E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	1,181.00	1,187.75	6.75	0.6%	1,199.00
High	1,200.25	1,244.75	44.50	3.7%	1,222.25
Low	1,176.25	1,185.00	8.75	0.7%	1,132.00
Close	1,185.75	1,231.25	45.50	3.8%	1,164.25
Range	24.00	59.75	35.75	149.0%	90.25
ATR	47.05	47.96	0.91	1.9%	0.00
Volume	300,366	248,889	-51,477	-17.1%	1,292,603

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,399.50	1,375.25	1,264.00
R3	1,339.75	1,315.50	1,247.75
R2	1,280.00	1,280.00	1,242.25
R1	1,255.75	1,255.75	1,236.75	1,268.00
PP	1,220.25	1,220.25	1,220.25	1,226.50
S1	1,196.00	1,196.00	1,225.75	1,208.00
S2	1,160.50	1,160.50	1,220.25
S3	1,100.75	1,136.25	1,214.75
S4	1,041.00	1,076.50	1,198.50

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,443.50	1,394.25	1,214.00
R3	1,353.25	1,304.00	1,189.00
R2	1,263.00	1,263.00	1,180.75
R1	1,213.75	1,213.75	1,172.50	1,193.25
PP	1,172.75	1,172.75	1,172.75	1,162.50
S1	1,123.50	1,123.50	1,156.00	1,103.00
S2	1,082.50	1,082.50	1,147.75
S3	992.25	1,033.25	1,139.50
S4	902.00	943.00	1,114.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,244.75	1,141.50	103.25	8.4%	48.75	4.0%	87%	True	False	310,544
10	1,244.75	1,132.00	112.75	9.2%	52.50	4.3%	88%	True	False	314,855
20	1,287.00	1,132.00	155.00	12.6%	44.75	3.6%	64%	False	False	260,554
40	1,287.00	1,093.00	194.00	15.8%	47.75	3.9%	71%	False	False	193,903
60	1,392.00	1,021.00	371.00	30.1%	54.25	4.4%	57%	False	False	129,332
80	1,565.50	1,021.00	544.50	44.2%	67.00	5.4%	39%	False	False	97,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.83
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,498.75
2.618	1,401.25
1.618	1,341.50
1.000	1,304.50
0.618	1,281.75
HIGH	1,244.75
0.618	1,222.00
0.500	1,215.00
0.382	1,207.75
LOW	1,185.00
0.618	1,148.00
1.000	1,125.25
1.618	1,088.25
2.618	1,028.50
4.250	931.00

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	1,225.75	1,219.50
PP	1,220.25	1,207.50
S1	1,215.00	1,195.75

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