E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 1,876.00 1,865.50 -10.50 -0.6% 1,867.50
High 1,882.00 1,889.00 7.00 0.4% 1,882.00
Low 1,858.75 1,865.50 6.75 0.4% 1,858.75
Close 1,858.75 1,886.75 28.00 1.5% 1,858.75
Range 23.25 23.50 0.25 1.1% 23.25
ATR 23.87 24.32 0.46 1.9% 0.00
Volume 128,388 112,918 -15,470 -12.0% 418,616
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,951.00 1,942.25 1,899.75
R3 1,927.50 1,918.75 1,893.25
R2 1,904.00 1,904.00 1,891.00
R1 1,895.25 1,895.25 1,889.00 1,899.50
PP 1,880.50 1,880.50 1,880.50 1,882.50
S1 1,871.75 1,871.75 1,884.50 1,876.00
S2 1,857.00 1,857.00 1,882.50
S3 1,833.50 1,848.25 1,880.25
S4 1,810.00 1,824.75 1,873.75
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,936.25 1,920.75 1,871.50
R3 1,913.00 1,897.50 1,865.25
R2 1,889.75 1,889.75 1,863.00
R1 1,874.25 1,874.25 1,861.00 1,870.50
PP 1,866.50 1,866.50 1,866.50 1,864.50
S1 1,851.00 1,851.00 1,856.50 1,847.00
S2 1,843.25 1,843.25 1,854.50
S3 1,820.00 1,827.75 1,852.25
S4 1,796.75 1,804.50 1,846.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,889.00 1,858.75 30.25 1.6% 19.00 1.0% 93% True False 106,306
10 1,889.00 1,784.00 105.00 5.6% 20.00 1.1% 98% True False 165,846
20 1,889.00 1,756.75 132.25 7.0% 24.00 1.3% 98% True False 144,416
40 1,889.00 1,670.00 219.00 11.6% 26.25 1.4% 99% True False 72,525
60 1,889.00 1,648.50 240.50 12.7% 27.25 1.4% 99% True False 48,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.33
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,989.00
2.618 1,950.50
1.618 1,927.00
1.000 1,912.50
0.618 1,903.50
HIGH 1,889.00
0.618 1,880.00
0.500 1,877.25
0.382 1,874.50
LOW 1,865.50
0.618 1,851.00
1.000 1,842.00
1.618 1,827.50
2.618 1,804.00
4.250 1,765.50
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 1,883.50 1,882.50
PP 1,880.50 1,878.25
S1 1,877.25 1,874.00

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

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