E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1,779.50 1,795.00 15.50 0.9% 1,763.00
High 1,816.25 1,799.00 -17.25 -0.9% 1,816.25
Low 1,772.75 1,779.00 6.25 0.4% 1,750.25
Close 1,795.00 1,784.00 -11.00 -0.6% 1,795.00
Range 43.50 20.00 -23.50 -54.0% 66.00
ATR 31.13 30.33 -0.79 -2.6% 0.00
Volume 282,247 409,656 127,409 45.1% 1,363,223
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,847.25 1,835.75 1,795.00
R3 1,827.25 1,815.75 1,789.50
R2 1,807.25 1,807.25 1,787.75
R1 1,795.75 1,795.75 1,785.75 1,791.50
PP 1,787.25 1,787.25 1,787.25 1,785.25
S1 1,775.75 1,775.75 1,782.25 1,771.50
S2 1,767.25 1,767.25 1,780.25
S3 1,747.25 1,755.75 1,778.50
S4 1,727.25 1,735.75 1,773.00
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 1,765.00 51.25 2.9% 29.50 1.6% 37% False False 303,243
10 1,816.25 1,722.25 94.00 5.3% 30.75 1.7% 66% False False 265,053
20 1,816.25 1,722.25 94.00 5.3% 28.25 1.6% 66% False False 270,949
40 1,816.25 1,650.25 166.00 9.3% 30.25 1.7% 81% False False 300,261
60 1,816.25 1,649.75 166.50 9.3% 29.75 1.7% 81% False False 301,834
80 1,816.25 1,559.25 257.00 14.4% 30.00 1.7% 87% False False 230,019
100 1,816.25 1,503.50 312.75 17.5% 29.50 1.6% 90% False False 184,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.00
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,884.00
2.618 1,851.25
1.618 1,831.25
1.000 1,819.00
0.618 1,811.25
HIGH 1,799.00
0.618 1,791.25
0.500 1,789.00
0.382 1,786.75
LOW 1,779.00
0.618 1,766.75
1.000 1,759.00
1.618 1,746.75
2.618 1,726.75
4.250 1,694.00
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1,789.00 1,794.50
PP 1,787.25 1,791.00
S1 1,785.75 1,787.50

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

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