E-mini NASDAQ-100 Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 1,413.75 1,418.50 4.75 0.3% 1,442.75
High 1,426.50 1,446.75 20.25 1.4% 1,446.75
Low 1,402.75 1,399.50 -3.25 -0.2% 1,392.50
Close 1,416.00 1,442.50 26.50 1.9% 1,416.00
Range 23.75 47.25 23.50 98.9% 54.25
ATR 29.78 31.03 1.25 4.2% 0.00
Volume 223,831 250,572 26,741 11.9% 1,351,437
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,571.25 1,554.25 1,468.50
R3 1,524.00 1,507.00 1,455.50
R2 1,476.75 1,476.75 1,451.25
R1 1,459.75 1,459.75 1,446.75 1,468.25
PP 1,429.50 1,429.50 1,429.50 1,434.00
S1 1,412.50 1,412.50 1,438.25 1,421.00
S2 1,382.25 1,382.25 1,433.75
S3 1,335.00 1,365.25 1,429.50
S4 1,287.75 1,318.00 1,416.50
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,581.25 1,552.75 1,445.75
R3 1,527.00 1,498.50 1,431.00
R2 1,472.75 1,472.75 1,426.00
R1 1,444.25 1,444.25 1,421.00 1,431.50
PP 1,418.50 1,418.50 1,418.50 1,412.00
S1 1,390.00 1,390.00 1,411.00 1,377.00
S2 1,364.25 1,364.25 1,406.00
S3 1,310.00 1,335.75 1,401.00
S4 1,255.75 1,281.50 1,386.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,446.75 1,392.50 54.25 3.8% 30.75 2.1% 92% True False 267,727
10 1,496.25 1,392.50 103.75 7.2% 28.75 2.0% 48% False False 248,829
20 1,496.25 1,392.50 103.75 7.2% 30.50 2.1% 48% False False 276,234
40 1,516.00 1,341.00 175.00 12.1% 32.25 2.2% 58% False False 145,279
60 1,516.00 1,299.75 216.25 15.0% 33.00 2.3% 66% False False 96,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.90
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,647.50
2.618 1,570.50
1.618 1,523.25
1.000 1,494.00
0.618 1,476.00
HIGH 1,446.75
0.618 1,428.75
0.500 1,423.00
0.382 1,417.50
LOW 1,399.50
0.618 1,370.25
1.000 1,352.25
1.618 1,323.00
2.618 1,275.75
4.250 1,198.75
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 1,436.00 1,436.00
PP 1,429.50 1,429.50
S1 1,423.00 1,423.00

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

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