E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 1,819.50 1,792.75 -26.75 -1.5% 1,807.00
High 1,823.50 1,795.75 -27.75 -1.5% 1,823.50
Low 1,784.75 1,773.00 -11.75 -0.7% 1,773.00
Close 1,791.25 1,779.25 -12.00 -0.7% 1,779.25
Range 38.75 22.75 -16.00 -41.3% 50.50
ATR 27.13 26.82 -0.31 -1.2% 0.00
Volume 332,109 396,353 64,244 19.3% 1,687,843
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,851.00 1,837.75 1,791.75
R3 1,828.25 1,815.00 1,785.50
R2 1,805.50 1,805.50 1,783.50
R1 1,792.25 1,792.25 1,781.25 1,787.50
PP 1,782.75 1,782.75 1,782.75 1,780.25
S1 1,769.50 1,769.50 1,777.25 1,764.75
S2 1,760.00 1,760.00 1,775.00
S3 1,737.25 1,746.75 1,773.00
S4 1,714.50 1,724.00 1,766.75
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,943.50 1,911.75 1,807.00
R3 1,893.00 1,861.25 1,793.25
R2 1,842.50 1,842.50 1,788.50
R1 1,810.75 1,810.75 1,784.00 1,801.50
PP 1,792.00 1,792.00 1,792.00 1,787.25
S1 1,760.25 1,760.25 1,774.50 1,751.00
S2 1,741.50 1,741.50 1,770.00
S3 1,691.00 1,709.75 1,765.25
S4 1,640.50 1,659.25 1,751.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,823.50 1,773.00 50.50 2.8% 28.75 1.6% 12% False True 337,568
10 1,867.75 1,773.00 94.75 5.3% 25.50 1.4% 7% False True 361,213
20 1,867.75 1,747.00 120.75 6.8% 27.75 1.6% 27% False False 308,192
40 1,867.75 1,747.00 120.75 6.8% 26.50 1.5% 27% False False 240,645
60 1,867.75 1,722.75 145.00 8.1% 24.75 1.4% 39% False False 160,544
80 1,867.75 1,658.75 209.00 11.7% 24.50 1.4% 58% False False 120,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,892.50
2.618 1,855.25
1.618 1,832.50
1.000 1,818.50
0.618 1,809.75
HIGH 1,795.75
0.618 1,787.00
0.500 1,784.50
0.382 1,781.75
LOW 1,773.00
0.618 1,759.00
1.000 1,750.25
1.618 1,736.25
2.618 1,713.50
4.250 1,676.25
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 1,784.50 1,798.25
PP 1,782.75 1,792.00
S1 1,781.00 1,785.50

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

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