E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 1,751.00 1,747.50 -3.50 -0.2% 1,730.00
High 1,777.25 1,751.75 -25.50 -1.4% 1,779.25
Low 1,737.50 1,713.00 -24.50 -1.4% 1,723.25
Close 1,748.00 1,719.75 -28.25 -1.6% 1,752.00
Range 39.75 38.75 -1.00 -2.5% 56.00
ATR 29.29 29.97 0.68 2.3% 0.00
Volume 358,585 393,166 34,581 9.6% 1,595,583
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,844.50 1,820.75 1,741.00
R3 1,805.75 1,782.00 1,730.50
R2 1,767.00 1,767.00 1,726.75
R1 1,743.25 1,743.25 1,723.25 1,735.75
PP 1,728.25 1,728.25 1,728.25 1,724.50
S1 1,704.50 1,704.50 1,716.25 1,697.00
S2 1,689.50 1,689.50 1,712.75
S3 1,650.75 1,665.75 1,709.00
S4 1,612.00 1,627.00 1,698.50
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,919.50 1,891.75 1,782.75
R3 1,863.50 1,835.75 1,767.50
R2 1,807.50 1,807.50 1,762.25
R1 1,779.75 1,779.75 1,757.25 1,793.50
PP 1,751.50 1,751.50 1,751.50 1,758.50
S1 1,723.75 1,723.75 1,746.75 1,737.50
S2 1,695.50 1,695.50 1,741.75
S3 1,639.50 1,667.75 1,736.50
S4 1,583.50 1,611.75 1,721.25
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 1,713.00 66.25 3.9% 34.50 2.0% 10% False True 348,612
10 1,779.25 1,713.00 66.25 3.9% 30.25 1.8% 10% False True 310,638
20 1,779.25 1,649.75 129.50 7.5% 29.50 1.7% 54% False False 305,683
40 1,779.25 1,582.50 196.75 11.4% 28.50 1.7% 70% False False 246,768
60 1,779.25 1,559.25 220.00 12.8% 29.25 1.7% 73% False False 164,757
80 1,779.25 1,391.25 388.00 22.6% 28.75 1.7% 85% False False 123,624
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 8.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,916.50
2.618 1,853.25
1.618 1,814.50
1.000 1,790.50
0.618 1,775.75
HIGH 1,751.75
0.618 1,737.00
0.500 1,732.50
0.382 1,727.75
LOW 1,713.00
0.618 1,689.00
1.000 1,674.25
1.618 1,650.25
2.618 1,611.50
4.250 1,548.25
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 1,732.50 1,745.50
PP 1,728.25 1,737.00
S1 1,724.00 1,728.50

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

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