E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 1,749.50 1,757.25 7.75 0.4% 1,725.00
High 1,773.50 1,779.25 5.75 0.3% 1,758.00
Low 1,743.50 1,746.00 2.50 0.1% 1,716.50
Close 1,758.25 1,753.25 -5.00 -0.3% 1,731.50
Range 30.00 33.25 3.25 10.8% 41.50
ATR 27.83 28.22 0.39 1.4% 0.00
Volume 270,731 325,391 54,660 20.2% 1,145,224
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,859.25 1,839.50 1,771.50
R3 1,826.00 1,806.25 1,762.50
R2 1,792.75 1,792.75 1,759.25
R1 1,773.00 1,773.00 1,756.25 1,766.25
PP 1,759.50 1,759.50 1,759.50 1,756.00
S1 1,739.75 1,739.75 1,750.25 1,733.00
S2 1,726.25 1,726.25 1,747.25
S3 1,693.00 1,706.50 1,744.00
S4 1,659.75 1,673.25 1,735.00
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 1,779.25 1,723.25 56.00 3.2% 29.50 1.7% 54% True False 293,994
10 1,779.25 1,706.50 72.75 4.1% 24.75 1.4% 64% True False 260,884
20 1,779.25 1,649.75 129.50 7.4% 29.00 1.7% 80% True False 296,018
40 1,779.25 1,582.50 196.75 11.2% 28.00 1.6% 87% True False 211,503
60 1,779.25 1,559.25 220.00 12.5% 28.50 1.6% 88% True False 141,163
80 1,779.25 1,391.25 388.00 22.1% 28.00 1.6% 93% True False 105,911
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 6.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,920.50
2.618 1,866.25
1.618 1,833.00
1.000 1,812.50
0.618 1,799.75
HIGH 1,779.25
0.618 1,766.50
0.500 1,762.50
0.382 1,758.75
LOW 1,746.00
0.618 1,725.50
1.000 1,712.75
1.618 1,692.25
2.618 1,659.00
4.250 1,604.75
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 1,762.50 1,752.50
PP 1,759.50 1,752.00
S1 1,756.50 1,751.25

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

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