E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 1,791.50 1,799.50 8.00 0.4% 1,795.00
High 1,808.50 1,812.75 4.25 0.2% 1,812.75
Low 1,786.25 1,784.50 -1.75 -0.1% 1,758.75
Close 1,800.00 1,794.00 -6.00 -0.3% 1,794.00
Range 22.25 28.25 6.00 27.0% 54.00
ATR 29.96 29.84 -0.12 -0.4% 0.00
Volume 364,559 183,615 -180,944 -49.6% 1,547,173
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,881.75 1,866.25 1,809.50
R3 1,853.50 1,838.00 1,801.75
R2 1,825.25 1,825.25 1,799.25
R1 1,809.75 1,809.75 1,796.50 1,803.50
PP 1,797.00 1,797.00 1,797.00 1,794.00
S1 1,781.50 1,781.50 1,791.50 1,775.00
S2 1,768.75 1,768.75 1,788.75
S3 1,740.50 1,753.25 1,786.25
S4 1,712.25 1,725.00 1,778.50
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,950.50 1,926.25 1,823.75
R3 1,896.50 1,872.25 1,808.75
R2 1,842.50 1,842.50 1,804.00
R1 1,818.25 1,818.25 1,799.00 1,803.50
PP 1,788.50 1,788.50 1,788.50 1,781.00
S1 1,764.25 1,764.25 1,789.00 1,749.50
S2 1,734.50 1,734.50 1,784.00
S3 1,680.50 1,710.25 1,779.25
S4 1,626.50 1,656.25 1,764.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,812.75 1,758.75 54.00 3.0% 26.75 1.5% 65% True False 309,434
10 1,816.25 1,750.25 66.00 3.7% 28.50 1.6% 66% False False 291,039
20 1,816.25 1,722.25 94.00 5.2% 28.75 1.6% 76% False False 272,126
40 1,816.25 1,650.25 166.00 9.3% 31.25 1.7% 87% False False 306,591
60 1,816.25 1,649.75 166.50 9.3% 30.00 1.7% 87% False False 300,987
80 1,816.25 1,582.50 233.75 13.0% 29.50 1.6% 90% False False 244,225
100 1,816.25 1,554.50 261.75 14.6% 29.50 1.7% 91% False False 195,440
120 1,816.25 1,391.25 425.00 23.7% 28.75 1.6% 95% False False 162,885
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,932.75
2.618 1,886.75
1.618 1,858.50
1.000 1,841.00
0.618 1,830.25
HIGH 1,812.75
0.618 1,802.00
0.500 1,798.50
0.382 1,795.25
LOW 1,784.50
0.618 1,767.00
1.000 1,756.25
1.618 1,738.75
2.618 1,710.50
4.250 1,664.50
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 1,798.50 1,791.25
PP 1,797.00 1,788.50
S1 1,795.50 1,785.75

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

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