E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 10-Apr-2007

Day Change Summary
	Previous	Current
	09-Apr-2007	10-Apr-2007	Change	Change %	Previous Week
Open	1,839.75	1,823.75	-16.00	-0.9%	1,791.75
High	1,839.75	1,833.25	-6.50	-0.4%	1,839.50
Low	1,820.50	1,822.00	1.50	0.1%	1,778.25
Close	1,824.00	1,829.50	5.50	0.3%	1,828.25
Range	19.25	11.25	-8.00	-41.6%	61.25
ATR	23.59	22.71	-0.88	-3.7%	0.00
Volume	6,769	170,599	163,830	2,420.3%	917,704

Daily Pivots for day following 10-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,862.00	1,857.00	1,835.75
R3	1,850.75	1,845.75	1,832.50
R2	1,839.50	1,839.50	1,831.50
R1	1,834.50	1,834.50	1,830.50	1,837.00
PP	1,828.25	1,828.25	1,828.25	1,829.50
S1	1,823.25	1,823.25	1,828.50	1,825.75
S2	1,817.00	1,817.00	1,827.50
S3	1,805.75	1,812.00	1,826.50
S4	1,794.50	1,800.75	1,823.25

Weekly Pivots for week ending 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,999.00	1,975.00	1,862.00
R3	1,937.75	1,913.75	1,845.00
R2	1,876.50	1,876.50	1,839.50
R1	1,852.50	1,852.50	1,833.75	1,864.50
PP	1,815.25	1,815.25	1,815.25	1,821.50
S1	1,791.25	1,791.25	1,822.75	1,803.25
S2	1,754.00	1,754.00	1,817.00
S3	1,692.75	1,730.00	1,811.50
S4	1,631.50	1,668.75	1,794.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,839.75	1,811.00	28.75	1.6%	14.00	0.8%	64%	False	False	118,657
10	1,839.75	1,770.25	69.50	3.8%	20.00	1.1%	85%	False	False	200,904
20	1,839.75	1,731.50	108.25	5.9%	21.75	1.2%	91%	False	False	271,929
40	1,879.25	1,707.00	172.25	9.4%	26.75	1.5%	71%	False	False	158,865
60	1,879.50	1,707.00	172.50	9.4%	25.50	1.4%	71%	False	False	105,947

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.98
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,881.00
2.618	1,862.75
1.618	1,851.50
1.000	1,844.50
0.618	1,840.25
HIGH	1,833.25
0.618	1,829.00
0.500	1,827.50
0.382	1,826.25
LOW	1,822.00
0.618	1,815.00
1.000	1,810.75
1.618	1,803.75
2.618	1,792.50
4.250	1,774.25

Fisher Pivots for day following 10-Apr-2007
Pivot	1 day	3 day
R1	1,829.00	1,830.00
PP	1,828.25	1,830.00
S1	1,827.50	1,829.75

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