E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 1,670.75 1,675.00 4.25 0.3% 1,751.00
High 1,677.50 1,700.00 22.50 1.3% 1,777.25
Low 1,651.00 1,673.50 22.50 1.4% 1,660.00
Close 1,675.50 1,686.75 11.25 0.7% 1,665.50
Range 26.50 26.50 0.00 0.0% 117.25
ATR 32.73 32.29 -0.45 -1.4% 0.00
Volume 456,627 323,654 -132,973 -29.1% 1,933,478
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,766.25 1,753.00 1,701.25
R3 1,739.75 1,726.50 1,694.00
R2 1,713.25 1,713.25 1,691.50
R1 1,700.00 1,700.00 1,689.25 1,706.50
PP 1,686.75 1,686.75 1,686.75 1,690.00
S1 1,673.50 1,673.50 1,684.25 1,680.00
S2 1,660.25 1,660.25 1,682.00
S3 1,633.75 1,647.00 1,679.50
S4 1,607.25 1,620.50 1,672.25
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 1,713.00 1,650.25 62.75 3.7% 35.50 2.1% 58% False False 394,454
10 1,778.25 1,650.25 128.00 7.6% 36.25 2.1% 29% False False 383,238
20 1,779.25 1,650.25 129.00 7.6% 30.50 1.8% 28% False False 322,061
40 1,779.25 1,649.75 129.50 7.7% 29.50 1.7% 29% False False 306,707
60 1,779.25 1,559.25 220.00 13.0% 30.25 1.8% 58% False False 204,981
80 1,779.25 1,465.25 314.00 18.6% 29.50 1.7% 71% False False 153,803
Crabel Price Patterns
NR False
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 7.60
Fibonacci Retracements and Extensions
4.250 1,812.50
2.618 1,769.50
1.618 1,743.00
1.000 1,726.50
0.618 1,716.50
HIGH 1,700.00
0.618 1,690.00
0.500 1,686.75
0.382 1,683.50
LOW 1,673.50
0.618 1,657.00
1.000 1,647.00
1.618 1,630.50
2.618 1,604.00
4.250 1,561.00
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 1,686.75 1,683.00
PP 1,686.75 1,679.00
S1 1,686.75 1,675.00

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

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