E-mini NASDAQ-100 Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 1,641.25 1,625.00 -16.25 -1.0% 1,635.00
High 1,645.00 1,649.00 4.00 0.2% 1,668.50
Low 1,615.75 1,590.25 -25.50 -1.6% 1,610.50
Close 1,625.00 1,595.50 -29.50 -1.8% 1,642.50
Range 29.25 58.75 29.50 100.9% 58.00
ATR 31.20 33.17 1.97 6.3% 0.00
Volume 304,044 239,131 -64,913 -21.3% 1,408,897
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,787.75 1,750.50 1,627.75
R3 1,729.00 1,691.75 1,611.75
R2 1,670.25 1,670.25 1,606.25
R1 1,633.00 1,633.00 1,601.00 1,622.25
PP 1,611.50 1,611.50 1,611.50 1,606.25
S1 1,574.25 1,574.25 1,590.00 1,563.50
S2 1,552.75 1,552.75 1,584.75
S3 1,494.00 1,515.50 1,579.25
S4 1,435.25 1,456.75 1,563.25
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,814.50 1,786.50 1,674.50
R3 1,756.50 1,728.50 1,658.50
R2 1,698.50 1,698.50 1,653.25
R1 1,670.50 1,670.50 1,647.75 1,684.50
PP 1,640.50 1,640.50 1,640.50 1,647.50
S1 1,612.50 1,612.50 1,637.25 1,626.50
S2 1,582.50 1,582.50 1,631.75
S3 1,524.50 1,554.50 1,626.50
S4 1,466.50 1,496.50 1,610.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,668.50 1,590.25 78.25 4.9% 36.25 2.3% 7% False True 282,301
10 1,668.50 1,564.50 104.00 6.5% 33.50 2.1% 30% False False 277,406
20 1,668.50 1,561.25 107.25 6.7% 33.50 2.1% 32% False False 283,288
40 1,668.50 1,392.50 276.00 17.3% 30.50 1.9% 74% False False 286,073
60 1,668.50 1,392.50 276.00 17.3% 30.50 1.9% 74% False False 269,261
80 1,668.50 1,336.75 331.75 20.8% 32.00 2.0% 78% False False 202,090
100 1,668.50 1,293.50 375.00 23.5% 32.00 2.0% 81% False False 161,680
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 10.13
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1,898.75
2.618 1,802.75
1.618 1,744.00
1.000 1,707.75
0.618 1,685.25
HIGH 1,649.00
0.618 1,626.50
0.500 1,619.50
0.382 1,612.75
LOW 1,590.25
0.618 1,554.00
1.000 1,531.50
1.618 1,495.25
2.618 1,436.50
4.250 1,340.50
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 1,619.50 1,629.50
PP 1,611.50 1,618.00
S1 1,603.50 1,606.75

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

View Archives - Comment on this page... - Back to Index of Symbols