E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 1,893.00 1,861.75 -31.25 -1.7% 1,892.25
High 1,894.00 1,895.75 1.75 0.1% 1,900.00
Low 1,854.75 1,857.50 2.75 0.1% 1,850.00
Close 1,862.25 1,889.75 27.50 1.5% 1,862.25
Range 39.25 38.25 -1.00 -2.5% 50.00
ATR 25.19 26.12 0.93 3.7% 0.00
Volume 206,039 345,081 139,042 67.5% 1,363,487
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,995.75 1,981.00 1,910.75
R3 1,957.50 1,942.75 1,900.25
R2 1,919.25 1,919.25 1,896.75
R1 1,904.50 1,904.50 1,893.25 1,912.00
PP 1,881.00 1,881.00 1,881.00 1,884.75
S1 1,866.25 1,866.25 1,886.25 1,873.50
S2 1,842.75 1,842.75 1,882.75
S3 1,804.50 1,828.00 1,879.25
S4 1,766.25 1,789.75 1,868.75
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 2,020.75 1,991.50 1,889.75
R3 1,970.75 1,941.50 1,876.00
R2 1,920.75 1,920.75 1,871.50
R1 1,891.50 1,891.50 1,866.75 1,881.00
PP 1,870.75 1,870.75 1,870.75 1,865.50
S1 1,841.50 1,841.50 1,857.75 1,831.00
S2 1,820.75 1,820.75 1,853.00
S3 1,770.75 1,791.50 1,848.50
S4 1,720.75 1,741.50 1,834.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,895.75 1,850.00 45.75 2.4% 32.25 1.7% 87% True False 287,926
10 1,900.00 1,850.00 50.00 2.6% 26.25 1.4% 80% False False 262,501
20 1,900.00 1,784.00 116.00 6.1% 23.25 1.2% 91% False False 214,174
40 1,900.00 1,719.75 180.25 9.5% 26.25 1.4% 94% False False 138,037
60 1,900.00 1,648.50 251.50 13.3% 27.75 1.5% 96% False False 92,143
80 1,900.00 1,648.25 251.75 13.3% 27.75 1.5% 96% False False 69,144
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 5.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,058.25
2.618 1,996.00
1.618 1,957.75
1.000 1,934.00
0.618 1,919.50
HIGH 1,895.75
0.618 1,881.25
0.500 1,876.50
0.382 1,872.00
LOW 1,857.50
0.618 1,833.75
1.000 1,819.25
1.618 1,795.50
2.618 1,757.25
4.250 1,695.00
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 1,885.50 1,885.00
PP 1,881.00 1,880.00
S1 1,876.50 1,875.25

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

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