E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	1,772.25	1,784.00	11.75	0.7%	1,661.00
High	1,792.50	1,793.50	1.00	0.1%	1,737.50
Low	1,770.75	1,768.50	-2.25	-0.1%	1,650.25
Close	1,783.75	1,773.75	-10.00	-0.6%	1,729.75
Range	21.75	25.00	3.25	14.9%	87.25
ATR	32.01	31.51	-0.50	-1.6%	0.00
Volume	255,967	288,232	32,265	12.6%	1,917,207

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,853.50	1,838.75	1,787.50
R3	1,828.50	1,813.75	1,780.50
R2	1,803.50	1,803.50	1,778.25
R1	1,788.75	1,788.75	1,776.00	1,783.50
PP	1,778.50	1,778.50	1,778.50	1,776.00
S1	1,763.75	1,763.75	1,771.50	1,758.50
S2	1,753.50	1,753.50	1,769.25
S3	1,728.50	1,738.75	1,767.00
S4	1,703.50	1,713.75	1,760.00

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,967.50	1,936.00	1,777.75
R3	1,880.25	1,848.75	1,753.75
R2	1,793.00	1,793.00	1,745.75
R1	1,761.50	1,761.50	1,737.75	1,777.25
PP	1,705.75	1,705.75	1,705.75	1,713.75
S1	1,674.25	1,674.25	1,721.75	1,690.00
S2	1,618.50	1,618.50	1,713.75
S3	1,531.25	1,587.00	1,705.75
S4	1,444.00	1,499.75	1,681.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,793.50	1,705.00	88.50	5.0%	27.25	1.5%	78%	True	False	289,614
10	1,793.50	1,650.25	143.25	8.1%	33.00	1.9%	86%	True	False	332,915
20	1,793.50	1,650.25	143.25	8.1%	34.00	1.9%	86%	True	False	341,056
40	1,793.50	1,649.75	143.75	8.1%	30.50	1.7%	86%	True	False	315,417
60	1,793.50	1,582.50	211.00	11.9%	29.75	1.7%	91%	True	False	234,924
80	1,793.50	1,554.50	239.00	13.5%	29.75	1.7%	92%	True	False	176,268
100	1,793.50	1,391.25	402.25	22.7%	29.00	1.6%	95%	True	False	141,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,899.75
2.618	1,859.00
1.618	1,834.00
1.000	1,818.50
0.618	1,809.00
HIGH	1,793.50
0.618	1,784.00
0.500	1,781.00
0.382	1,778.00
LOW	1,768.50
0.618	1,753.00
1.000	1,743.50
1.618	1,728.00
2.618	1,703.00
4.250	1,662.25

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	1,781.00	1,776.25
PP	1,778.50	1,775.50
S1	1,776.25	1,774.50

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