E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 1,867.50 1,873.75 6.25 0.3% 1,806.00
High 1,881.50 1,881.25 -0.25 0.0% 1,869.50
Low 1,862.75 1,869.25 6.50 0.3% 1,803.00
Close 1,874.50 1,872.50 -2.00 -0.1% 1,868.00
Range 18.75 12.00 -6.75 -36.0% 66.50
ATR 25.32 24.37 -0.95 -3.8% 0.00
Volume 66,098 120,919 54,821 82.9% 809,928
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,910.25 1,903.50 1,879.00
R3 1,898.25 1,891.50 1,875.75
R2 1,886.25 1,886.25 1,874.75
R1 1,879.50 1,879.50 1,873.50 1,877.00
PP 1,874.25 1,874.25 1,874.25 1,873.00
S1 1,867.50 1,867.50 1,871.50 1,865.00
S2 1,862.25 1,862.25 1,870.25
S3 1,850.25 1,855.50 1,869.25
S4 1,838.25 1,843.50 1,866.00
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 2,046.25 2,023.75 1,904.50
R3 1,979.75 1,957.25 1,886.25
R2 1,913.25 1,913.25 1,880.25
R1 1,890.75 1,890.75 1,874.00 1,902.00
PP 1,846.75 1,846.75 1,846.75 1,852.50
S1 1,824.25 1,824.25 1,862.00 1,835.50
S2 1,780.25 1,780.25 1,855.75
S3 1,713.75 1,757.75 1,849.75
S4 1,647.25 1,691.25 1,831.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,881.50 1,825.25 56.25 3.0% 16.25 0.9% 84% False False 141,816
10 1,881.50 1,774.00 107.50 5.7% 20.25 1.1% 92% False False 205,544
20 1,881.50 1,756.75 124.75 6.7% 25.00 1.3% 93% False False 127,417
40 1,881.50 1,648.50 233.00 12.4% 26.75 1.4% 96% False False 63,934
60 1,881.50 1,648.50 233.00 12.4% 27.50 1.5% 96% False False 42,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1,932.25
2.618 1,912.75
1.618 1,900.75
1.000 1,893.25
0.618 1,888.75
HIGH 1,881.25
0.618 1,876.75
0.500 1,875.25
0.382 1,873.75
LOW 1,869.25
0.618 1,861.75
1.000 1,857.25
1.618 1,849.75
2.618 1,837.75
4.250 1,818.25
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 1,875.25 1,870.50
PP 1,874.25 1,868.25
S1 1,873.50 1,866.00

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

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