E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 1,332.00 1,334.00 2.00 0.2% 1,315.50
High 1,343.50 1,341.00 -2.50 -0.2% 1,341.25
Low 1,321.50 1,310.50 -11.00 -0.8% 1,266.75
Close 1,332.00 1,324.00 -8.00 -0.6% 1,336.00
Range 22.00 30.50 8.50 38.6% 74.50
ATR 41.90 41.09 -0.81 -1.9% 0.00
Volume 268,598 193,379 -75,219 -28.0% 1,111,530
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,416.75 1,400.75 1,340.75
R3 1,386.25 1,370.25 1,332.50
R2 1,355.75 1,355.75 1,329.50
R1 1,339.75 1,339.75 1,326.75 1,332.50
PP 1,325.25 1,325.25 1,325.25 1,321.50
S1 1,309.25 1,309.25 1,321.25 1,302.00
S2 1,294.75 1,294.75 1,318.50
S3 1,264.25 1,278.75 1,315.50
S4 1,233.75 1,248.25 1,307.25
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,538.25 1,511.50 1,377.00
R3 1,463.75 1,437.00 1,356.50
R2 1,389.25 1,389.25 1,349.75
R1 1,362.50 1,362.50 1,342.75 1,376.00
PP 1,314.75 1,314.75 1,314.75 1,321.25
S1 1,288.00 1,288.00 1,329.25 1,301.50
S2 1,240.25 1,240.25 1,322.25
S3 1,165.75 1,213.50 1,315.50
S4 1,091.25 1,139.00 1,295.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,343.50 1,266.75 76.75 5.8% 37.25 2.8% 75% False False 259,538
10 1,343.50 1,210.00 133.50 10.1% 39.50 3.0% 85% False False 295,257
20 1,343.50 1,146.75 196.75 14.9% 42.00 3.2% 90% False False 324,907
40 1,343.50 1,039.50 304.00 23.0% 41.50 3.1% 94% False False 178,645
60 1,343.50 1,039.50 304.00 23.0% 41.75 3.2% 94% False False 119,176
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,470.50
2.618 1,420.75
1.618 1,390.25
1.000 1,371.50
0.618 1,359.75
HIGH 1,341.00
0.618 1,329.25
0.500 1,325.75
0.382 1,322.25
LOW 1,310.50
0.618 1,291.75
1.000 1,280.00
1.618 1,261.25
2.618 1,230.75
4.250 1,181.00
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 1,325.75 1,322.75
PP 1,325.25 1,321.50
S1 1,324.50 1,320.50

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

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