E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	1,613.25	1,635.00	21.75	1.3%	1,612.25
High	1,639.75	1,648.25	8.50	0.5%	1,639.75
Low	1,600.00	1,628.75	28.75	1.8%	1,561.25
Close	1,635.50	1,634.00	-1.50	-0.1%	1,635.50
Range	39.75	19.50	-20.25	-50.9%	78.50
ATR	32.36	31.44	-0.92	-2.8%	0.00
Volume	258,288	291,155	32,867	12.7%	1,488,948

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,695.50	1,684.25	1,644.75
R3	1,676.00	1,664.75	1,639.25
R2	1,656.50	1,656.50	1,637.50
R1	1,645.25	1,645.25	1,635.75	1,641.00
PP	1,637.00	1,637.00	1,637.00	1,635.00
S1	1,625.75	1,625.75	1,632.25	1,621.50
S2	1,617.50	1,617.50	1,630.50
S3	1,598.00	1,606.25	1,628.75
S4	1,578.50	1,586.75	1,623.25

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,847.75	1,820.00	1,678.75
R3	1,769.25	1,741.50	1,657.00
R2	1,690.75	1,690.75	1,650.00
R1	1,663.00	1,663.00	1,642.75	1,677.00
PP	1,612.25	1,612.25	1,612.25	1,619.00
S1	1,584.50	1,584.50	1,628.25	1,598.50
S2	1,533.75	1,533.75	1,621.00
S3	1,455.25	1,506.00	1,614.00
S4	1,376.75	1,427.50	1,592.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,648.25	1,563.75	84.50	5.2%	29.75	1.8%	83%	True	False	295,917
10	1,648.25	1,561.25	87.00	5.3%	34.50	2.1%	84%	True	False	288,536
20	1,648.25	1,561.25	87.00	5.3%	30.50	1.9%	84%	True	False	286,471
40	1,648.25	1,392.50	255.75	15.7%	29.75	1.8%	94%	True	False	279,568
60	1,648.25	1,392.50	255.75	15.7%	30.25	1.9%	94%	True	False	241,722
80	1,648.25	1,336.75	311.50	19.1%	31.75	2.0%	95%	True	False	181,333
100	1,648.25	1,251.75	396.50	24.3%	32.50	2.0%	96%	True	False	145,083

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.15
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1,731.00
2.618	1,699.25
1.618	1,679.75
1.000	1,667.75
0.618	1,660.25
HIGH	1,648.25
0.618	1,640.75
0.500	1,638.50
0.382	1,636.25
LOW	1,628.75
0.618	1,616.75
1.000	1,609.25
1.618	1,597.25
2.618	1,577.75
4.250	1,546.00

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	1,638.50	1,629.25
PP	1,637.00	1,624.50
S1	1,635.50	1,619.50

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