E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 1,807.50 1,795.25 -12.25 -0.7% 1,783.25
High 1,812.00 1,813.25 1.25 0.1% 1,811.50
Low 1,791.50 1,794.75 3.25 0.2% 1,756.75
Close 1,795.00 1,800.00 5.00 0.3% 1,792.00
Range 20.50 18.50 -2.00 -9.8% 54.75
ATR 28.87 28.13 -0.74 -2.6% 0.00
Volume 224,192 282,377 58,185 26.0% 244,008
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,858.25 1,847.50 1,810.25
R3 1,839.75 1,829.00 1,805.00
R2 1,821.25 1,821.25 1,803.50
R1 1,810.50 1,810.50 1,801.75 1,816.00
PP 1,802.75 1,802.75 1,802.75 1,805.25
S1 1,792.00 1,792.00 1,798.25 1,797.50
S2 1,784.25 1,784.25 1,796.50
S3 1,765.75 1,773.50 1,795.00
S4 1,747.25 1,755.00 1,789.75
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,951.00 1,926.25 1,822.00
R3 1,896.25 1,871.50 1,807.00
R2 1,841.50 1,841.50 1,802.00
R1 1,816.75 1,816.75 1,797.00 1,829.00
PP 1,786.75 1,786.75 1,786.75 1,793.00
S1 1,762.00 1,762.00 1,787.00 1,774.50
S2 1,732.00 1,732.00 1,782.00
S3 1,677.25 1,707.25 1,777.00
S4 1,622.50 1,652.50 1,762.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,813.25 1,782.50 30.75 1.7% 22.50 1.3% 57% True False 195,968
10 1,813.75 1,756.75 57.00 3.2% 28.25 1.6% 76% False False 99,646
20 1,813.75 1,719.75 94.00 5.2% 29.25 1.6% 85% False False 50,186
40 1,813.75 1,648.50 165.25 9.2% 30.25 1.7% 92% False False 25,259
60 1,813.75 1,648.25 165.50 9.2% 29.25 1.6% 92% False False 16,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.58
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,892.00
2.618 1,861.75
1.618 1,843.25
1.000 1,831.75
0.618 1,824.75
HIGH 1,813.25
0.618 1,806.25
0.500 1,804.00
0.382 1,801.75
LOW 1,794.75
0.618 1,783.25
1.000 1,776.25
1.618 1,764.75
2.618 1,746.25
4.250 1,716.00
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 1,804.00 1,800.00
PP 1,802.75 1,799.75
S1 1,801.25 1,799.75

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

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