E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 1,397.00 1,386.00 -11.00 -0.8% 1,397.50
High 1,406.50 1,389.50 -17.00 -1.2% 1,437.75
Low 1,360.75 1,338.25 -22.50 -1.7% 1,375.25
Close 1,385.00 1,344.25 -40.75 -2.9% 1,389.50
Range 45.75 51.25 5.50 12.0% 62.50
ATR 38.58 39.49 0.90 2.3% 0.00
Volume 331,434 366,820 35,386 10.7% 1,544,867
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 1,511.00 1,479.00 1,372.50
R3 1,459.75 1,427.75 1,358.25
R2 1,408.50 1,408.50 1,353.75
R1 1,376.50 1,376.50 1,349.00 1,367.00
PP 1,357.25 1,357.25 1,357.25 1,352.50
S1 1,325.25 1,325.25 1,339.50 1,315.50
S2 1,306.00 1,306.00 1,334.75
S3 1,254.75 1,274.00 1,330.25
S4 1,203.50 1,222.75 1,316.00
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,588.25 1,551.50 1,424.00
R3 1,525.75 1,489.00 1,406.75
R2 1,463.25 1,463.25 1,401.00
R1 1,426.50 1,426.50 1,395.25 1,413.50
PP 1,400.75 1,400.75 1,400.75 1,394.50
S1 1,364.00 1,364.00 1,383.75 1,351.00
S2 1,338.25 1,338.25 1,378.00
S3 1,275.75 1,301.50 1,372.25
S4 1,213.25 1,239.00 1,355.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,437.75 1,338.25 99.50 7.4% 47.50 3.5% 6% False True 373,047
10 1,437.75 1,338.25 99.50 7.4% 38.75 2.9% 6% False True 325,986
20 1,437.75 1,299.75 138.00 10.3% 38.00 2.8% 32% False False 319,358
40 1,437.75 1,177.25 260.50 19.4% 39.50 2.9% 64% False False 319,545
60 1,437.75 1,039.50 398.25 29.6% 40.75 3.0% 77% False False 230,256
80 1,437.75 1,039.50 398.25 29.6% 41.25 3.1% 77% False False 172,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,607.25
2.618 1,523.75
1.618 1,472.50
1.000 1,440.75
0.618 1,421.25
HIGH 1,389.50
0.618 1,370.00
0.500 1,364.00
0.382 1,357.75
LOW 1,338.25
0.618 1,306.50
1.000 1,287.00
1.618 1,255.25
2.618 1,204.00
4.250 1,120.50
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 1,364.00 1,374.00
PP 1,357.25 1,364.00
S1 1,350.75 1,354.25

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

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