E-mini NASDAQ-100 Future June 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 1,892.00 1,906.00 14.00 0.7% 1,905.25
High 1,911.75 1,924.75 13.00 0.7% 1,931.50
Low 1,891.25 1,887.50 -3.75 -0.2% 1,874.00
Close 1,906.50 1,922.50 16.00 0.8% 1,893.00
Range 20.50 37.25 16.75 81.7% 57.50
ATR 23.05 24.06 1.01 4.4% 0.00
Volume 236,944 318,843 81,899 34.6% 1,788,454
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 2,023.25 2,010.25 1,943.00
R3 1,986.00 1,973.00 1,932.75
R2 1,948.75 1,948.75 1,929.25
R1 1,935.75 1,935.75 1,926.00 1,942.25
PP 1,911.50 1,911.50 1,911.50 1,915.00
S1 1,898.50 1,898.50 1,919.00 1,905.00
S2 1,874.25 1,874.25 1,915.75
S3 1,837.00 1,861.25 1,912.25
S4 1,799.75 1,824.00 1,902.00
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 2,072.00 2,040.00 1,924.50
R3 2,014.50 1,982.50 1,908.75
R2 1,957.00 1,957.00 1,903.50
R1 1,925.00 1,925.00 1,898.25 1,912.25
PP 1,899.50 1,899.50 1,899.50 1,893.00
S1 1,867.50 1,867.50 1,887.75 1,854.75
S2 1,842.00 1,842.00 1,882.50
S3 1,784.50 1,810.00 1,877.25
S4 1,727.00 1,752.50 1,861.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,931.50 1,874.00 57.50 3.0% 28.50 1.5% 84% False False 340,442
10 1,931.50 1,873.75 57.75 3.0% 24.00 1.2% 84% False False 346,539
20 1,931.50 1,873.75 57.75 3.0% 24.00 1.2% 84% False False 315,866
40 1,931.50 1,802.25 129.25 6.7% 21.25 1.1% 93% False False 272,625
60 1,931.50 1,731.50 200.00 10.4% 22.50 1.2% 96% False False 277,470
80 1,931.50 1,707.00 224.50 11.7% 24.50 1.3% 96% False False 208,341
100 1,931.50 1,707.00 224.50 11.7% 24.50 1.3% 96% False False 166,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,083.00
2.618 2,022.25
1.618 1,985.00
1.000 1,962.00
0.618 1,947.75
HIGH 1,924.75
0.618 1,910.50
0.500 1,906.00
0.382 1,901.75
LOW 1,887.50
0.618 1,864.50
1.000 1,850.25
1.618 1,827.25
2.618 1,790.00
4.250 1,729.25
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 1,917.00 1,916.00
PP 1,911.50 1,909.25
S1 1,906.00 1,902.50

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

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