E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 1,747.50 1,719.50 -28.00 -1.6% 1,730.00
High 1,751.75 1,723.00 -28.75 -1.6% 1,779.25
Low 1,713.00 1,677.25 -35.75 -2.1% 1,723.25
Close 1,719.75 1,680.00 -39.75 -2.3% 1,752.00
Range 38.75 45.75 7.00 18.1% 56.00
ATR 29.97 31.10 1.13 3.8% 0.00
Volume 393,166 442,445 49,279 12.5% 1,595,583
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,830.75 1,801.00 1,705.25
R3 1,785.00 1,755.25 1,692.50
R2 1,739.25 1,739.25 1,688.50
R1 1,709.50 1,709.50 1,684.25 1,701.50
PP 1,693.50 1,693.50 1,693.50 1,689.50
S1 1,663.75 1,663.75 1,675.75 1,655.75
S2 1,647.75 1,647.75 1,671.50
S3 1,602.00 1,618.00 1,667.50
S4 1,556.25 1,572.25 1,654.75
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 1,778.25 1,677.25 101.00 6.0% 37.00 2.2% 3% False True 372,023
10 1,779.25 1,677.25 102.00 6.1% 33.25 2.0% 3% False True 333,008
20 1,779.25 1,649.75 129.50 7.7% 29.75 1.8% 23% False False 313,973
40 1,779.25 1,582.50 196.75 11.7% 28.25 1.7% 50% False False 257,816
60 1,779.25 1,559.25 220.00 13.1% 29.75 1.8% 55% False False 172,122
80 1,779.25 1,391.25 388.00 23.1% 28.75 1.7% 74% False False 129,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.80
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,917.50
2.618 1,842.75
1.618 1,797.00
1.000 1,768.75
0.618 1,751.25
HIGH 1,723.00
0.618 1,705.50
0.500 1,700.00
0.382 1,694.75
LOW 1,677.25
0.618 1,649.00
1.000 1,631.50
1.618 1,603.25
2.618 1,557.50
4.250 1,482.75
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 1,700.00 1,727.25
PP 1,693.50 1,711.50
S1 1,686.75 1,695.75

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

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