E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 1,747.50 1,749.50 2.00 0.1% 1,725.00
High 1,754.25 1,758.00 3.75 0.2% 1,758.00
Low 1,737.00 1,724.75 -12.25 -0.7% 1,716.50
Close 1,748.50 1,731.50 -17.00 -1.0% 1,731.50
Range 17.25 33.25 16.00 92.8% 41.50
ATR 26.77 27.24 0.46 1.7% 0.00
Volume 279,426 260,884 -18,542 -6.6% 1,145,224
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,837.75 1,818.00 1,749.75
R3 1,804.50 1,784.75 1,740.75
R2 1,771.25 1,771.25 1,737.50
R1 1,751.50 1,751.50 1,734.50 1,744.75
PP 1,738.00 1,738.00 1,738.00 1,734.75
S1 1,718.25 1,718.25 1,728.50 1,711.50
S2 1,704.75 1,704.75 1,725.50
S3 1,671.50 1,685.00 1,722.25
S4 1,638.25 1,651.75 1,713.25
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,859.75 1,837.25 1,754.25
R3 1,818.25 1,795.75 1,743.00
R2 1,776.75 1,776.75 1,739.00
R1 1,754.25 1,754.25 1,735.25 1,765.50
PP 1,735.25 1,735.25 1,735.25 1,741.00
S1 1,712.75 1,712.75 1,727.75 1,724.00
S2 1,693.75 1,693.75 1,724.00
S3 1,652.25 1,671.25 1,720.00
S4 1,610.75 1,629.75 1,708.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,758.00 1,716.50 41.50 2.4% 21.25 1.2% 36% True False 229,044
10 1,758.00 1,658.00 100.00 5.8% 22.50 1.3% 74% True False 265,614
20 1,758.00 1,649.75 108.25 6.3% 28.00 1.6% 76% True False 285,879
40 1,758.00 1,582.50 175.50 10.1% 28.00 1.6% 85% True False 188,378
60 1,758.00 1,559.25 198.75 11.5% 28.25 1.6% 87% True False 125,678
80 1,758.00 1,391.25 366.75 21.2% 27.50 1.6% 93% True False 94,293
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 True
Bear Hook False
Bull Hook False
Stretch 5.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,899.25
2.618 1,845.00
1.618 1,811.75
1.000 1,791.25
0.618 1,778.50
HIGH 1,758.00
0.618 1,745.25
0.500 1,741.50
0.382 1,737.50
LOW 1,724.75
0.618 1,704.25
1.000 1,691.50
1.618 1,671.00
2.618 1,637.75
4.250 1,583.50
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 1,741.50 1,741.50
PP 1,738.00 1,738.00
S1 1,734.75 1,734.75

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

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