E-mini NASDAQ-100 Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 1,862.25 1,870.25 8.00 0.4% 1,832.00
High 1,876.75 1,896.75 20.00 1.1% 1,870.25
Low 1,855.75 1,869.25 13.50 0.7% 1,829.50
Close 1,870.25 1,894.00 23.75 1.3% 1,862.50
Range 21.00 27.50 6.50 31.0% 40.75
ATR 21.02 21.48 0.46 2.2% 0.00
Volume 201,344 326,961 125,617 62.4% 1,252,069
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,969.25 1,959.00 1,909.00
R3 1,941.75 1,931.50 1,901.50
R2 1,914.25 1,914.25 1,899.00
R1 1,904.00 1,904.00 1,896.50 1,909.00
PP 1,886.75 1,886.75 1,886.75 1,889.25
S1 1,876.50 1,876.50 1,891.50 1,881.50
S2 1,859.25 1,859.25 1,889.00
S3 1,831.75 1,849.00 1,886.50
S4 1,804.25 1,821.50 1,879.00
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,976.25 1,960.25 1,885.00
R3 1,935.50 1,919.50 1,873.75
R2 1,894.75 1,894.75 1,870.00
R1 1,878.75 1,878.75 1,866.25 1,886.75
PP 1,854.00 1,854.00 1,854.00 1,858.00
S1 1,838.00 1,838.00 1,858.75 1,846.00
S2 1,813.25 1,813.25 1,855.00
S3 1,772.50 1,797.25 1,851.25
S4 1,731.75 1,756.50 1,840.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,896.75 1,831.25 65.50 3.5% 21.00 1.1% 96% True False 278,156
10 1,896.75 1,802.25 94.50 5.0% 20.00 1.1% 97% True False 272,217
20 1,896.75 1,770.25 126.50 6.7% 20.00 1.1% 98% True False 236,590
40 1,896.75 1,707.00 189.75 10.0% 24.75 1.3% 99% True False 231,602
60 1,896.75 1,707.00 189.75 10.0% 24.75 1.3% 99% True False 154,537
80 1,896.75 1,707.00 189.75 10.0% 25.50 1.3% 99% True False 115,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,013.50
2.618 1,968.75
1.618 1,941.25
1.000 1,924.25
0.618 1,913.75
HIGH 1,896.75
0.618 1,886.25
0.500 1,883.00
0.382 1,879.75
LOW 1,869.25
0.618 1,852.25
1.000 1,841.75
1.618 1,824.75
2.618 1,797.25
4.250 1,752.50
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 1,890.25 1,888.00
PP 1,886.75 1,882.25
S1 1,883.00 1,876.25

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

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