E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 1,766.00 1,772.25 6.25 0.4% 1,661.00
High 1,776.50 1,792.50 16.00 0.9% 1,737.50
Low 1,759.00 1,770.75 11.75 0.7% 1,650.25
Close 1,772.50 1,783.75 11.25 0.6% 1,729.75
Range 17.50 21.75 4.25 24.3% 87.25
ATR 32.80 32.01 -0.79 -2.4% 0.00
Volume 276,685 255,967 -20,718 -7.5% 1,917,207
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,847.50 1,837.50 1,795.75
R3 1,825.75 1,815.75 1,789.75
R2 1,804.00 1,804.00 1,787.75
R1 1,794.00 1,794.00 1,785.75 1,799.00
PP 1,782.25 1,782.25 1,782.25 1,785.00
S1 1,772.25 1,772.25 1,781.75 1,777.25
S2 1,760.50 1,760.50 1,779.75
S3 1,738.75 1,750.50 1,777.75
S4 1,717.00 1,728.75 1,771.75
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,967.50 1,936.00 1,777.75
R3 1,880.25 1,848.75 1,753.75
R2 1,793.00 1,793.00 1,745.75
R1 1,761.50 1,761.50 1,737.75 1,777.25
PP 1,705.75 1,705.75 1,705.75 1,713.75
S1 1,674.25 1,674.25 1,721.75 1,690.00
S2 1,618.50 1,618.50 1,713.75
S3 1,531.25 1,587.00 1,705.75
S4 1,444.00 1,499.75 1,681.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,792.50 1,671.50 121.00 6.8% 32.50 1.8% 93% True False 301,992
10 1,792.50 1,650.25 142.25 8.0% 34.00 1.9% 94% True False 348,223
20 1,792.50 1,650.25 142.25 8.0% 33.50 1.9% 94% True False 340,616
40 1,792.50 1,649.75 142.75 8.0% 30.50 1.7% 94% True False 316,383
60 1,792.50 1,563.00 229.50 12.9% 30.00 1.7% 96% True False 230,125
80 1,792.50 1,544.25 248.25 13.9% 29.75 1.7% 96% True False 172,671
100 1,792.50 1,391.25 401.25 22.5% 29.00 1.6% 98% True False 138,155
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 6.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,885.00
2.618 1,849.50
1.618 1,827.75
1.000 1,814.25
0.618 1,806.00
HIGH 1,792.50
0.618 1,784.25
0.500 1,781.50
0.382 1,779.00
LOW 1,770.75
0.618 1,757.25
1.000 1,749.00
1.618 1,735.50
2.618 1,713.75
4.250 1,678.25
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 1,783.00 1,775.75
PP 1,782.25 1,768.00
S1 1,781.50 1,760.00

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

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