E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 1,791.50 1,779.50 -12.00 -0.7% 1,763.00
High 1,806.75 1,816.25 9.50 0.5% 1,816.25
Low 1,777.75 1,772.75 -5.00 -0.3% 1,750.25
Close 1,780.25 1,795.00 14.75 0.8% 1,795.00
Range 29.00 43.50 14.50 50.0% 66.00
ATR 30.17 31.13 0.95 3.2% 0.00
Volume 246,295 282,247 35,952 14.6% 1,363,223
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,925.25 1,903.50 1,819.00
R3 1,881.75 1,860.00 1,807.00
R2 1,838.25 1,838.25 1,803.00
R1 1,816.50 1,816.50 1,799.00 1,827.50
PP 1,794.75 1,794.75 1,794.75 1,800.00
S1 1,773.00 1,773.00 1,791.00 1,784.00
S2 1,751.25 1,751.25 1,787.00
S3 1,707.75 1,729.50 1,783.00
S4 1,664.25 1,686.00 1,771.00
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,985.25 1,956.00 1,831.25
R3 1,919.25 1,890.00 1,813.25
R2 1,853.25 1,853.25 1,807.00
R1 1,824.00 1,824.00 1,801.00 1,838.50
PP 1,787.25 1,787.25 1,787.25 1,794.50
S1 1,758.00 1,758.00 1,789.00 1,772.50
S2 1,721.25 1,721.25 1,783.00
S3 1,655.25 1,692.00 1,776.75
S4 1,589.25 1,626.00 1,758.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,816.25 1,750.25 66.00 3.7% 30.25 1.7% 68% True False 272,644
10 1,816.25 1,722.25 94.00 5.2% 30.75 1.7% 77% True False 259,729
20 1,816.25 1,705.00 111.25 6.2% 28.75 1.6% 81% True False 267,171
40 1,816.25 1,650.25 166.00 9.2% 30.25 1.7% 87% True False 297,476
60 1,816.25 1,649.75 166.50 9.3% 29.75 1.7% 87% True False 298,790
80 1,816.25 1,559.25 257.00 14.3% 30.00 1.7% 92% True False 224,902
100 1,816.25 1,488.00 328.25 18.3% 29.50 1.6% 94% True False 179,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,001.00
2.618 1,930.25
1.618 1,886.75
1.000 1,859.75
0.618 1,843.25
HIGH 1,816.25
0.618 1,799.75
0.500 1,794.50
0.382 1,789.25
LOW 1,772.75
0.618 1,745.75
1.000 1,729.25
1.618 1,702.25
2.618 1,658.75
4.250 1,588.00
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 1,794.75 1,794.75
PP 1,794.75 1,794.75
S1 1,794.50 1,794.50

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

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