E-mini NASDAQ-100 Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 1,470.00 1,479.00 9.00 0.6% 1,359.75
High 1,494.50 1,484.50 -10.00 -0.7% 1,442.75
Low 1,464.50 1,458.75 -5.75 -0.4% 1,342.75
Close 1,478.50 1,477.50 -1.00 -0.1% 1,435.50
Range 30.00 25.75 -4.25 -14.2% 100.00
ATR 39.07 38.12 -0.95 -2.4% 0.00
Volume 318,103 294,033 -24,070 -7.6% 1,200,801
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,550.75 1,540.00 1,491.75
R3 1,525.00 1,514.25 1,484.50
R2 1,499.25 1,499.25 1,482.25
R1 1,488.50 1,488.50 1,479.75 1,481.00
PP 1,473.50 1,473.50 1,473.50 1,470.00
S1 1,462.75 1,462.75 1,475.25 1,455.25
S2 1,447.75 1,447.75 1,472.75
S3 1,422.00 1,437.00 1,470.50
S4 1,396.25 1,411.25 1,463.25
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,707.00 1,671.25 1,490.50
R3 1,607.00 1,571.25 1,463.00
R2 1,507.00 1,507.00 1,453.75
R1 1,471.25 1,471.25 1,444.75 1,489.00
PP 1,407.00 1,407.00 1,407.00 1,416.00
S1 1,371.25 1,371.25 1,426.25 1,389.00
S2 1,307.00 1,307.00 1,417.25
S3 1,207.00 1,271.25 1,408.00
S4 1,107.00 1,171.25 1,380.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,494.50 1,389.25 105.25 7.1% 35.00 2.4% 84% False False 299,681
10 1,494.50 1,342.75 151.75 10.3% 38.25 2.6% 89% False False 301,824
20 1,494.50 1,336.50 158.00 10.7% 40.00 2.7% 89% False False 317,308
40 1,494.50 1,266.75 227.75 15.4% 37.50 2.5% 93% False False 304,888
60 1,494.50 1,039.50 455.00 30.8% 39.75 2.7% 96% False False 300,549
80 1,494.50 1,039.50 455.00 30.8% 39.50 2.7% 96% False False 225,552
100 1,494.50 1,039.50 455.00 30.8% 40.25 2.7% 96% False False 180,485
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,594.00
2.618 1,552.00
1.618 1,526.25
1.000 1,510.25
0.618 1,500.50
HIGH 1,484.50
0.618 1,474.75
0.500 1,471.50
0.382 1,468.50
LOW 1,458.75
0.618 1,442.75
1.000 1,433.00
1.618 1,417.00
2.618 1,391.25
4.250 1,349.25
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 1,475.50 1,472.50
PP 1,473.50 1,467.25
S1 1,471.50 1,462.25

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

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