E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 1,725.00 1,738.50 13.50 0.8% 1,668.25
High 1,733.00 1,752.25 19.25 1.1% 1,728.00
Low 1,719.25 1,736.25 17.00 1.0% 1,656.75
Close 1,724.75 1,745.75 21.00 1.2% 1,723.50
Range 13.75 16.00 2.25 16.4% 71.25
ATR 25.58 25.72 0.14 0.5% 0.00
Volume 61 21 -40 -65.6% 492
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,792.75 1,785.25 1,754.50
R3 1,776.75 1,769.25 1,750.25
R2 1,760.75 1,760.75 1,748.75
R1 1,753.25 1,753.25 1,747.25 1,757.00
PP 1,744.75 1,744.75 1,744.75 1,746.50
S1 1,737.25 1,737.25 1,744.25 1,741.00
S2 1,728.75 1,728.75 1,742.75
S3 1,712.75 1,721.25 1,741.25
S4 1,696.75 1,705.25 1,737.00
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,916.50 1,891.25 1,762.75
R3 1,845.25 1,820.00 1,743.00
R2 1,774.00 1,774.00 1,736.50
R1 1,748.75 1,748.75 1,730.00 1,761.50
PP 1,702.75 1,702.75 1,702.75 1,709.00
S1 1,677.50 1,677.50 1,717.00 1,690.00
S2 1,631.50 1,631.50 1,710.50
S3 1,560.25 1,606.25 1,704.00
S4 1,489.00 1,535.00 1,684.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,752.25 1,705.25 47.00 2.7% 18.75 1.1% 86% True False 59
10 1,752.25 1,648.25 104.00 6.0% 25.00 1.4% 94% True False 73
20 1,752.25 1,648.25 104.00 6.0% 25.25 1.4% 94% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,820.25
2.618 1,794.25
1.618 1,778.25
1.000 1,768.25
0.618 1,762.25
HIGH 1,752.25
0.618 1,746.25
0.500 1,744.25
0.382 1,742.25
LOW 1,736.25
0.618 1,726.25
1.000 1,720.25
1.618 1,710.25
2.618 1,694.25
4.250 1,668.25
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 1,745.25 1,741.75
PP 1,744.75 1,737.75
S1 1,744.25 1,733.50

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

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