E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 1,795.25 1,800.50 5.25 0.3% 1,783.25
High 1,813.25 1,802.75 -10.50 -0.6% 1,811.50
Low 1,794.75 1,774.00 -20.75 -1.2% 1,756.75
Close 1,800.00 1,785.50 -14.50 -0.8% 1,792.00
Range 18.50 28.75 10.25 55.4% 54.75
ATR 28.13 28.17 0.04 0.2% 0.00
Volume 282,377 234,924 -47,453 -16.8% 244,008
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,873.75 1,858.25 1,801.25
R3 1,845.00 1,829.50 1,793.50
R2 1,816.25 1,816.25 1,790.75
R1 1,800.75 1,800.75 1,788.25 1,794.00
PP 1,787.50 1,787.50 1,787.50 1,784.00
S1 1,772.00 1,772.00 1,782.75 1,765.50
S2 1,758.75 1,758.75 1,780.25
S3 1,730.00 1,743.25 1,777.50
S4 1,701.25 1,714.50 1,769.75
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 1,774.00 39.25 2.2% 24.00 1.3% 29% False True 232,171
10 1,813.75 1,756.75 57.00 3.2% 28.00 1.6% 50% False False 122,986
20 1,813.75 1,719.75 94.00 5.3% 29.50 1.7% 70% False False 61,901
40 1,813.75 1,648.50 165.25 9.3% 30.00 1.7% 83% False False 31,127
60 1,813.75 1,648.25 165.50 9.3% 29.25 1.6% 83% False False 20,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,925.00
2.618 1,878.00
1.618 1,849.25
1.000 1,831.50
0.618 1,820.50
HIGH 1,802.75
0.618 1,791.75
0.500 1,788.50
0.382 1,785.00
LOW 1,774.00
0.618 1,756.25
1.000 1,745.25
1.618 1,727.50
2.618 1,698.75
4.250 1,651.75
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 1,788.50 1,793.50
PP 1,787.50 1,791.00
S1 1,786.50 1,788.25

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

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