E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	1,630.50	1,612.25	-18.25	-1.1%	1,619.00
High	1,634.00	1,612.50	-21.50	-1.3%	1,638.50
Low	1,595.00	1,561.25	-33.75	-2.1%	1,585.75
Close	1,615.00	1,566.25	-48.75	-3.0%	1,615.00
Range	39.00	51.25	12.25	31.4%	52.75
ATR	30.58	32.24	1.65	5.4%	0.00
Volume	272,005	300,515	28,510	10.5%	1,386,047

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,733.75	1,701.25	1,594.50
R3	1,682.50	1,650.00	1,580.25
R2	1,631.25	1,631.25	1,575.75
R1	1,598.75	1,598.75	1,571.00	1,589.50
PP	1,580.00	1,580.00	1,580.00	1,575.25
S1	1,547.50	1,547.50	1,561.50	1,538.00
S2	1,528.75	1,528.75	1,556.75
S3	1,477.50	1,496.25	1,552.25
S4	1,426.25	1,445.00	1,538.00

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,771.25	1,746.00	1,644.00
R3	1,718.50	1,693.25	1,629.50
R2	1,665.75	1,665.75	1,624.75
R1	1,640.50	1,640.50	1,619.75	1,626.75
PP	1,613.00	1,613.00	1,613.00	1,606.25
S1	1,587.75	1,587.75	1,610.25	1,574.00
S2	1,560.25	1,560.25	1,605.25
S3	1,507.50	1,535.00	1,600.50
S4	1,454.75	1,482.25	1,586.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,638.50	1,561.25	77.25	4.9%	39.50	2.5%	6%	False	True	281,154
10	1,638.50	1,561.25	77.25	4.9%	33.25	2.1%	6%	False	True	280,300
20	1,638.50	1,528.25	110.25	7.0%	31.00	2.0%	34%	False	False	287,568
40	1,638.50	1,392.50	246.00	15.7%	30.25	1.9%	71%	False	False	278,268
60	1,638.50	1,341.50	297.00	19.0%	31.00	2.0%	76%	False	False	217,089
80	1,638.50	1,335.75	302.75	19.3%	32.25	2.1%	76%	False	False	162,840
100	1,638.50	1,203.75	434.75	27.8%	33.00	2.1%	83%	False	False	130,292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.13
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1,830.25
2.618	1,746.75
1.618	1,695.50
1.000	1,663.75
0.618	1,644.25
HIGH	1,612.50
0.618	1,593.00
0.500	1,587.00
0.382	1,580.75
LOW	1,561.25
0.618	1,529.50
1.000	1,510.00
1.618	1,478.25
2.618	1,427.00
4.250	1,343.50

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	1,587.00	1,600.00
PP	1,580.00	1,588.75
S1	1,573.00	1,577.50

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