E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1,480.25 1,490.25 10.00 0.7% 1,434.00
High 1,500.25 1,509.50 9.25 0.6% 1,513.00
Low 1,466.75 1,486.50 19.75 1.3% 1,430.00
Close 1,490.50 1,500.75 10.25 0.7% 1,495.00
Range 33.50 23.00 -10.50 -31.3% 83.00
ATR 36.43 35.47 -0.96 -2.6% 0.00
Volume 289,129 260,179 -28,950 -10.0% 1,330,543
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,568.00 1,557.25 1,513.50
R3 1,545.00 1,534.25 1,507.00
R2 1,522.00 1,522.00 1,505.00
R1 1,511.25 1,511.25 1,502.75 1,516.50
PP 1,499.00 1,499.00 1,499.00 1,501.50
S1 1,488.25 1,488.25 1,498.75 1,493.50
S2 1,476.00 1,476.00 1,496.50
S3 1,453.00 1,465.25 1,494.50
S4 1,430.00 1,442.25 1,488.00
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,728.25 1,694.75 1,540.75
R3 1,645.25 1,611.75 1,517.75
R2 1,562.25 1,562.25 1,510.25
R1 1,528.75 1,528.75 1,502.50 1,545.50
PP 1,479.25 1,479.25 1,479.25 1,487.75
S1 1,445.75 1,445.75 1,487.50 1,462.50
S2 1,396.25 1,396.25 1,479.75
S3 1,313.25 1,362.75 1,472.25
S4 1,230.25 1,279.75 1,449.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,513.00 1,458.75 54.25 3.6% 27.25 1.8% 77% False False 258,033
10 1,513.00 1,389.25 123.75 8.2% 31.75 2.1% 90% False False 286,891
20 1,513.00 1,336.50 176.50 11.8% 36.75 2.5% 93% False False 296,123
40 1,513.00 1,293.50 219.50 14.6% 36.50 2.4% 94% False False 302,183
60 1,513.00 1,142.25 370.75 24.7% 38.50 2.6% 97% False False 311,901
80 1,513.00 1,039.50 473.50 31.6% 39.00 2.6% 97% False False 238,000
100 1,513.00 1,039.50 473.50 31.6% 39.75 2.6% 97% False False 190,446
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,607.25
2.618 1,569.75
1.618 1,546.75
1.000 1,532.50
0.618 1,523.75
HIGH 1,509.50
0.618 1,500.75
0.500 1,498.00
0.382 1,495.25
LOW 1,486.50
0.618 1,472.25
1.000 1,463.50
1.618 1,449.25
2.618 1,426.25
4.250 1,388.75
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1,499.75 1,497.00
PP 1,499.00 1,493.50
S1 1,498.00 1,490.00

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

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