E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	1,220.25	1,306.00	85.75	7.0%	1,333.75
High	1,333.50	1,376.00	42.50	3.2%	1,501.75
Low	1,198.00	1,280.50	82.50	6.9%	1,198.00
Close	1,328.50	1,316.00	-12.50	-0.9%	1,316.00
Range	135.50	95.50	-40.00	-29.5%	303.75
ATR	102.41	101.91	-0.49	-0.5%	0.00
Volume	38	231	193	507.9%	498

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,610.75	1,558.75	1,368.50
R3	1,515.25	1,463.25	1,342.25
R2	1,419.75	1,419.75	1,333.50
R1	1,367.75	1,367.75	1,324.75	1,393.75
PP	1,324.25	1,324.25	1,324.25	1,337.00
S1	1,272.25	1,272.25	1,307.25	1,298.25
S2	1,228.75	1,228.75	1,298.50
S3	1,133.25	1,176.75	1,289.75
S4	1,037.75	1,081.25	1,263.50

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,249.75	2,086.75	1,483.00
R3	1,946.00	1,783.00	1,399.50
R2	1,642.25	1,642.25	1,371.75
R1	1,479.25	1,479.25	1,343.75	1,409.00
PP	1,338.50	1,338.50	1,338.50	1,303.50
S1	1,175.50	1,175.50	1,288.25	1,105.00
S2	1,034.75	1,034.75	1,260.25
S3	731.00	871.75	1,232.50
S4	427.25	568.00	1,149.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,501.75	1,198.00	303.75	23.1%	132.75	10.1%	39%	False	False	99
10	1,501.75	1,198.00	303.75	23.1%	123.50	9.4%	39%	False	False	173

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.85
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,782.00
2.618	1,626.00
1.618	1,530.50
1.000	1,471.50
0.618	1,435.00
HIGH	1,376.00
0.618	1,339.50
0.500	1,328.25
0.382	1,317.00
LOW	1,280.50
0.618	1,221.50
1.000	1,185.00
1.618	1,126.00
2.618	1,030.50
4.250	874.50

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	1,328.25	1,308.25
PP	1,324.25	1,300.50
S1	1,320.00	1,293.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols