618 1,164.75
1.000 1,136.00
0.618 1,118.25
HIGH 1,089.50
0.618 1,071.75
0.500 1,066.25
0.382 1,060.75
LOW 1,043.00
0.618 1,014.25
1.000 996.50
1.618 967.75
2.618 921.25
4.250 845.50
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 1,073.00 1,084.00
PP 1,069.75 1,081.50
S1 1,066.25 1,079.00

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

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