E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	1,625.00	1,595.25	-29.75	-1.8%	1,635.00
High	1,649.00	1,603.00	-46.00	-2.8%	1,668.50
Low	1,590.25	1,585.25	-5.00	-0.3%	1,610.50
Close	1,595.50	1,593.00	-2.50	-0.2%	1,642.50
Range	58.75	17.75	-41.00	-69.8%	58.00
ATR	33.17	32.07	-1.10	-3.3%	0.00
Volume	239,131	458,727	219,596	91.8%	1,408,897

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,647.00	1,637.75	1,602.75
R3	1,629.25	1,620.00	1,598.00
R2	1,611.50	1,611.50	1,596.25
R1	1,602.25	1,602.25	1,594.75	1,598.00
PP	1,593.75	1,593.75	1,593.75	1,591.50
S1	1,584.50	1,584.50	1,591.25	1,580.25
S2	1,576.00	1,576.00	1,589.75
S3	1,558.25	1,566.75	1,588.00
S4	1,540.50	1,549.00	1,583.25

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	1,585.25	83.25	5.2%	35.25	2.2%	9%	False	True	315,896
10	1,668.50	1,585.25	83.25	5.2%	31.75	2.0%	9%	False	True	296,121
20	1,668.50	1,561.25	107.25	6.7%	33.00	2.1%	30%	False	False	292,827
40	1,668.50	1,399.50	269.00	16.9%	30.25	1.9%	72%	False	False	290,371
60	1,668.50	1,392.50	276.00	17.3%	30.50	1.9%	73%	False	False	276,844
80	1,668.50	1,336.75	331.75	20.8%	31.75	2.0%	77%	False	False	207,821
100	1,668.50	1,293.50	375.00	23.5%	32.00	2.0%	80%	False	False	166,267

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	9.45
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1,678.50
2.618	1,649.50
1.618	1,631.75
1.000	1,620.75
0.618	1,614.00
HIGH	1,603.00
0.618	1,596.25
0.500	1,594.00
0.382	1,592.00
LOW	1,585.25
0.618	1,574.25
1.000	1,567.50
1.618	1,556.50
2.618	1,538.75
4.250	1,509.75

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	1,594.00	1,617.00
PP	1,593.75	1,609.00
S1	1,593.50	1,601.00

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