E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 1,231.00 1,273.50 42.50 3.5% 1,186.50
High 1,281.75 1,277.00 -4.75 -0.4% 1,281.75
Low 1,231.00 1,248.00 17.00 1.4% 1,186.50
Close 1,273.00 1,256.00 -17.00 -1.3% 1,256.00
Range 50.75 29.00 -21.75 -42.9% 95.25
ATR 44.34 43.25 -1.10 -2.5% 0.00
Volume 402,757 386,569 -16,188 -4.0% 1,765,520
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,347.25 1,330.75 1,272.00
R3 1,318.25 1,301.75 1,264.00
R2 1,289.25 1,289.25 1,261.25
R1 1,272.75 1,272.75 1,258.75 1,266.50
PP 1,260.25 1,260.25 1,260.25 1,257.25
S1 1,243.75 1,243.75 1,253.25 1,237.50
S2 1,231.25 1,231.25 1,250.75
S3 1,202.25 1,214.75 1,248.00
S4 1,173.25 1,185.75 1,240.00
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,527.25 1,486.75 1,308.50
R3 1,432.00 1,391.50 1,282.25
R2 1,336.75 1,336.75 1,273.50
R1 1,296.25 1,296.25 1,264.75 1,316.50
PP 1,241.50 1,241.50 1,241.50 1,251.50
S1 1,201.00 1,201.00 1,247.25 1,221.25
S2 1,146.25 1,146.25 1,238.50
S3 1,051.00 1,105.75 1,229.75
S4 955.75 1,010.50 1,203.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,281.75 1,186.50 95.25 7.6% 46.25 3.7% 73% False False 353,104
10 1,281.75 1,142.25 139.50 11.1% 43.25 3.4% 82% False False 359,332
20 1,281.75 1,039.50 242.25 19.3% 43.50 3.5% 89% False False 195,744
40 1,285.25 1,039.50 245.75 19.6% 42.00 3.3% 88% False False 98,074
60 1,286.50 1,039.50 247.00 19.7% 41.50 3.3% 88% False False 65,401
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.90
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,400.25
2.618 1,353.00
1.618 1,324.00
1.000 1,306.00
0.618 1,295.00
HIGH 1,277.00
0.618 1,266.00
0.500 1,262.50
0.382 1,259.00
LOW 1,248.00
0.618 1,230.00
1.000 1,219.00
1.618 1,201.00
2.618 1,172.00
4.250 1,124.75
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 1,262.50 1,251.75
PP 1,260.25 1,247.75
S1 1,258.25 1,243.50

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

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