E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	1,208.50	1,214.75	6.25	0.5%	1,165.00
High	1,242.75	1,249.25	6.50	0.5%	1,244.75
Low	1,203.75	1,185.00	-18.75	-1.6%	1,146.75
Close	1,214.00	1,234.50	20.50	1.7%	1,179.25
Range	39.00	64.25	25.25	64.7%	98.00
ATR	45.74	47.06	1.32	2.9%	0.00
Volume	305,832	310,950	5,118	1.7%	1,486,223

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,415.75	1,389.25	1,269.75
R3	1,351.50	1,325.00	1,252.25
R2	1,287.25	1,287.25	1,246.25
R1	1,260.75	1,260.75	1,240.50	1,274.00
PP	1,223.00	1,223.00	1,223.00	1,229.50
S1	1,196.50	1,196.50	1,228.50	1,209.75
S2	1,158.75	1,158.75	1,222.75
S3	1,094.50	1,132.25	1,216.75
S4	1,030.25	1,068.00	1,199.25

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,484.25	1,429.75	1,233.25
R3	1,386.25	1,331.75	1,206.25
R2	1,288.25	1,288.25	1,197.25
R1	1,233.75	1,233.75	1,188.25	1,261.00
PP	1,190.25	1,190.25	1,190.25	1,204.00
S1	1,135.75	1,135.75	1,170.25	1,163.00
S2	1,092.25	1,092.25	1,161.25
S3	994.25	1,037.75	1,152.25
S4	896.25	939.75	1,125.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,249.25	1,153.50	95.75	7.8%	46.50	3.8%	85%	True	False	294,850
10	1,249.25	1,141.50	107.75	8.7%	45.50	3.7%	86%	True	False	304,826
20	1,256.25	1,132.00	124.25	10.1%	46.75	3.8%	82%	False	False	297,375
40	1,287.00	1,132.00	155.00	12.6%	44.25	3.6%	66%	False	False	238,654
60	1,321.75	1,021.00	300.75	24.4%	53.25	4.3%	71%	False	False	159,233
80	1,501.75	1,021.00	480.75	38.9%	62.00	5.0%	44%	False	False	119,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.30
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,522.25
2.618	1,417.50
1.618	1,353.25
1.000	1,313.50
0.618	1,289.00
HIGH	1,249.25
0.618	1,224.75
0.500	1,217.00
0.382	1,209.50
LOW	1,185.00
0.618	1,145.25
1.000	1,120.75
1.618	1,081.00
2.618	1,016.75
4.250	912.00

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	1,228.75	1,227.50
PP	1,223.00	1,220.50
S1	1,217.00	1,213.50

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