E-mini NASDAQ-100 Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 1,625.50 1,630.00 4.50 0.3% 1,597.25
High 1,632.50 1,631.50 -1.00 -0.1% 1,632.00
Low 1,612.75 1,602.50 -10.25 -0.6% 1,578.50
Close 1,630.25 1,614.50 -15.75 -1.0% 1,602.00
Range 19.75 29.00 9.25 46.8% 53.50
ATR 28.56 28.59 0.03 0.1% 0.00
Volume 277,745 267,943 -9,802 -3.5% 1,455,391
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,703.25 1,687.75 1,630.50
R3 1,674.25 1,658.75 1,622.50
R2 1,645.25 1,645.25 1,619.75
R1 1,629.75 1,629.75 1,617.25 1,623.00
PP 1,616.25 1,616.25 1,616.25 1,612.75
S1 1,600.75 1,600.75 1,611.75 1,594.00
S2 1,587.25 1,587.25 1,609.25
S3 1,558.25 1,571.75 1,606.50
S4 1,529.25 1,542.75 1,598.50
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,764.75 1,736.75 1,631.50
R3 1,711.25 1,683.25 1,616.75
R2 1,657.75 1,657.75 1,611.75
R1 1,629.75 1,629.75 1,607.00 1,643.75
PP 1,604.25 1,604.25 1,604.25 1,611.00
S1 1,576.25 1,576.25 1,597.00 1,590.25
S2 1,550.75 1,550.75 1,592.25
S3 1,497.25 1,522.75 1,587.25
S4 1,443.75 1,469.25 1,572.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,632.50 1,598.50 34.00 2.1% 26.00 1.6% 47% False False 285,362
10 1,632.50 1,555.00 77.50 4.8% 28.50 1.8% 77% False False 294,128
20 1,632.50 1,399.50 233.00 14.4% 27.50 1.7% 92% False False 287,914
40 1,632.50 1,392.50 240.00 14.9% 29.25 1.8% 93% False False 268,852
60 1,632.50 1,336.75 295.75 18.3% 31.50 1.9% 94% False False 179,485
80 1,632.50 1,293.50 339.00 21.0% 31.75 2.0% 95% False False 134,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,754.75
2.618 1,707.50
1.618 1,678.50
1.000 1,660.50
0.618 1,649.50
HIGH 1,631.50
0.618 1,620.50
0.500 1,617.00
0.382 1,613.50
LOW 1,602.50
0.618 1,584.50
1.000 1,573.50
1.618 1,555.50
2.618 1,526.50
4.250 1,479.25
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 1,617.00 1,616.50
PP 1,616.25 1,615.75
S1 1,615.25 1,615.25

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

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