E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 1,500.25 1,494.50 -5.75 -0.4% 1,434.00
High 1,517.75 1,512.00 -5.75 -0.4% 1,513.00
Low 1,473.25 1,488.25 15.00 1.0% 1,430.00
Close 1,495.75 1,492.00 -3.75 -0.3% 1,495.00
Range 44.50 23.75 -20.75 -46.6% 83.00
ATR 36.12 35.23 -0.88 -2.4% 0.00
Volume 241,128 326,638 85,510 35.5% 1,330,543
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,568.75 1,554.00 1,505.00
R3 1,545.00 1,530.25 1,498.50
R2 1,521.25 1,521.25 1,496.25
R1 1,506.50 1,506.50 1,494.25 1,502.00
PP 1,497.50 1,497.50 1,497.50 1,495.00
S1 1,482.75 1,482.75 1,489.75 1,478.25
S2 1,473.75 1,473.75 1,487.75
S3 1,450.00 1,459.00 1,485.50
S4 1,426.25 1,435.25 1,479.00
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 1,517.75 1,466.75 51.00 3.4% 31.75 2.1% 50% False False 264,313
10 1,517.75 1,411.00 106.75 7.2% 32.00 2.1% 76% False False 276,127
20 1,517.75 1,336.50 181.25 12.1% 35.25 2.4% 86% False False 289,599
40 1,517.75 1,299.75 218.00 14.6% 36.75 2.5% 88% False False 304,478
60 1,517.75 1,177.25 340.50 22.8% 38.25 2.6% 92% False False 309,563
80 1,517.75 1,039.50 478.25 32.1% 39.50 2.6% 95% False False 245,092
100 1,517.75 1,039.50 478.25 32.1% 40.00 2.7% 95% False False 196,122
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,613.00
2.618 1,574.25
1.618 1,550.50
1.000 1,535.75
0.618 1,526.75
HIGH 1,512.00
0.618 1,503.00
0.500 1,500.00
0.382 1,497.25
LOW 1,488.25
0.618 1,473.50
1.000 1,464.50
1.618 1,449.75
2.618 1,426.00
4.250 1,387.25
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 1,500.00 1,495.50
PP 1,497.50 1,494.25
S1 1,494.75 1,493.25

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

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