E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1,770.50 1,763.00 -7.50 -0.4% 1,789.50
High 1,774.00 1,801.75 27.75 1.6% 1,813.75
Low 1,755.00 1,762.25 7.25 0.4% 1,755.00
Close 1,763.50 1,791.25 27.75 1.6% 1,763.50
Range 19.00 39.50 20.50 107.9% 58.75
ATR 29.31 30.04 0.73 2.5% 0.00
Volume 356,418 225,734 -130,684 -36.7% 1,375,143
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,903.50 1,887.00 1,813.00
R3 1,864.00 1,847.50 1,802.00
R2 1,824.50 1,824.50 1,798.50
R1 1,808.00 1,808.00 1,794.75 1,816.25
PP 1,785.00 1,785.00 1,785.00 1,789.25
S1 1,768.50 1,768.50 1,787.75 1,776.75
S2 1,745.50 1,745.50 1,784.00
S3 1,706.00 1,729.00 1,780.50
S4 1,666.50 1,689.50 1,769.50
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,953.75 1,917.25 1,795.75
R3 1,895.00 1,858.50 1,779.75
R2 1,836.25 1,836.25 1,774.25
R1 1,799.75 1,799.75 1,769.00 1,788.50
PP 1,777.50 1,777.50 1,777.50 1,771.75
S1 1,741.00 1,741.00 1,758.00 1,730.00
S2 1,718.75 1,718.75 1,752.75
S3 1,660.00 1,682.25 1,747.25
S4 1,601.25 1,623.50 1,731.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,813.25 1,755.00 58.25 3.3% 28.25 1.6% 62% False False 269,478
10 1,813.75 1,755.00 58.75 3.3% 25.50 1.4% 62% False False 270,109
20 1,813.75 1,650.25 163.50 9.1% 32.00 1.8% 86% False False 324,314
40 1,813.75 1,649.75 164.00 9.2% 30.50 1.7% 86% False False 311,451
60 1,813.75 1,582.50 231.25 12.9% 29.50 1.7% 90% False False 266,082
80 1,813.75 1,559.25 254.50 14.2% 29.75 1.7% 91% False False 199,733
100 1,813.75 1,391.25 422.50 23.6% 29.00 1.6% 95% False False 159,830
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 4.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,969.50
2.618 1,905.25
1.618 1,865.75
1.000 1,841.25
0.618 1,826.25
HIGH 1,801.75
0.618 1,786.75
0.500 1,782.00
0.382 1,777.25
LOW 1,762.25
0.618 1,737.75
1.000 1,722.75
1.618 1,698.25
2.618 1,658.75
4.250 1,594.50
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1,788.25 1,787.00
PP 1,785.00 1,782.75
S1 1,782.00 1,778.50

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

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