E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 1,790.25 1,786.25 -4.00 -0.2% 1,789.50
High 1,793.75 1,799.75 6.00 0.3% 1,813.75
Low 1,775.75 1,785.50 9.75 0.5% 1,755.00
Close 1,786.50 1,794.25 7.75 0.4% 1,763.50
Range 18.00 14.25 -3.75 -20.8% 58.75
ATR 29.18 28.11 -1.07 -3.7% 0.00
Volume 261,423 220,400 -41,023 -15.7% 1,375,143
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,836.00 1,829.25 1,802.00
R3 1,821.75 1,815.00 1,798.25
R2 1,807.50 1,807.50 1,796.75
R1 1,800.75 1,800.75 1,795.50 1,804.00
PP 1,793.25 1,793.25 1,793.25 1,794.75
S1 1,786.50 1,786.50 1,793.00 1,790.00
S2 1,779.00 1,779.00 1,791.75
S3 1,764.75 1,772.25 1,790.25
S4 1,750.50 1,758.00 1,786.50
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 1,802.00 1,755.00 47.00 2.6% 26.50 1.5% 84% False False 264,065
10 1,813.75 1,755.00 58.75 3.3% 24.75 1.4% 67% False False 265,026
20 1,813.75 1,650.25 163.50 9.1% 29.50 1.6% 88% False False 306,624
40 1,813.75 1,649.75 164.00 9.1% 29.50 1.6% 88% False False 310,299
60 1,813.75 1,582.50 231.25 12.9% 28.75 1.6% 92% False False 274,086
80 1,813.75 1,559.25 254.50 14.2% 29.50 1.7% 92% False False 205,748
100 1,813.75 1,391.25 422.50 23.5% 28.75 1.6% 95% False False 164,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.63
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,860.25
2.618 1,837.00
1.618 1,822.75
1.000 1,814.00
0.618 1,808.50
HIGH 1,799.75
0.618 1,794.25
0.500 1,792.50
0.382 1,791.00
LOW 1,785.50
0.618 1,776.75
1.000 1,771.25
1.618 1,762.50
2.618 1,748.25
4.250 1,725.00
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 1,793.75 1,790.25
PP 1,793.25 1,786.00
S1 1,792.50 1,782.00

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

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