E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 1,105.00 1,125.50 20.50 1.9% 1,114.25
High 1,135.75 1,167.75 32.00 2.8% 1,125.00
Low 1,105.00 1,111.75 6.75 0.6% 1,043.00
Close 1,125.00 1,164.50 39.50 3.5% 1,076.50
Range 30.75 56.00 25.25 82.1% 82.00
ATR 45.93 46.65 0.72 1.6% 0.00
Volume 418,341 420,617 2,276 0.5% 2,020,489
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,316.00 1,296.25 1,195.25
R3 1,260.00 1,240.25 1,180.00
R2 1,204.00 1,204.00 1,174.75
R1 1,184.25 1,184.25 1,169.75 1,194.00
PP 1,148.00 1,148.00 1,148.00 1,153.00
S1 1,128.25 1,128.25 1,159.25 1,138.00
S2 1,092.00 1,092.00 1,154.25
S3 1,036.00 1,072.25 1,149.00
S4 980.00 1,016.25 1,133.75
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,327.50 1,284.00 1,121.50
R3 1,245.50 1,202.00 1,099.00
R2 1,163.50 1,163.50 1,091.50
R1 1,120.00 1,120.00 1,084.00 1,100.75
PP 1,081.50 1,081.50 1,081.50 1,072.00
S1 1,038.00 1,038.00 1,069.00 1,018.75
S2 999.50 999.50 1,061.50
S3 917.50 956.00 1,054.00
S4 835.50 874.00 1,031.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,167.75 1,040.25 127.50 10.9% 50.25 4.3% 97% True False 428,586
10 1,167.75 1,040.25 127.50 10.9% 47.25 4.1% 97% True False 410,137
20 1,255.00 1,040.25 214.75 18.4% 45.00 3.9% 58% False False 390,225
40 1,286.00 1,040.25 245.75 21.1% 46.75 4.0% 51% False False 353,908
60 1,287.00 1,040.25 246.75 21.2% 43.50 3.7% 50% False False 307,626
80 1,287.00 1,021.00 266.00 22.8% 49.00 4.2% 54% False False 234,582
100 1,392.00 1,021.00 371.00 31.9% 54.75 4.7% 39% False False 187,690
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,405.75
2.618 1,314.25
1.618 1,258.25
1.000 1,223.75
0.618 1,202.25
HIGH 1,167.75
0.618 1,146.25
0.500 1,139.75
0.382 1,133.25
LOW 1,111.75
0.618 1,077.25
1.000 1,055.75
1.618 1,021.25
2.618 965.25
4.250 873.75
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 1,156.25 1,144.50
PP 1,148.00 1,124.75
S1 1,139.75 1,104.75

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

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