E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 1,662.50 1,674.00 11.50 0.7% 1,697.00
High 1,681.25 1,711.25 30.00 1.8% 1,732.50
Low 1,658.00 1,674.00 16.00 1.0% 1,649.75
Close 1,674.00 1,700.75 26.75 1.6% 1,662.25
Range 23.25 37.25 14.00 60.2% 82.75
ATR 30.53 31.01 0.48 1.6% 0.00
Volume 367,020 261,834 -105,186 -28.7% 1,671,596
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,807.00 1,791.25 1,721.25
R3 1,769.75 1,754.00 1,711.00
R2 1,732.50 1,732.50 1,707.50
R1 1,716.75 1,716.75 1,704.25 1,724.50
PP 1,695.25 1,695.25 1,695.25 1,699.25
S1 1,679.50 1,679.50 1,697.25 1,687.50
S2 1,658.00 1,658.00 1,694.00
S3 1,620.75 1,642.25 1,690.50
S4 1,583.50 1,605.00 1,680.25
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,929.75 1,878.75 1,707.75
R3 1,847.00 1,796.00 1,685.00
R2 1,764.25 1,764.25 1,677.50
R1 1,713.25 1,713.25 1,669.75 1,697.50
PP 1,681.50 1,681.50 1,681.50 1,673.50
S1 1,630.50 1,630.50 1,654.75 1,614.50
S2 1,598.75 1,598.75 1,647.00
S3 1,516.00 1,547.75 1,639.50
S4 1,433.25 1,465.00 1,616.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,730.00 1,649.75 80.25 4.7% 38.00 2.2% 64% False False 347,810
10 1,753.25 1,649.75 103.50 6.1% 35.25 2.1% 49% False False 319,000
20 1,753.25 1,643.25 110.00 6.5% 29.25 1.7% 52% False False 274,376
40 1,753.25 1,559.25 194.00 11.4% 30.50 1.8% 73% False False 137,744
60 1,753.25 1,436.25 317.00 18.6% 29.00 1.7% 83% False False 91,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,869.50
2.618 1,808.75
1.618 1,771.50
1.000 1,748.50
0.618 1,734.25
HIGH 1,711.25
0.618 1,697.00
0.500 1,692.50
0.382 1,688.25
LOW 1,674.00
0.618 1,651.00
1.000 1,636.75
1.618 1,613.75
2.618 1,576.50
4.250 1,515.75
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 1,698.00 1,694.00
PP 1,695.25 1,687.25
S1 1,692.50 1,680.50

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

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