E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 1,250.00 1,222.75 -27.25 -2.2% 1,186.50
High 1,254.50 1,257.75 3.25 0.3% 1,281.75
Low 1,203.50 1,222.00 18.50 1.5% 1,186.50
Close 1,222.75 1,237.50 14.75 1.2% 1,256.00
Range 51.00 35.75 -15.25 -29.9% 95.25
ATR 43.91 43.33 -0.58 -1.3% 0.00
Volume 274,212 307,717 33,505 12.2% 1,765,520
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,346.25 1,327.75 1,257.25
R3 1,310.50 1,292.00 1,247.25
R2 1,274.75 1,274.75 1,244.00
R1 1,256.25 1,256.25 1,240.75 1,265.50
PP 1,239.00 1,239.00 1,239.00 1,243.75
S1 1,220.50 1,220.50 1,234.25 1,229.75
S2 1,203.25 1,203.25 1,231.00
S3 1,167.50 1,184.75 1,227.75
S4 1,131.75 1,149.00 1,217.75
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 1,203.50 78.25 6.3% 44.50 3.6% 43% False False 328,806
10 1,281.75 1,177.25 104.50 8.4% 43.50 3.5% 58% False False 346,720
20 1,281.75 1,039.50 242.25 19.6% 44.25 3.6% 82% False False 224,802
40 1,285.25 1,039.50 245.75 19.9% 42.00 3.4% 81% False False 112,547
60 1,286.50 1,039.50 247.00 20.0% 41.50 3.3% 80% False False 75,099
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 7.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,409.75
2.618 1,351.25
1.618 1,315.50
1.000 1,293.50
0.618 1,279.75
HIGH 1,257.75
0.618 1,244.00
0.500 1,240.00
0.382 1,235.75
LOW 1,222.00
0.618 1,200.00
1.000 1,186.25
1.618 1,164.25
2.618 1,128.50
4.250 1,070.00
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 1,240.00 1,240.25
PP 1,239.00 1,239.25
S1 1,238.25 1,238.50

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

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