E-mini NASDAQ-100 Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 1,810.75 1,818.25 7.50 0.4% 1,761.00
High 1,822.25 1,819.50 -2.75 -0.2% 1,831.00
Low 1,793.25 1,806.25 13.00 0.7% 1,757.50
Close 1,818.25 1,810.25 -8.00 -0.4% 1,811.50
Range 29.00 13.25 -15.75 -54.3% 73.50
ATR 28.05 27.00 -1.06 -3.8% 0.00
Volume 192,737 317,097 124,360 64.5% 1,452,486
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,851.75 1,844.25 1,817.50
R3 1,838.50 1,831.00 1,814.00
R2 1,825.25 1,825.25 1,812.75
R1 1,817.75 1,817.75 1,811.50 1,815.00
PP 1,812.00 1,812.00 1,812.00 1,810.50
S1 1,804.50 1,804.50 1,809.00 1,801.50
S2 1,798.75 1,798.75 1,807.75
S3 1,785.50 1,791.25 1,806.50
S4 1,772.25 1,778.00 1,803.00
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 2,020.50 1,989.50 1,852.00
R3 1,947.00 1,916.00 1,831.75
R2 1,873.50 1,873.50 1,825.00
R1 1,842.50 1,842.50 1,818.25 1,858.00
PP 1,800.00 1,800.00 1,800.00 1,807.75
S1 1,769.00 1,769.00 1,804.75 1,784.50
S2 1,726.50 1,726.50 1,798.00
S3 1,653.00 1,695.50 1,791.25
S4 1,579.50 1,622.00 1,771.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,831.00 1,782.25 48.75 2.7% 24.00 1.3% 57% False False 285,583
10 1,831.00 1,731.50 99.50 5.5% 23.75 1.3% 79% False False 342,954
20 1,831.00 1,707.00 124.00 6.8% 30.00 1.7% 83% False False 217,010
40 1,879.25 1,707.00 172.25 9.5% 27.25 1.5% 60% False False 108,674
60 1,888.50 1,707.00 181.50 10.0% 27.25 1.5% 57% False False 72,474
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.08
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,875.75
2.618 1,854.25
1.618 1,841.00
1.000 1,832.75
0.618 1,827.75
HIGH 1,819.50
0.618 1,814.50
0.500 1,813.00
0.382 1,811.25
LOW 1,806.25
0.618 1,798.00
1.000 1,793.00
1.618 1,784.75
2.618 1,771.50
4.250 1,750.00
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 1,813.00 1,809.75
PP 1,812.00 1,809.25
S1 1,811.00 1,809.00

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

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