E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1,763.00 1,790.25 27.25 1.5% 1,789.50
High 1,801.75 1,793.75 -8.00 -0.4% 1,813.75
Low 1,762.25 1,775.75 13.50 0.8% 1,755.00
Close 1,791.25 1,786.50 -4.75 -0.3% 1,763.50
Range 39.50 18.00 -21.50 -54.4% 58.75
ATR 30.04 29.18 -0.86 -2.9% 0.00
Volume 225,734 261,423 35,689 15.8% 1,375,143
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,839.25 1,831.00 1,796.50
R3 1,821.25 1,813.00 1,791.50
R2 1,803.25 1,803.25 1,789.75
R1 1,795.00 1,795.00 1,788.25 1,790.00
PP 1,785.25 1,785.25 1,785.25 1,783.00
S1 1,777.00 1,777.00 1,784.75 1,772.00
S2 1,767.25 1,767.25 1,783.25
S3 1,749.25 1,759.00 1,781.50
S4 1,731.25 1,741.00 1,776.50
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% 28.75 1.6% 54% False False 262,854
10 1,813.75 1,755.00 58.75 3.3% 25.50 1.4% 54% False False 268,582
20 1,813.75 1,650.25 163.50 9.2% 31.00 1.7% 83% False False 317,727
40 1,813.75 1,649.75 164.00 9.2% 30.25 1.7% 83% False False 311,705
60 1,813.75 1,582.50 231.25 12.9% 29.50 1.6% 88% False False 270,421
80 1,813.75 1,559.25 254.50 14.2% 29.75 1.7% 89% False False 203,000
100 1,813.75 1,391.25 422.50 23.6% 29.00 1.6% 94% False False 162,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.70
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,870.25
2.618 1,840.75
1.618 1,822.75
1.000 1,811.75
0.618 1,804.75
HIGH 1,793.75
0.618 1,786.75
0.500 1,784.75
0.382 1,782.75
LOW 1,775.75
0.618 1,764.75
1.000 1,757.75
1.618 1,746.75
2.618 1,728.75
4.250 1,699.25
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1,786.00 1,783.75
PP 1,785.25 1,781.00
S1 1,784.75 1,778.50

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

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