E-mini NASDAQ-100 Future September 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 1,653.75 1,666.50 12.75 0.8% 1,641.25
High 1,677.00 1,686.50 9.50 0.6% 1,649.00
Low 1,645.00 1,661.75 16.75 1.0% 1,584.50
Close 1,666.00 1,685.00 19.00 1.1% 1,635.75
Range 32.00 24.75 -7.25 -22.7% 64.50
ATR 31.49 31.01 -0.48 -1.5% 0.00
Volume 223,373 317,742 94,369 42.2% 1,491,572
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,752.00 1,743.25 1,698.50
R3 1,727.25 1,718.50 1,691.75
R2 1,702.50 1,702.50 1,689.50
R1 1,693.75 1,693.75 1,687.25 1,698.00
PP 1,677.75 1,677.75 1,677.75 1,680.00
S1 1,669.00 1,669.00 1,682.75 1,673.50
S2 1,653.00 1,653.00 1,680.50
S3 1,628.25 1,644.25 1,678.25
S4 1,603.50 1,619.50 1,671.50
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,816.50 1,790.75 1,671.25
R3 1,752.00 1,726.25 1,653.50
R2 1,687.50 1,687.50 1,647.50
R1 1,661.75 1,661.75 1,641.75 1,642.50
PP 1,623.00 1,623.00 1,623.00 1,613.50
S1 1,597.25 1,597.25 1,629.75 1,578.00
S2 1,558.50 1,558.50 1,624.00
S3 1,494.00 1,532.75 1,618.00
S4 1,429.50 1,468.25 1,600.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,686.50 1,584.50 102.00 6.1% 28.75 1.7% 99% True False 262,194
10 1,686.50 1,584.50 102.00 6.1% 32.00 1.9% 99% True False 289,045
20 1,686.50 1,561.25 125.25 7.4% 32.00 1.9% 99% True False 291,571
40 1,686.50 1,489.00 197.50 11.7% 30.50 1.8% 99% True False 288,569
60 1,686.50 1,392.50 294.00 17.4% 30.25 1.8% 99% True False 284,593
80 1,686.50 1,341.50 345.00 20.5% 31.00 1.8% 100% True False 224,199
100 1,686.50 1,299.75 386.75 23.0% 32.00 1.9% 100% True False 179,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,791.75
2.618 1,751.25
1.618 1,726.50
1.000 1,711.25
0.618 1,701.75
HIGH 1,686.50
0.618 1,677.00
0.500 1,674.00
0.382 1,671.25
LOW 1,661.75
0.618 1,646.50
1.000 1,637.00
1.618 1,621.75
2.618 1,597.00
4.250 1,556.50
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 1,681.50 1,676.75
PP 1,677.75 1,668.50
S1 1,674.00 1,660.00

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

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