E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 1,107.75 1,087.00 -20.75 -1.9% 1,170.00
High 1,114.25 1,100.75 -13.50 -1.2% 1,195.00
Low 1,073.25 1,070.50 -2.75 -0.3% 1,105.75
Close 1,085.00 1,071.00 -14.00 -1.3% 1,116.00
Range 41.00 30.25 -10.75 -26.2% 89.25
ATR 40.37 39.65 -0.72 -1.8% 0.00
Volume 443 593 150 33.9% 3,717
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,171.50 1,151.50 1,087.75
R3 1,141.25 1,121.25 1,079.25
R2 1,111.00 1,111.00 1,076.50
R1 1,091.00 1,091.00 1,073.75 1,086.00
PP 1,080.75 1,080.75 1,080.75 1,078.25
S1 1,060.75 1,060.75 1,068.25 1,055.50
S2 1,050.50 1,050.50 1,065.50
S3 1,020.25 1,030.50 1,062.75
S4 990.00 1,000.25 1,054.25
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,406.75 1,350.50 1,165.00
R3 1,317.50 1,261.25 1,140.50
R2 1,228.25 1,228.25 1,132.25
R1 1,172.00 1,172.00 1,124.25 1,155.50
PP 1,139.00 1,139.00 1,139.00 1,130.50
S1 1,082.75 1,082.75 1,107.75 1,066.25
S2 1,049.75 1,049.75 1,099.75
S3 960.50 993.50 1,091.50
S4 871.25 904.25 1,067.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,183.00 1,070.50 112.50 10.5% 38.00 3.6% 0% False True 472
10 1,203.25 1,070.50 132.75 12.4% 40.00 3.7% 0% False True 520
20 1,285.25 1,070.50 214.75 20.1% 39.25 3.7% 0% False True 318
40 1,285.25 1,070.50 214.75 20.1% 40.00 3.7% 0% False True 263
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,229.25
2.618 1,180.00
1.618 1,149.75
1.000 1,131.00
0.618 1,119.50
HIGH 1,100.75
0.618 1,089.25
0.500 1,085.50
0.382 1,082.00
LOW 1,070.50
0.618 1,051.75
1.000 1,040.25
1.618 1,021.50
2.618 991.25
4.250 942.00
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 1,085.50 1,103.50
PP 1,080.75 1,092.75
S1 1,076.00 1,082.00

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

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