E-mini NASDAQ-100 Future March 2010

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	1,807.50	1,795.25	-12.25	-0.7%	1,783.25
High	1,812.00	1,813.25	1.25	0.1%	1,811.50
Low	1,791.50	1,794.75	3.25	0.2%	1,756.75
Close	1,795.00	1,800.00	5.00	0.3%	1,792.00
Range	20.50	18.50	-2.00	-9.8%	54.75
ATR	28.87	28.13	-0.74	-2.6%	0.00
Volume	224,192	282,377	58,185	26.0%	244,008

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,858.25	1,847.50	1,810.25
R3	1,839.75	1,829.00	1,805.00
R2	1,821.25	1,821.25	1,803.50
R1	1,810.50	1,810.50	1,801.75	1,816.00
PP	1,802.75	1,802.75	1,802.75	1,805.25
S1	1,792.00	1,792.00	1,798.25	1,797.50
S2	1,784.25	1,784.25	1,796.50
S3	1,765.75	1,773.50	1,795.00
S4	1,747.25	1,755.00	1,789.75

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,951.00	1,926.25	1,822.00
R3	1,896.25	1,871.50	1,807.00
R2	1,841.50	1,841.50	1,802.00
R1	1,816.75	1,816.75	1,797.00	1,829.00
PP	1,786.75	1,786.75	1,786.75	1,793.00
S1	1,762.00	1,762.00	1,787.00	1,774.50
S2	1,732.00	1,732.00	1,782.00
S3	1,677.25	1,707.25	1,777.00
S4	1,622.50	1,652.50	1,762.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,813.25	1,782.50	30.75	1.7%	22.50	1.3%	57%	True	False	195,968
10	1,813.75	1,756.75	57.00	3.2%	28.25	1.6%	76%	False	False	99,646
20	1,813.75	1,719.75	94.00	5.2%	29.25	1.6%	85%	False	False	50,186
40	1,813.75	1,648.50	165.25	9.2%	30.25	1.7%	92%	False	False	25,259
60	1,813.75	1,648.25	165.50	9.2%	29.25	1.6%	92%	False	False	16,887

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	7.58
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,892.00
2.618	1,861.75
1.618	1,843.25
1.000	1,831.75
0.618	1,824.75
HIGH	1,813.25
0.618	1,806.25
0.500	1,804.00
0.382	1,801.75
LOW	1,794.75
0.618	1,783.25
1.000	1,776.25
1.618	1,764.75
2.618	1,746.25
4.250	1,716.00

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	1,804.00	1,800.00
PP	1,802.75	1,799.75
S1	1,801.25	1,799.75

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