E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 1,386.00 1,344.50 -41.50 -3.0% 1,397.50
High 1,389.50 1,368.75 -20.75 -1.5% 1,437.75
Low 1,338.25 1,336.50 -1.75 -0.1% 1,375.25
Close 1,344.25 1,353.75 9.50 0.7% 1,389.50
Range 51.25 32.25 -19.00 -37.1% 62.50
ATR 39.49 38.97 -0.52 -1.3% 0.00
Volume 366,820 365,972 -848 -0.2% 1,544,867
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 1,449.75 1,434.00 1,371.50
R3 1,417.50 1,401.75 1,362.50
R2 1,385.25 1,385.25 1,359.75
R1 1,369.50 1,369.50 1,356.75 1,377.50
PP 1,353.00 1,353.00 1,353.00 1,357.00
S1 1,337.25 1,337.25 1,350.75 1,345.00
S2 1,320.75 1,320.75 1,347.75
S3 1,288.50 1,305.00 1,345.00
S4 1,256.25 1,272.75 1,336.00
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,588.25 1,551.50 1,424.00
R3 1,525.75 1,489.00 1,406.75
R2 1,463.25 1,463.25 1,401.00
R1 1,426.50 1,426.50 1,395.25 1,413.50
PP 1,400.75 1,400.75 1,400.75 1,394.50
S1 1,364.00 1,364.00 1,383.75 1,351.00
S2 1,338.25 1,338.25 1,378.00
S3 1,275.75 1,301.50 1,372.25
S4 1,213.25 1,239.00 1,355.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,410.25 1,336.50 73.75 5.4% 41.50 3.1% 23% False True 366,934
10 1,437.75 1,336.50 101.25 7.5% 37.75 2.8% 17% False True 333,673
20 1,437.75 1,299.75 138.00 10.2% 37.00 2.7% 39% False False 321,899
40 1,437.75 1,177.25 260.50 19.2% 39.25 2.9% 68% False False 319,016
60 1,437.75 1,039.50 398.25 29.4% 40.50 3.0% 79% False False 236,354
80 1,437.75 1,039.50 398.25 29.4% 40.50 3.0% 79% False False 177,327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.95
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,505.75
2.618 1,453.25
1.618 1,421.00
1.000 1,401.00
0.618 1,388.75
HIGH 1,368.75
0.618 1,356.50
0.500 1,352.50
0.382 1,348.75
LOW 1,336.50
0.618 1,316.50
1.000 1,304.25
1.618 1,284.25
2.618 1,252.00
4.250 1,199.50
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 1,353.50 1,371.50
PP 1,353.00 1,365.50
S1 1,352.50 1,359.75

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

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