E-mini NASDAQ-100 Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1,871.00 1,876.00 5.00 0.3% 1,806.00
High 1,880.25 1,882.00 1.75 0.1% 1,869.50
Low 1,862.25 1,858.75 -3.50 -0.2% 1,803.00
Close 1,876.75 1,858.75 -18.00 -1.0% 1,868.00
Range 18.00 23.25 5.25 29.2% 66.50
ATR 23.91 23.87 -0.05 -0.2% 0.00
Volume 103,211 128,388 25,177 24.4% 809,928
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,936.25 1,920.75 1,871.50
R3 1,913.00 1,897.50 1,865.25
R2 1,889.75 1,889.75 1,863.00
R1 1,874.25 1,874.25 1,861.00 1,870.50
PP 1,866.50 1,866.50 1,866.50 1,864.50
S1 1,851.00 1,851.00 1,856.50 1,847.00
S2 1,843.25 1,843.25 1,854.50
S3 1,820.00 1,827.75 1,852.25
S4 1,796.75 1,804.50 1,846.00
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 1,882.00 1,850.75 31.25 1.7% 18.25 1.0% 26% True False 110,803
10 1,882.00 1,774.00 108.00 5.8% 20.50 1.1% 78% True False 178,047
20 1,882.00 1,756.75 125.25 6.7% 24.25 1.3% 81% True False 138,847
40 1,882.00 1,670.00 212.00 11.4% 26.25 1.4% 89% True False 69,712
60 1,882.00 1,648.50 233.50 12.6% 27.25 1.5% 90% True False 46,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.55
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,980.75
2.618 1,942.75
1.618 1,919.50
1.000 1,905.25
0.618 1,896.25
HIGH 1,882.00
0.618 1,873.00
0.500 1,870.50
0.382 1,867.75
LOW 1,858.75
0.618 1,844.50
1.000 1,835.50
1.618 1,821.25
2.618 1,798.00
4.250 1,760.00
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1,870.50 1,870.50
PP 1,866.50 1,866.50
S1 1,862.50 1,862.50

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

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