E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 1,245.25 1,224.25 -21.00 -1.7% 1,273.00
High 1,255.00 1,227.00 -28.00 -2.2% 1,286.00
Low 1,226.00 1,179.50 -46.50 -3.8% 1,202.50
Close 1,229.25 1,182.50 -46.75 -3.8% 1,229.25
Range 29.00 47.50 18.50 63.8% 83.50
ATR 44.82 45.17 0.35 0.8% 0.00
Volume 412,704 286,592 -126,112 -30.6% 1,687,757
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,338.75 1,308.25 1,208.50
R3 1,291.25 1,260.75 1,195.50
R2 1,243.75 1,243.75 1,191.25
R1 1,213.25 1,213.25 1,186.75 1,204.75
PP 1,196.25 1,196.25 1,196.25 1,192.00
S1 1,165.75 1,165.75 1,178.25 1,157.25
S2 1,148.75 1,148.75 1,173.75
S3 1,101.25 1,118.25 1,169.50
S4 1,053.75 1,070.75 1,156.50
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,489.75 1,443.00 1,275.25
R3 1,406.25 1,359.50 1,252.25
R2 1,322.75 1,322.75 1,244.50
R1 1,276.00 1,276.00 1,237.00 1,257.50
PP 1,239.25 1,239.25 1,239.25 1,230.00
S1 1,192.50 1,192.50 1,221.50 1,174.00
S2 1,155.75 1,155.75 1,214.00
S3 1,072.25 1,109.00 1,206.25
S4 988.75 1,025.50 1,183.25
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 1,179.50 106.50 9.0% 43.75 3.7% 3% False True 327,340
10 1,286.00 1,177.50 108.50 9.2% 44.00 3.7% 5% False False 330,958
20 1,286.00 1,132.00 154.00 13.0% 47.00 4.0% 33% False False 319,368
40 1,287.00 1,132.00 155.00 13.1% 42.00 3.6% 33% False False 265,540
60 1,287.00 1,021.00 266.00 22.5% 49.25 4.2% 61% False False 199,269
80 1,392.00 1,021.00 371.00 31.4% 55.75 4.7% 44% False False 149,487
100 1,719.75 1,021.00 698.75 59.1% 64.00 5.4% 23% False False 119,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,429.00
2.618 1,351.25
1.618 1,303.75
1.000 1,274.50
0.618 1,256.25
HIGH 1,227.00
0.618 1,208.75
0.500 1,203.25
0.382 1,197.75
LOW 1,179.50
0.618 1,150.25
1.000 1,132.00
1.618 1,102.75
2.618 1,055.25
4.250 977.50
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 1,203.25 1,217.25
PP 1,196.25 1,205.75
S1 1,189.50 1,194.00

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

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