E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 1,740.00 1,747.50 7.50 0.4% 1,662.50
High 1,754.50 1,754.25 -0.25 0.0% 1,730.75
Low 1,737.75 1,737.00 -0.75 0.0% 1,658.00
Close 1,747.75 1,748.50 0.75 0.0% 1,725.50
Range 16.75 17.25 0.50 3.0% 72.75
ATR 27.51 26.77 -0.73 -2.7% 0.00
Volume 218,745 279,426 60,681 27.7% 1,510,917
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,798.25 1,790.75 1,758.00
R3 1,781.00 1,773.50 1,753.25
R2 1,763.75 1,763.75 1,751.75
R1 1,756.25 1,756.25 1,750.00 1,760.00
PP 1,746.50 1,746.50 1,746.50 1,748.50
S1 1,739.00 1,739.00 1,747.00 1,742.75
S2 1,729.25 1,729.25 1,745.25
S3 1,712.00 1,721.75 1,743.75
S4 1,694.75 1,704.50 1,739.00
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,923.00 1,897.00 1,765.50
R3 1,850.25 1,824.25 1,745.50
R2 1,777.50 1,777.50 1,738.75
R1 1,751.50 1,751.50 1,732.25 1,764.50
PP 1,704.75 1,704.75 1,704.75 1,711.25
S1 1,678.75 1,678.75 1,718.75 1,691.75
S2 1,632.00 1,632.00 1,712.25
S3 1,559.25 1,606.00 1,705.50
S4 1,486.50 1,533.25 1,685.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,754.50 1,706.50 48.00 2.7% 19.00 1.1% 88% False False 236,512
10 1,754.50 1,649.75 104.75 6.0% 21.75 1.2% 94% False False 280,082
20 1,754.50 1,649.75 104.75 6.0% 27.25 1.6% 94% False False 289,779
40 1,754.50 1,582.50 172.00 9.8% 27.75 1.6% 97% False False 181,858
60 1,754.50 1,554.50 200.00 11.4% 28.50 1.6% 97% False False 121,339
80 1,754.50 1,391.25 363.25 20.8% 27.50 1.6% 98% False False 91,032
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.90
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,827.50
2.618 1,799.50
1.618 1,782.25
1.000 1,771.50
0.618 1,765.00
HIGH 1,754.25
0.618 1,747.75
0.500 1,745.50
0.382 1,743.50
LOW 1,737.00
0.618 1,726.25
1.000 1,719.75
1.618 1,709.00
2.618 1,691.75
4.250 1,663.75
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 1,747.50 1,744.75
PP 1,746.50 1,741.00
S1 1,745.50 1,737.50

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

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