E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	1,169.00	1,152.25	-16.75	-1.4%	1,076.75
High	1,182.00	1,192.25	10.25	0.9%	1,176.00
Low	1,144.00	1,148.25	4.25	0.4%	1,040.25
Close	1,153.75	1,191.25	37.50	3.3%	1,169.50
Range	38.00	44.00	6.00	15.8%	135.75
ATR	44.71	44.66	-0.05	-0.1%	0.00
Volume	109,381	114,924	5,543	5.1%	1,941,044

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,309.25	1,294.25	1,215.50
R3	1,265.25	1,250.25	1,203.25
R2	1,221.25	1,221.25	1,199.25
R1	1,206.25	1,206.25	1,195.25	1,213.75
PP	1,177.25	1,177.25	1,177.25	1,181.00
S1	1,162.25	1,162.25	1,187.25	1,169.75
S2	1,133.25	1,133.25	1,183.25
S3	1,089.25	1,118.25	1,179.25
S4	1,045.25	1,074.25	1,167.00

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,535.75	1,488.50	1,244.25
R3	1,400.00	1,352.75	1,206.75
R2	1,264.25	1,264.25	1,194.50
R1	1,217.00	1,217.00	1,182.00	1,240.50
PP	1,128.50	1,128.50	1,128.50	1,140.50
S1	1,081.25	1,081.25	1,157.00	1,105.00
S2	992.75	992.75	1,144.50
S3	857.00	945.50	1,132.25
S4	721.25	809.75	1,094.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,192.25	1,105.00	87.25	7.3%	39.00	3.3%	99%	True	False	257,506
10	1,192.25	1,040.25	152.00	12.8%	47.25	4.0%	99%	True	False	338,534
20	1,204.00	1,040.25	163.75	13.7%	44.50	3.7%	92%	False	False	362,909
40	1,286.00	1,040.25	245.75	20.6%	45.75	3.8%	61%	False	False	341,139
60	1,287.00	1,040.25	246.75	20.7%	42.75	3.6%	61%	False	False	297,996
80	1,287.00	1,021.00	266.00	22.3%	48.00	4.0%	64%	False	False	240,179
100	1,392.00	1,021.00	371.00	31.1%	53.50	4.5%	46%	False	False	192,172
120	1,719.75	1,021.00	698.75	58.7%	60.75	5.1%	24%	False	False	160,166

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,379.25
2.618	1,307.50
1.618	1,263.50
1.000	1,236.25
0.618	1,219.50
HIGH	1,192.25
0.618	1,175.50
0.500	1,170.25
0.382	1,165.00
LOW	1,148.25
0.618	1,121.00
1.000	1,104.25
1.618	1,077.00
2.618	1,033.00
4.250	961.25

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	1,184.25	1,183.50
PP	1,177.25	1,175.75
S1	1,170.25	1,168.00

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