E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 1,789.50 1,804.50 15.00 0.8% 1,807.00
High 1,808.75 1,817.00 8.25 0.5% 1,823.50
Low 1,773.50 1,794.25 20.75 1.2% 1,773.00
Close 1,802.50 1,803.25 0.75 0.0% 1,779.25
Range 35.25 22.75 -12.50 -35.5% 50.50
ATR 26.24 25.99 -0.25 -0.9% 0.00
Volume 228,165 385,592 157,427 69.0% 1,687,843
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,873.00 1,861.00 1,815.75
R3 1,850.25 1,838.25 1,809.50
R2 1,827.50 1,827.50 1,807.50
R1 1,815.50 1,815.50 1,805.25 1,810.00
PP 1,804.75 1,804.75 1,804.75 1,802.25
S1 1,792.75 1,792.75 1,801.25 1,787.50
S2 1,782.00 1,782.00 1,799.00
S3 1,759.25 1,770.00 1,797.00
S4 1,736.50 1,747.25 1,790.75
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 1,817.00 1,773.00 44.00 2.4% 23.25 1.3% 69% True False 338,696
10 1,823.50 1,773.00 50.50 2.8% 25.25 1.4% 60% False False 356,052
20 1,867.75 1,770.50 97.25 5.4% 26.75 1.5% 34% False False 355,792
40 1,867.75 1,747.00 120.75 6.7% 26.25 1.5% 47% False False 272,900
60 1,867.75 1,735.50 132.25 7.3% 24.75 1.4% 51% False False 182,152
80 1,867.75 1,708.50 159.25 8.8% 24.25 1.4% 59% False False 136,648
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 6.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,913.75
2.618 1,876.50
1.618 1,853.75
1.000 1,839.75
0.618 1,831.00
HIGH 1,817.00
0.618 1,808.25
0.500 1,805.50
0.382 1,803.00
LOW 1,794.25
0.618 1,780.25
1.000 1,771.50
1.618 1,757.50
2.618 1,734.75
4.250 1,697.50
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 1,805.50 1,800.50
PP 1,804.75 1,798.00
S1 1,804.00 1,795.25

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

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