E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	1,185.25	1,178.50	-6.75	-0.6%	1,273.00
High	1,204.00	1,201.50	-2.50	-0.2%	1,286.00
Low	1,171.50	1,165.25	-6.25	-0.5%	1,202.50
Close	1,180.00	1,170.50	-9.50	-0.8%	1,229.25
Range	32.50	36.25	3.75	11.5%	83.50
ATR	44.26	43.69	-0.57	-1.3%	0.00
Volume	383,318	355,522	-27,796	-7.3%	1,687,757

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,287.75	1,265.50	1,190.50
R3	1,251.50	1,229.25	1,180.50
R2	1,215.25	1,215.25	1,177.25
R1	1,193.00	1,193.00	1,173.75	1,186.00
PP	1,179.00	1,179.00	1,179.00	1,175.50
S1	1,156.75	1,156.75	1,167.25	1,149.75
S2	1,142.75	1,142.75	1,163.75
S3	1,106.50	1,120.50	1,160.50
S4	1,070.25	1,084.25	1,150.50

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	1,255.00	1,165.25	89.75	7.7%	38.00	3.2%	6%	False	True	346,746
10	1,286.00	1,165.25	120.75	10.3%	42.75	3.7%	4%	False	True	345,303
20	1,286.00	1,141.50	144.50	12.3%	43.75	3.7%	20%	False	False	324,485
40	1,287.00	1,132.00	155.00	13.2%	42.00	3.6%	25%	False	False	269,499
60	1,287.00	1,021.00	266.00	22.7%	47.50	4.1%	56%	False	False	211,576
80	1,392.00	1,021.00	371.00	31.7%	54.25	4.6%	40%	False	False	158,719
100	1,699.00	1,021.00	678.00	57.9%	64.00	5.5%	22%	False	False	127,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,355.50
2.618	1,296.50
1.618	1,260.25
1.000	1,237.75
0.618	1,224.00
HIGH	1,201.50
0.618	1,187.75
0.500	1,183.50
0.382	1,179.00
LOW	1,165.25
0.618	1,142.75
1.000	1,129.00
1.618	1,106.50
2.618	1,070.25
4.250	1,011.25

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	1,183.50	1,196.00
PP	1,179.00	1,187.50
S1	1,174.75	1,179.00

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