E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 1,772.25 1,784.00 11.75 0.7% 1,661.00
High 1,792.50 1,793.50 1.00 0.1% 1,737.50
Low 1,770.75 1,768.50 -2.25 -0.1% 1,650.25
Close 1,783.75 1,773.75 -10.00 -0.6% 1,729.75
Range 21.75 25.00 3.25 14.9% 87.25
ATR 32.01 31.51 -0.50 -1.6% 0.00
Volume 255,967 288,232 32,265 12.6% 1,917,207
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,853.50 1,838.75 1,787.50
R3 1,828.50 1,813.75 1,780.50
R2 1,803.50 1,803.50 1,778.25
R1 1,788.75 1,788.75 1,776.00 1,783.50
PP 1,778.50 1,778.50 1,778.50 1,776.00
S1 1,763.75 1,763.75 1,771.50 1,758.50
S2 1,753.50 1,753.50 1,769.25
S3 1,728.50 1,738.75 1,767.00
S4 1,703.50 1,713.75 1,760.00
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 1,793.50 1,705.00 88.50 5.0% 27.25 1.5% 78% True False 289,614
10 1,793.50 1,650.25 143.25 8.1% 33.00 1.9% 86% True False 332,915
20 1,793.50 1,650.25 143.25 8.1% 34.00 1.9% 86% True False 341,056
40 1,793.50 1,649.75 143.75 8.1% 30.50 1.7% 86% True False 315,417
60 1,793.50 1,582.50 211.00 11.9% 29.75 1.7% 91% True False 234,924
80 1,793.50 1,554.50 239.00 13.5% 29.75 1.7% 92% True False 176,268
100 1,793.50 1,391.25 402.25 22.7% 29.00 1.6% 95% True False 141,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,899.75
2.618 1,859.00
1.618 1,834.00
1.000 1,818.50
0.618 1,809.00
HIGH 1,793.50
0.618 1,784.00
0.500 1,781.00
0.382 1,778.00
LOW 1,768.50
0.618 1,753.00
1.000 1,743.50
1.618 1,728.00
2.618 1,703.00
4.250 1,662.25
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 1,781.00 1,776.25
PP 1,778.50 1,775.50
S1 1,776.25 1,774.50

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

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