E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1,768.75 1,791.50 22.75 1.3% 1,763.00
High 1,792.75 1,808.50 15.75 0.9% 1,816.25
Low 1,758.75 1,786.25 27.50 1.6% 1,750.25
Close 1,792.50 1,800.00 7.50 0.4% 1,795.00
Range 34.00 22.25 -11.75 -34.6% 66.00
ATR 30.55 29.96 -0.59 -1.9% 0.00
Volume 350,189 364,559 14,370 4.1% 1,363,223
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,865.00 1,854.75 1,812.25
R3 1,842.75 1,832.50 1,806.00
R2 1,820.50 1,820.50 1,804.00
R1 1,810.25 1,810.25 1,802.00 1,815.50
PP 1,798.25 1,798.25 1,798.25 1,800.75
S1 1,788.00 1,788.00 1,798.00 1,793.00
S2 1,776.00 1,776.00 1,796.00
S3 1,753.75 1,765.75 1,794.00
S4 1,731.50 1,743.50 1,787.75
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% 30.00 1.7% 72% False False 329,161
10 1,816.25 1,722.25 94.00 5.2% 32.25 1.8% 83% False False 289,687
20 1,816.25 1,722.25 94.00 5.2% 28.50 1.6% 83% False False 277,357
40 1,816.25 1,650.25 166.00 9.2% 31.00 1.7% 90% False False 308,986
60 1,816.25 1,649.75 166.50 9.3% 29.75 1.7% 90% False False 303,374
80 1,816.25 1,563.00 253.25 14.1% 29.75 1.6% 94% False False 241,933
100 1,816.25 1,544.25 272.00 15.1% 29.50 1.6% 94% False False 193,608
120 1,816.25 1,391.25 425.00 23.6% 29.00 1.6% 96% False False 161,356
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,903.00
2.618 1,866.75
1.618 1,844.50
1.000 1,830.75
0.618 1,822.25
HIGH 1,808.50
0.618 1,800.00
0.500 1,797.50
0.382 1,794.75
LOW 1,786.25
0.618 1,772.50
1.000 1,764.00
1.618 1,750.25
2.618 1,728.00
4.250 1,691.75
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1,799.00 1,794.50
PP 1,798.25 1,789.00
S1 1,797.50 1,783.50

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

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