E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 1,274.25 1,227.00 -47.25 -3.7% 1,181.00
High 1,286.00 1,239.75 -46.25 -3.6% 1,279.50
Low 1,221.50 1,206.50 -15.00 -1.2% 1,153.50
Close 1,232.50 1,224.50 -8.00 -0.6% 1,275.75
Range 64.50 33.25 -31.25 -48.4% 126.00
ATR 47.14 46.15 -0.99 -2.1% 0.00
Volume 218,398 423,413 205,015 93.9% 1,634,196
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,323.25 1,307.25 1,242.75
R3 1,290.00 1,274.00 1,233.75
R2 1,256.75 1,256.75 1,230.50
R1 1,240.75 1,240.75 1,227.50 1,232.00
PP 1,223.50 1,223.50 1,223.50 1,219.25
S1 1,207.50 1,207.50 1,221.50 1,199.00
S2 1,190.25 1,190.25 1,218.50
S3 1,157.00 1,174.25 1,215.25
S4 1,123.75 1,141.00 1,206.25
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,614.25 1,571.00 1,345.00
R3 1,488.25 1,445.00 1,310.50
R2 1,362.25 1,362.25 1,298.75
R1 1,319.00 1,319.00 1,287.25 1,340.50
PP 1,236.25 1,236.25 1,236.25 1,247.00
S1 1,193.00 1,193.00 1,264.25 1,214.50
S2 1,110.25 1,110.25 1,252.75
S3 984.25 1,067.00 1,241.00
S4 858.25 941.00 1,206.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,286.00 1,185.00 101.00 8.2% 47.75 3.9% 39% False False 343,859
10 1,286.00 1,153.50 132.50 10.8% 44.25 3.6% 54% False False 320,325
20 1,286.00 1,132.00 154.00 12.6% 48.25 3.9% 60% False False 317,590
40 1,287.00 1,132.00 155.00 12.7% 43.00 3.5% 60% False False 266,327
60 1,287.00 1,021.00 266.00 21.7% 50.25 4.1% 77% False False 182,701
80 1,392.00 1,021.00 371.00 30.3% 57.25 4.7% 55% False False 137,056
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 11.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,381.00
2.618 1,326.75
1.618 1,293.50
1.000 1,273.00
0.618 1,260.25
HIGH 1,239.75
0.618 1,227.00
0.500 1,223.00
0.382 1,219.25
LOW 1,206.50
0.618 1,186.00
1.000 1,173.25
1.618 1,152.75
2.618 1,119.50
4.250 1,065.25
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 1,224.00 1,246.25
PP 1,223.50 1,239.00
S1 1,223.00 1,231.75

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

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