E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	1,410.25	1,402.50	-7.75	-0.5%	1,352.25
High	1,428.75	1,424.25	-4.50	-0.3%	1,423.00
Low	1,397.75	1,389.25	-8.50	-0.6%	1,342.50
Close	1,404.00	1,418.25	14.25	1.0%	1,360.75
Range	31.00	35.00	4.00	12.9%	80.50
ATR	39.68	39.35	-0.33	-0.8%	0.00
Volume	374,372	301,025	-73,347	-19.6%	1,471,431

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,515.50	1,502.00	1,437.50
R3	1,480.50	1,467.00	1,428.00
R2	1,445.50	1,445.50	1,424.75
R1	1,432.00	1,432.00	1,421.50	1,438.75
PP	1,410.50	1,410.50	1,410.50	1,414.00
S1	1,397.00	1,397.00	1,415.00	1,403.75
S2	1,375.50	1,375.50	1,411.75
S3	1,340.50	1,362.00	1,408.50
S4	1,305.50	1,327.00	1,399.00

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,617.00	1,569.25	1,405.00
R3	1,536.50	1,488.75	1,383.00
R2	1,456.00	1,456.00	1,375.50
R1	1,408.25	1,408.25	1,368.25	1,432.00
PP	1,375.50	1,375.50	1,375.50	1,387.25
S1	1,327.75	1,327.75	1,353.25	1,351.50
S2	1,295.00	1,295.00	1,346.00
S3	1,214.50	1,247.25	1,338.50
S4	1,134.00	1,166.75	1,316.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,428.75	1,342.75	86.00	6.1%	41.25	2.9%	88%	False	False	310,919
10	1,428.75	1,336.50	92.25	6.5%	38.75	2.7%	89%	False	False	303,070
20	1,437.75	1,336.50	101.25	7.1%	38.75	2.7%	81%	False	False	314,528
40	1,437.75	1,210.00	227.75	16.1%	38.50	2.7%	91%	False	False	308,633
60	1,437.75	1,039.50	398.25	28.1%	40.25	2.8%	95%	False	False	280,689
80	1,437.75	1,039.50	398.25	28.1%	40.25	2.8%	95%	False	False	210,590
100	1,437.75	1,039.50	398.25	28.1%	40.25	2.8%	95%	False	False	168,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,573.00
2.618	1,516.00
1.618	1,481.00
1.000	1,459.25
0.618	1,446.00
HIGH	1,424.25
0.618	1,411.00
0.500	1,406.75
0.382	1,402.50
LOW	1,389.25
0.618	1,367.50
1.000	1,354.25
1.618	1,332.50
2.618	1,297.50
4.250	1,240.50

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	1,414.50	1,407.50
PP	1,410.50	1,396.50
S1	1,406.75	1,385.75

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