E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 1,238.75 1,251.25 12.50 1.0% 1,329.25
High 1,273.75 1,256.00 -17.75 -1.4% 1,366.25
Low 1,180.50 1,161.50 -19.00 -1.6% 1,161.50
Close 1,257.00 1,195.25 -61.75 -4.9% 1,195.25
Range 93.25 94.50 1.25 1.3% 204.75
ATR 97.93 97.76 -0.17 -0.2% 0.00
Volume 148 120 -28 -18.9% 554
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,487.75 1,436.00 1,247.25
R3 1,393.25 1,341.50 1,221.25
R2 1,298.75 1,298.75 1,212.50
R1 1,247.00 1,247.00 1,204.00 1,225.50
PP 1,204.25 1,204.25 1,204.25 1,193.50
S1 1,152.50 1,152.50 1,186.50 1,131.00
S2 1,109.75 1,109.75 1,178.00
S3 1,015.25 1,058.00 1,169.25
S4 920.75 963.50 1,143.25
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,855.25 1,730.00 1,307.75
R3 1,650.50 1,525.25 1,251.50
R2 1,445.75 1,445.75 1,232.75
R1 1,320.50 1,320.50 1,214.00 1,280.75
PP 1,241.00 1,241.00 1,241.00 1,221.00
S1 1,115.75 1,115.75 1,176.50 1,076.00
S2 1,036.25 1,036.25 1,157.75
S3 831.50 911.00 1,139.00
S4 626.75 706.25 1,082.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,366.25 1,161.50 204.75 17.1% 86.00 7.2% 16% False True 110
10 1,501.75 1,161.50 340.25 28.5% 109.50 9.2% 10% False True 105
20 1,660.00 1,161.50 498.50 41.7% 104.75 8.8% 7% False True 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,657.50
2.618 1,503.50
1.618 1,409.00
1.000 1,350.50
0.618 1,314.50
HIGH 1,256.00
0.618 1,220.00
0.500 1,208.75
0.382 1,197.50
LOW 1,161.50
0.618 1,103.00
1.000 1,067.00
1.618 1,008.50
2.618 914.00
4.250 760.00
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 1,208.75 1,236.50
PP 1,204.25 1,222.75
S1 1,199.75 1,209.00

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

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