E-mini NASDAQ-100 Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 1,557.75 1,579.75 22.00 1.4% 1,527.75
High 1,603.75 1,600.25 -3.50 -0.2% 1,603.75
Low 1,555.00 1,572.00 17.00 1.1% 1,523.50
Close 1,584.00 1,597.25 13.25 0.8% 1,597.25
Range 48.75 28.25 -20.50 -42.1% 80.25
ATR 31.13 30.93 -0.21 -0.7% 0.00
Volume 327,293 354,201 26,908 8.2% 1,464,027
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,674.50 1,664.25 1,612.75
R3 1,646.25 1,636.00 1,605.00
R2 1,618.00 1,618.00 1,602.50
R1 1,607.75 1,607.75 1,599.75 1,613.00
PP 1,589.75 1,589.75 1,589.75 1,592.50
S1 1,579.50 1,579.50 1,594.75 1,584.50
S2 1,561.50 1,561.50 1,592.00
S3 1,533.25 1,551.25 1,589.50
S4 1,505.00 1,523.00 1,581.75
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,815.50 1,786.75 1,641.50
R3 1,735.25 1,706.50 1,619.25
R2 1,655.00 1,655.00 1,612.00
R1 1,626.25 1,626.25 1,604.50 1,640.50
PP 1,574.75 1,574.75 1,574.75 1,582.00
S1 1,546.00 1,546.00 1,590.00 1,560.50
S2 1,494.50 1,494.50 1,582.50
S3 1,414.25 1,465.75 1,575.25
S4 1,334.00 1,385.50 1,553.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,603.75 1,523.50 80.25 5.0% 30.25 1.9% 92% False False 292,805
10 1,603.75 1,399.50 204.25 12.8% 30.75 1.9% 97% False False 294,830
20 1,603.75 1,392.50 211.25 13.2% 28.25 1.8% 97% False False 274,961
40 1,603.75 1,392.50 211.25 13.2% 30.25 1.9% 97% False False 212,683
60 1,603.75 1,336.75 267.00 16.7% 32.50 2.0% 98% False False 141,834
80 1,603.75 1,210.00 393.75 24.7% 33.25 2.1% 98% False False 106,396
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,720.25
2.618 1,674.25
1.618 1,646.00
1.000 1,628.50
0.618 1,617.75
HIGH 1,600.25
0.618 1,589.50
0.500 1,586.00
0.382 1,582.75
LOW 1,572.00
0.618 1,554.50
1.000 1,543.75
1.618 1,526.25
2.618 1,498.00
4.250 1,452.00
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 1,593.50 1,589.50
PP 1,589.75 1,582.00
S1 1,586.00 1,574.25

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

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