E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 14-Jan-2009

Day Change Summary
	Previous	Current
	13-Jan-2009	14-Jan-2009	Change	Change %	Previous Week
Open	1,206.25	1,204.00	-2.25	-0.2%	1,251.75
High	1,218.50	1,210.75	-7.75	-0.6%	1,287.00
Low	1,185.00	1,155.25	-29.75	-2.5%	1,216.00
Close	1,204.00	1,165.50	-38.50	-3.2%	1,221.50
Range	33.50	55.50	22.00	65.7%	71.00
ATR	43.87	44.70	0.83	1.9%	0.00
Volume	224,799	285,219	60,420	26.9%	1,194,923

Daily Pivots for day following 14-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,343.75	1,310.00	1,196.00
R3	1,288.25	1,254.50	1,180.75
R2	1,232.75	1,232.75	1,175.75
R1	1,199.00	1,199.00	1,170.50	1,188.00
PP	1,177.25	1,177.25	1,177.25	1,171.75
S1	1,143.50	1,143.50	1,160.50	1,132.50
S2	1,121.75	1,121.75	1,155.25
S3	1,066.25	1,088.00	1,150.25
S4	1,010.75	1,032.50	1,135.00

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,454.50	1,409.00	1,260.50
R3	1,383.50	1,338.00	1,241.00
R2	1,312.50	1,312.50	1,234.50
R1	1,267.00	1,267.00	1,228.00	1,254.25
PP	1,241.50	1,241.50	1,241.50	1,235.00
S1	1,196.00	1,196.00	1,215.00	1,183.25
S2	1,170.50	1,170.50	1,208.50
S3	1,099.50	1,125.00	1,202.00
S4	1,028.50	1,054.00	1,182.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,256.25	1,155.25	101.00	8.7%	39.75	3.4%	10%	False	True	257,853
10	1,287.00	1,155.25	131.75	11.3%	39.50	3.4%	8%	False	True	222,679
20	1,287.00	1,155.25	131.75	11.3%	37.50	3.2%	8%	False	True	210,564
40	1,287.00	1,021.00	266.00	22.8%	50.75	4.4%	54%	False	False	122,381
60	1,392.00	1,021.00	371.00	31.8%	59.50	5.1%	39%	False	False	81,627

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	7.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,446.50
2.618	1,356.00
1.618	1,300.50
1.000	1,266.25
0.618	1,245.00
HIGH	1,210.75
0.618	1,189.50
0.500	1,183.00
0.382	1,176.50
LOW	1,155.25
0.618	1,121.00
1.000	1,099.75
1.618	1,065.50
2.618	1,010.00
4.250	919.50

Fisher Pivots for day following 14-Jan-2009
Pivot	1 day	3 day
R1	1,183.00	1,190.50
PP	1,177.25	1,182.25
S1	1,171.25	1,174.00

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