E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 1,075.50 1,047.50 -28.00 -2.6% 1,107.75
High 1,086.50 1,111.25 24.75 2.3% 1,124.00
Low 1,039.50 1,044.75 5.25 0.5% 1,042.75
Close 1,046.00 1,105.00 59.00 5.6% 1,076.00
Range 47.00 66.50 19.50 41.5% 81.25
ATR 41.55 43.33 1.78 4.3% 0.00
Volume 1,784 6,044 4,260 238.8% 6,230
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,286.50 1,262.25 1,141.50
R3 1,220.00 1,195.75 1,123.25
R2 1,153.50 1,153.50 1,117.25
R1 1,129.25 1,129.25 1,111.00 1,141.50
PP 1,087.00 1,087.00 1,087.00 1,093.00
S1 1,062.75 1,062.75 1,099.00 1,075.00
S2 1,020.50 1,020.50 1,092.75
S3 954.00 996.25 1,086.75
S4 887.50 929.75 1,068.50
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,324.75 1,281.50 1,120.75
R3 1,243.50 1,200.25 1,098.25
R2 1,162.25 1,162.25 1,091.00
R1 1,119.00 1,119.00 1,083.50 1,100.00
PP 1,081.00 1,081.00 1,081.00 1,071.50
S1 1,037.75 1,037.75 1,068.50 1,018.75
S2 999.75 999.75 1,061.00
S3 918.50 956.50 1,053.75
S4 837.25 875.25 1,031.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,124.00 1,039.50 84.50 7.6% 51.25 4.6% 78% False False 2,604
10 1,183.00 1,039.50 143.50 13.0% 44.50 4.0% 46% False False 1,538
20 1,254.00 1,039.50 214.50 19.4% 40.25 3.6% 31% False False 948
40 1,285.25 1,039.50 245.75 22.2% 42.00 3.8% 27% False False 585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,394.00
2.618 1,285.25
1.618 1,218.75
1.000 1,177.75
0.618 1,152.25
HIGH 1,111.25
0.618 1,085.75
0.500 1,078.00
0.382 1,070.25
LOW 1,044.75
0.618 1,003.75
1.000 978.25
1.618 937.25
2.618 870.75
4.250 762.00
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 1,096.00 1,095.00
PP 1,087.00 1,085.25
S1 1,078.00 1,075.50

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

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