E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1,664.50 1,683.00 18.50 1.1% 1,633.00
High 1,684.25 1,689.00 4.75 0.3% 1,689.00
Low 1,659.75 1,672.00 12.25 0.7% 1,631.75
Close 1,682.75 1,683.50 0.75 0.0% 1,683.50
Range 24.50 17.00 -7.50 -30.6% 57.25
ATR 30.23 29.29 -0.95 -3.1% 0.00
Volume 34,442 227,024 192,582 559.1% 271,759
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,732.50 1,725.00 1,692.75
R3 1,715.50 1,708.00 1,688.25
R2 1,698.50 1,698.50 1,686.50
R1 1,691.00 1,691.00 1,685.00 1,694.75
PP 1,681.50 1,681.50 1,681.50 1,683.50
S1 1,674.00 1,674.00 1,682.00 1,677.75
S2 1,664.50 1,664.50 1,680.50
S3 1,647.50 1,657.00 1,678.75
S4 1,630.50 1,640.00 1,674.25
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,839.75 1,819.00 1,715.00
R3 1,782.50 1,761.75 1,699.25
R2 1,725.25 1,725.25 1,694.00
R1 1,704.50 1,704.50 1,688.75 1,715.00
PP 1,668.00 1,668.00 1,668.00 1,673.25
S1 1,647.25 1,647.25 1,678.25 1,657.50
S2 1,610.75 1,610.75 1,673.00
S3 1,553.50 1,590.00 1,667.75
S4 1,496.25 1,532.75 1,652.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,689.00 1,599.25 89.75 5.3% 27.00 1.6% 94% True False 54,995
10 1,689.00 1,582.50 106.50 6.3% 30.00 1.8% 95% True False 28,132
20 1,689.00 1,559.25 129.75 7.7% 30.50 1.8% 96% True False 14,574
40 1,689.00 1,503.50 185.50 11.0% 29.00 1.7% 97% True False 7,431
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 7.60
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1,761.25
2.618 1,733.50
1.618 1,716.50
1.000 1,706.00
0.618 1,699.50
HIGH 1,689.00
0.618 1,682.50
0.500 1,680.50
0.382 1,678.50
LOW 1,672.00
0.618 1,661.50
1.000 1,655.00
1.618 1,644.50
2.618 1,627.50
4.250 1,599.75
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1,682.50 1,677.75
PP 1,681.50 1,672.00
S1 1,680.50 1,666.00

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

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