E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	1,152.25	1,191.75	39.50	3.4%	1,076.75
High	1,192.25	1,225.25	33.00	2.8%	1,176.00
Low	1,148.25	1,180.00	31.75	2.8%	1,040.25
Close	1,191.25	1,213.75	22.50	1.9%	1,169.50
Range	44.00	45.25	1.25	2.8%	135.75
ATR	44.66	44.70	0.04	0.1%	0.00
Volume	114,924	104,635	-10,289	-9.0%	1,941,044

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,342.00	1,323.25	1,238.75
R3	1,296.75	1,278.00	1,226.25
R2	1,251.50	1,251.50	1,222.00
R1	1,232.75	1,232.75	1,218.00	1,242.00
PP	1,206.25	1,206.25	1,206.25	1,211.00
S1	1,187.50	1,187.50	1,209.50	1,197.00
S2	1,161.00	1,161.00	1,205.50
S3	1,115.75	1,142.25	1,201.25
S4	1,070.50	1,097.00	1,188.75

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	1,225.25	1,111.75	113.50	9.4%	42.00	3.5%	90%	True	False	194,765
10	1,225.25	1,040.25	185.00	15.2%	45.50	3.8%	94%	True	False	312,271
20	1,225.25	1,040.25	185.00	15.2%	45.00	3.7%	94%	True	False	348,975
40	1,286.00	1,040.25	245.75	20.2%	44.75	3.7%	71%	False	False	335,994
60	1,287.00	1,040.25	246.75	20.3%	42.75	3.5%	70%	False	False	294,826
80	1,287.00	1,021.00	266.00	21.9%	47.50	3.9%	72%	False	False	241,485
100	1,392.00	1,021.00	371.00	30.6%	53.00	4.4%	52%	False	False	193,216
120	1,719.75	1,021.00	698.75	57.6%	60.75	5.0%	28%	False	False	161,038

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	7.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,417.50
2.618	1,343.75
1.618	1,298.50
1.000	1,270.50
0.618	1,253.25
HIGH	1,225.25
0.618	1,208.00
0.500	1,202.50
0.382	1,197.25
LOW	1,180.00
0.618	1,152.00
1.000	1,134.75
1.618	1,106.75
2.618	1,061.50
4.250	987.75

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	1,210.00	1,204.00
PP	1,206.25	1,194.25
S1	1,202.50	1,184.50

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