E-mini NASDAQ-100 Future December 2009


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 1,809.75 1,797.75 -12.00 -0.7% 1,795.00
High 1,813.75 1,815.00 1.25 0.1% 1,812.75
Low 1,793.25 1,796.50 3.25 0.2% 1,758.75
Close 1,796.75 1,801.75 5.00 0.3% 1,794.00
Range 20.50 18.50 -2.00 -9.8% 54.00
ATR 28.70 27.97 -0.73 -2.5% 0.00
Volume 72,978 76,817 3,839 5.3% 1,547,173
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,860.00 1,849.25 1,812.00
R3 1,841.50 1,830.75 1,806.75
R2 1,823.00 1,823.00 1,805.25
R1 1,812.25 1,812.25 1,803.50 1,817.50
PP 1,804.50 1,804.50 1,804.50 1,807.00
S1 1,793.75 1,793.75 1,800.00 1,799.00
S2 1,786.00 1,786.00 1,798.25
S3 1,767.50 1,775.25 1,796.75
S4 1,749.00 1,756.75 1,791.50
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 1,815.00 1,784.50 30.50 1.7% 22.50 1.2% 57% True False 156,957
10 1,816.25 1,758.75 57.50 3.2% 26.75 1.5% 75% False False 231,233
20 1,816.25 1,722.25 94.00 5.2% 28.50 1.6% 85% False False 242,589
40 1,816.25 1,650.25 166.00 9.2% 30.50 1.7% 91% False False 290,877
60 1,816.25 1,649.75 166.50 9.2% 30.00 1.7% 91% False False 290,944
80 1,816.25 1,582.50 233.75 13.0% 29.25 1.6% 94% False False 247,143
100 1,816.25 1,559.25 257.00 14.3% 29.25 1.6% 94% False False 197,798
120 1,816.25 1,391.25 425.00 23.6% 28.75 1.6% 97% False False 164,855
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.88
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,893.50
2.618 1,863.50
1.618 1,845.00
1.000 1,833.50
0.618 1,826.50
HIGH 1,815.00
0.618 1,808.00
0.500 1,805.75
0.382 1,803.50
LOW 1,796.50
0.618 1,785.00
1.000 1,778.00
1.618 1,766.50
2.618 1,748.00
4.250 1,718.00
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 1,805.75 1,801.75
PP 1,804.50 1,801.75
S1 1,803.00 1,801.50

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

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