E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 1,727.50 1,733.50 6.00 0.3% 1,681.50
High 1,741.25 1,753.25 12.00 0.7% 1,730.50
Low 1,725.50 1,720.75 -4.75 -0.3% 1,665.25
Close 1,734.25 1,725.50 -8.75 -0.5% 1,721.25
Range 15.75 32.50 16.75 106.3% 65.25
ATR 26.42 26.85 0.43 1.6% 0.00
Volume 262,505 226,574 -35,931 -13.7% 1,527,215
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,830.75 1,810.50 1,743.50
R3 1,798.25 1,778.00 1,734.50
R2 1,765.75 1,765.75 1,731.50
R1 1,745.50 1,745.50 1,728.50 1,739.50
PP 1,733.25 1,733.25 1,733.25 1,730.00
S1 1,713.00 1,713.00 1,722.50 1,707.00
S2 1,700.75 1,700.75 1,719.50
S3 1,668.25 1,680.50 1,716.50
S4 1,635.75 1,648.00 1,707.50
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,901.50 1,876.50 1,757.25
R3 1,836.25 1,811.25 1,739.25
R2 1,771.00 1,771.00 1,733.25
R1 1,746.00 1,746.00 1,727.25 1,758.50
PP 1,705.75 1,705.75 1,705.75 1,712.00
S1 1,680.75 1,680.75 1,715.25 1,693.25
S2 1,640.50 1,640.50 1,709.25
S3 1,575.25 1,615.50 1,703.25
S4 1,510.00 1,550.25 1,685.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,753.25 1,706.75 46.50 2.7% 22.25 1.3% 40% True False 278,523
10 1,753.25 1,659.75 93.50 5.4% 23.25 1.3% 70% True False 251,554
20 1,753.25 1,582.50 170.75 9.9% 27.25 1.6% 84% True False 126,988
40 1,753.25 1,559.25 194.00 11.2% 28.25 1.6% 86% True False 63,735
60 1,753.25 1,391.25 362.00 21.0% 27.50 1.6% 92% True False 42,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.93
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,891.50
2.618 1,838.25
1.618 1,805.75
1.000 1,785.75
0.618 1,773.25
HIGH 1,753.25
0.618 1,740.75
0.500 1,737.00
0.382 1,733.25
LOW 1,720.75
0.618 1,700.75
1.000 1,688.25
1.618 1,668.25
2.618 1,635.75
4.250 1,582.50
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 1,737.00 1,730.00
PP 1,733.25 1,728.50
S1 1,729.25 1,727.00

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

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