E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 1,621.75 1,592.75 -29.00 -1.8% 1,635.50
High 1,646.25 1,600.00 -46.25 -2.8% 1,666.00
Low 1,588.00 1,582.75 -5.25 -0.3% 1,608.25
Close 1,593.00 1,590.50 -2.50 -0.2% 1,640.25
Range 58.25 17.25 -41.00 -70.4% 57.75
ATR 32.20 31.14 -1.07 -3.3% 0.00
Volume 512 2,599 2,087 407.6% 9,086
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,642.75 1,634.00 1,600.00
R3 1,625.50 1,616.75 1,595.25
R2 1,608.25 1,608.25 1,593.75
R1 1,599.50 1,599.50 1,592.00 1,595.25
PP 1,591.00 1,591.00 1,591.00 1,589.00
S1 1,582.25 1,582.25 1,589.00 1,578.00
S2 1,573.75 1,573.75 1,587.25
S3 1,556.50 1,565.00 1,585.75
S4 1,539.25 1,547.75 1,581.00
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,811.50 1,783.50 1,672.00
R3 1,753.75 1,725.75 1,656.25
R2 1,696.00 1,696.00 1,650.75
R1 1,668.00 1,668.00 1,645.50 1,682.00
PP 1,638.25 1,638.25 1,638.25 1,645.00
S1 1,610.25 1,610.25 1,635.00 1,624.25
S2 1,580.50 1,580.50 1,629.75
S3 1,522.75 1,552.50 1,624.25
S4 1,465.00 1,494.75 1,608.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,666.00 1,582.75 83.25 5.2% 34.75 2.2% 9% False True 1,856
10 1,666.00 1,582.75 83.25 5.2% 31.25 2.0% 9% False True 1,493
20 1,666.00 1,559.25 106.75 6.7% 31.75 2.0% 29% False False 854
40 1,666.00 1,398.50 267.50 16.8% 29.00 1.8% 72% False False 554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 10.43
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1,673.25
2.618 1,645.25
1.618 1,628.00
1.000 1,617.25
0.618 1,610.75
HIGH 1,600.00
0.618 1,593.50
0.500 1,591.50
0.382 1,589.25
LOW 1,582.75
0.618 1,572.00
1.000 1,565.50
1.618 1,554.75
2.618 1,537.50
4.250 1,509.50
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 1,591.50 1,614.50
PP 1,591.00 1,606.50
S1 1,590.75 1,598.50

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

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