E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 1,789.50 1,802.75 13.25 0.7% 1,728.00
High 1,813.75 1,811.75 -2.00 -0.1% 1,793.50
Low 1,787.25 1,795.25 8.00 0.4% 1,727.50
Close 1,803.50 1,808.75 5.25 0.3% 1,788.25
Range 26.50 16.50 -10.00 -37.7% 66.00
ATR 30.54 29.53 -1.00 -3.3% 0.00
Volume 253,483 294,545 41,062 16.2% 1,393,308
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,854.75 1,848.25 1,817.75
R3 1,838.25 1,831.75 1,813.25
R2 1,821.75 1,821.75 1,811.75
R1 1,815.25 1,815.25 1,810.25 1,818.50
PP 1,805.25 1,805.25 1,805.25 1,807.00
S1 1,798.75 1,798.75 1,807.25 1,802.00
S2 1,788.75 1,788.75 1,805.75
S3 1,772.25 1,782.25 1,804.25
S4 1,755.75 1,765.75 1,799.75
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,967.75 1,944.00 1,824.50
R3 1,901.75 1,878.00 1,806.50
R2 1,835.75 1,835.75 1,800.25
R1 1,812.00 1,812.00 1,794.25 1,824.00
PP 1,769.75 1,769.75 1,769.75 1,775.75
S1 1,746.00 1,746.00 1,782.25 1,758.00
S2 1,703.75 1,703.75 1,776.25
S3 1,637.75 1,680.00 1,770.00
S4 1,571.75 1,614.00 1,752.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,813.75 1,768.50 45.25 2.5% 22.50 1.2% 89% False False 274,311
10 1,813.75 1,671.50 142.25 7.9% 28.00 1.5% 96% False False 294,920
20 1,813.75 1,650.25 163.50 9.0% 32.50 1.8% 97% False False 339,166
40 1,813.75 1,649.75 164.00 9.1% 30.75 1.7% 97% False False 315,122
60 1,813.75 1,582.50 231.25 12.8% 29.50 1.6% 98% False False 248,661
80 1,813.75 1,559.25 254.50 14.1% 29.25 1.6% 98% False False 186,600
100 1,813.75 1,391.25 422.50 23.4% 28.75 1.6% 99% False False 149,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.15
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,882.00
2.618 1,855.00
1.618 1,838.50
1.000 1,828.25
0.618 1,822.00
HIGH 1,811.75
0.618 1,805.50
0.500 1,803.50
0.382 1,801.50
LOW 1,795.25
0.618 1,785.00
1.000 1,778.75
1.618 1,768.50
2.618 1,752.00
4.250 1,725.00
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 1,807.00 1,803.25
PP 1,805.25 1,797.50
S1 1,803.50 1,792.00

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

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