E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 1,845.25 1,811.75 -33.50 -1.8% 1,827.75
High 1,854.50 1,855.50 1.00 0.1% 1,870.25
Low 1,800.00 1,806.50 6.50 0.4% 1,787.75
Close 1,813.75 1,842.00 28.25 1.6% 1,840.50
Range 54.50 49.00 -5.50 -10.1% 82.50
ATR 47.56 47.66 0.10 0.2% 0.00
Volume 294,471 351,219 56,748 19.3% 2,105,803
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,981.75 1,960.75 1,869.00
R3 1,932.75 1,911.75 1,855.50
R2 1,883.75 1,883.75 1,851.00
R1 1,862.75 1,862.75 1,846.50 1,873.25
PP 1,834.75 1,834.75 1,834.75 1,840.00
S1 1,813.75 1,813.75 1,837.50 1,824.25
S2 1,785.75 1,785.75 1,833.00
S3 1,736.75 1,764.75 1,828.50
S4 1,687.75 1,715.75 1,815.00
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 2,080.25 2,043.00 1,886.00
R3 1,997.75 1,960.50 1,863.25
R2 1,915.25 1,915.25 1,855.50
R1 1,878.00 1,878.00 1,848.00 1,896.50
PP 1,832.75 1,832.75 1,832.75 1,842.25
S1 1,795.50 1,795.50 1,833.00 1,814.00
S2 1,750.25 1,750.25 1,825.50
S3 1,667.75 1,713.00 1,817.75
S4 1,585.25 1,630.50 1,795.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,870.25 1,800.00 70.25 3.8% 48.25 2.6% 60% False False 397,715
10 1,870.25 1,785.75 84.50 4.6% 44.25 2.4% 67% False False 451,263
20 1,887.25 1,765.25 122.00 6.6% 50.25 2.7% 63% False False 463,844
40 2,070.75 1,765.25 305.50 16.6% 49.00 2.7% 25% False False 362,057
60 2,070.75 1,765.25 305.50 16.6% 43.75 2.4% 25% False False 241,591
80 2,070.75 1,765.25 305.50 16.6% 42.25 2.3% 25% False False 181,343
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,063.75
2.618 1,983.75
1.618 1,934.75
1.000 1,904.50
0.618 1,885.75
HIGH 1,855.50
0.618 1,836.75
0.500 1,831.00
0.382 1,825.25
LOW 1,806.50
0.618 1,776.25
1.000 1,757.50
1.618 1,727.25
2.618 1,678.25
4.250 1,598.25
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 1,838.25 1,837.25
PP 1,834.75 1,832.50
S1 1,831.00 1,827.75

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

View Archives - Comment on this page... - Back to Index of Symbols