E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 1,820.75 1,830.00 9.25 0.5% 1,879.00
High 1,847.00 1,830.00 -17.00 -0.9% 1,894.50
Low 1,815.00 1,827.25 12.25 0.7% 1,815.00
Close 1,831.00 1,831.00 0.00 0.0% 1,831.00
Range 32.00 2.75 -29.25 -91.4% 79.50
ATR
Volume 333 207 -126 -37.8% 2,535
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,837.75 1,837.00 1,832.50
R3 1,835.00 1,834.25 1,831.75
R2 1,832.25 1,832.25 1,831.50
R1 1,831.50 1,831.50 1,831.25 1,832.00
PP 1,829.50 1,829.50 1,829.50 1,829.50
S1 1,828.75 1,828.75 1,830.75 1,829.00
S2 1,826.75 1,826.75 1,830.50
S3 1,824.00 1,826.00 1,830.25
S4 1,821.25 1,823.25 1,829.50
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2,085.25 2,037.75 1,874.75
R3 2,005.75 1,958.25 1,852.75
R2 1,926.25 1,926.25 1,845.50
R1 1,878.75 1,878.75 1,838.25 1,862.75
PP 1,846.75 1,846.75 1,846.75 1,839.00
S1 1,799.25 1,799.25 1,823.75 1,783.25
S2 1,767.25 1,767.25 1,816.50
S3 1,687.75 1,719.75 1,809.25
S4 1,608.25 1,640.25 1,787.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,894.50 1,815.00 79.50 4.3% 36.50 2.0% 20% False False 507
10 1,970.25 1,815.00 155.25 8.5% 39.00 2.1% 10% False False 509
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.08
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,841.75
2.618 1,837.25
1.618 1,834.50
1.000 1,832.75
0.618 1,831.75
HIGH 1,830.00
0.618 1,829.00
0.500 1,828.50
0.382 1,828.25
LOW 1,827.25
0.618 1,825.50
1.000 1,824.50
1.618 1,822.75
2.618 1,820.00
4.250 1,815.50
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 1,830.25 1,854.75
PP 1,829.50 1,846.75
S1 1,828.50 1,839.00

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

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