E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 1,785.25 1,768.75 -16.50 -0.9% 1,763.00
High 1,789.75 1,792.75 3.00 0.2% 1,816.25
Low 1,760.00 1,758.75 -1.25 -0.1% 1,750.25
Close 1,768.50 1,792.50 24.00 1.4% 1,795.00
Range 29.75 34.00 4.25 14.3% 66.00
ATR 30.29 30.55 0.27 0.9% 0.00
Volume 239,154 350,189 111,035 46.4% 1,363,223
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,883.25 1,872.00 1,811.25
R3 1,849.25 1,838.00 1,801.75
R2 1,815.25 1,815.25 1,798.75
R1 1,804.00 1,804.00 1,795.50 1,809.50
PP 1,781.25 1,781.25 1,781.25 1,784.25
S1 1,770.00 1,770.00 1,789.50 1,775.50
S2 1,747.25 1,747.25 1,786.25
S3 1,713.25 1,736.00 1,783.25
S4 1,679.25 1,702.00 1,773.75
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 1,758.75 57.50 3.2% 31.25 1.7% 59% False True 305,508
10 1,816.25 1,722.25 94.00 5.2% 31.50 1.8% 75% False False 275,272
20 1,816.25 1,722.25 94.00 5.2% 28.50 1.6% 75% False False 271,927
40 1,816.25 1,650.25 166.00 9.3% 31.00 1.7% 86% False False 305,341
60 1,816.25 1,649.75 166.50 9.3% 30.00 1.7% 86% False False 302,778
80 1,816.25 1,562.75 253.50 14.1% 29.75 1.7% 91% False False 237,378
100 1,816.25 1,527.00 289.25 16.1% 29.50 1.7% 92% False False 189,965
120 1,816.25 1,391.25 425.00 23.7% 29.00 1.6% 94% False False 158,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,937.25
2.618 1,881.75
1.618 1,847.75
1.000 1,826.75
0.618 1,813.75
HIGH 1,792.75
0.618 1,779.75
0.500 1,775.75
0.382 1,771.75
LOW 1,758.75
0.618 1,737.75
1.000 1,724.75
1.618 1,703.75
2.618 1,669.75
4.250 1,614.25
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 1,787.00 1,788.00
PP 1,781.25 1,783.50
S1 1,775.75 1,779.00

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

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