E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 1,808.75 1,800.50 -8.25 -0.5% 1,728.00
High 1,813.25 1,802.00 -11.25 -0.6% 1,793.50
Low 1,788.75 1,759.75 -29.00 -1.6% 1,727.50
Close 1,800.50 1,770.25 -30.25 -1.7% 1,788.25
Range 24.50 42.25 17.75 72.4% 66.00
ATR 29.17 30.11 0.93 3.2% 0.00
Volume 214,345 256,352 42,007 19.6% 1,393,308
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,904.00 1,879.50 1,793.50
R3 1,861.75 1,837.25 1,781.75
R2 1,819.50 1,819.50 1,778.00
R1 1,795.00 1,795.00 1,774.00 1,786.00
PP 1,777.25 1,777.25 1,777.25 1,773.00
S1 1,752.75 1,752.75 1,766.50 1,744.00
S2 1,735.00 1,735.00 1,762.50
S3 1,692.75 1,710.50 1,758.75
S4 1,650.50 1,668.25 1,747.00
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 1,759.75 54.00 3.1% 26.50 1.5% 19% False True 259,610
10 1,813.75 1,705.00 108.75 6.1% 27.00 1.5% 60% False False 274,612
20 1,813.75 1,650.25 163.50 9.2% 32.75 1.8% 73% False False 330,357
40 1,813.75 1,649.75 164.00 9.3% 30.50 1.7% 73% False False 313,427
60 1,813.75 1,582.50 231.25 13.1% 29.75 1.7% 81% False False 256,464
80 1,813.75 1,559.25 254.50 14.4% 29.75 1.7% 83% False False 192,479
100 1,813.75 1,391.25 422.50 23.9% 29.00 1.6% 90% False False 154,014
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 5.08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,981.50
2.618 1,912.50
1.618 1,870.25
1.000 1,844.25
0.618 1,828.00
HIGH 1,802.00
0.618 1,785.75
0.500 1,781.00
0.382 1,776.00
LOW 1,759.75
0.618 1,733.75
1.000 1,717.50
1.618 1,691.50
2.618 1,649.25
4.250 1,580.25
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 1,781.00 1,786.50
PP 1,777.25 1,781.00
S1 1,773.75 1,775.75

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

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