E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1,680.75 1,707.00 26.25 1.6% 1,751.00
High 1,713.00 1,711.75 -1.25 -0.1% 1,777.25
Low 1,677.25 1,660.00 -17.25 -1.0% 1,660.00
Close 1,707.50 1,665.50 -42.00 -2.5% 1,665.50
Range 35.75 51.75 16.00 44.8% 117.25
ATR 31.43 32.88 1.45 4.6% 0.00
Volume 441,310 297,972 -143,338 -32.5% 1,933,478
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,834.25 1,801.75 1,694.00
R3 1,782.50 1,750.00 1,679.75
R2 1,730.75 1,730.75 1,675.00
R1 1,698.25 1,698.25 1,670.25 1,688.50
PP 1,679.00 1,679.00 1,679.00 1,674.25
S1 1,646.50 1,646.50 1,660.75 1,637.00
S2 1,627.25 1,627.25 1,656.00
S3 1,575.50 1,594.75 1,651.25
S4 1,523.75 1,543.00 1,637.00
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 2,052.75 1,976.25 1,730.00
R3 1,935.50 1,859.00 1,697.75
R2 1,818.25 1,818.25 1,687.00
R1 1,741.75 1,741.75 1,676.25 1,721.50
PP 1,701.00 1,701.00 1,701.00 1,690.75
S1 1,624.50 1,624.50 1,654.75 1,604.00
S2 1,583.75 1,583.75 1,644.00
S3 1,466.50 1,507.25 1,633.25
S4 1,349.25 1,390.00 1,601.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,777.25 1,660.00 117.25 7.0% 42.25 2.5% 5% False True 386,695
10 1,779.25 1,660.00 119.25 7.2% 36.75 2.2% 5% False True 352,906
20 1,779.25 1,658.00 121.25 7.3% 29.75 1.8% 6% False False 309,260
40 1,779.25 1,599.25 180.00 10.8% 29.50 1.8% 37% False False 276,220
60 1,779.25 1,559.25 220.00 13.2% 30.25 1.8% 48% False False 184,440
80 1,779.25 1,398.50 380.75 22.9% 29.25 1.8% 70% False False 138,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.10
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,931.75
2.618 1,847.25
1.618 1,795.50
1.000 1,763.50
0.618 1,743.75
HIGH 1,711.75
0.618 1,692.00
0.500 1,686.00
0.382 1,679.75
LOW 1,660.00
0.618 1,628.00
1.000 1,608.25
1.618 1,576.25
2.618 1,524.50
4.250 1,440.00
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1,686.00 1,691.50
PP 1,679.00 1,682.75
S1 1,672.25 1,674.25

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

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