E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 1,222.75 1,228.00 5.25 0.4% 1,186.50
High 1,257.75 1,254.75 -3.00 -0.2% 1,281.75
Low 1,222.00 1,210.00 -12.00 -1.0% 1,186.50
Close 1,237.50 1,251.00 13.50 1.1% 1,256.00
Range 35.75 44.75 9.00 25.2% 95.25
ATR 43.33 43.43 0.10 0.2% 0.00
Volume 307,717 311,992 4,275 1.4% 1,765,520
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,372.75 1,356.75 1,275.50
R3 1,328.00 1,312.00 1,263.25
R2 1,283.25 1,283.25 1,259.25
R1 1,267.25 1,267.25 1,255.00 1,275.25
PP 1,238.50 1,238.50 1,238.50 1,242.50
S1 1,222.50 1,222.50 1,247.00 1,230.50
S2 1,193.75 1,193.75 1,242.75
S3 1,149.00 1,177.75 1,238.75
S4 1,104.25 1,133.00 1,226.50
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,527.25 1,486.75 1,308.50
R3 1,432.00 1,391.50 1,282.25
R2 1,336.75 1,336.75 1,273.50
R1 1,296.25 1,296.25 1,264.75 1,316.50
PP 1,241.50 1,241.50 1,241.50 1,251.50
S1 1,201.00 1,201.00 1,247.25 1,221.25
S2 1,146.25 1,146.25 1,238.50
S3 1,051.00 1,105.75 1,229.75
S4 955.75 1,010.50 1,203.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,281.75 1,203.50 78.25 6.3% 42.25 3.4% 61% False False 336,649
10 1,281.75 1,177.25 104.50 8.4% 43.25 3.5% 71% False False 339,204
20 1,281.75 1,039.50 242.25 19.4% 45.00 3.6% 87% False False 240,372
40 1,285.25 1,039.50 245.75 19.6% 42.25 3.4% 86% False False 120,345
60 1,285.25 1,039.50 245.75 19.6% 41.75 3.3% 86% False False 80,299
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,445.00
2.618 1,372.00
1.618 1,327.25
1.000 1,299.50
0.618 1,282.50
HIGH 1,254.75
0.618 1,237.75
0.500 1,232.50
0.382 1,227.00
LOW 1,210.00
0.618 1,182.25
1.000 1,165.25
1.618 1,137.50
2.618 1,092.75
4.250 1,019.75
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 1,244.75 1,244.25
PP 1,238.50 1,237.50
S1 1,232.50 1,230.50

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

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