E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 09-Feb-2007

Day Change Summary
	Previous	Current
	08-Feb-2007	09-Feb-2007	Change	Change %	Previous Week
Open	1,822.00	1,820.75	-1.25	-0.1%	1,807.00
High	1,823.25	1,828.00	4.75	0.3%	1,828.00
Low	1,808.75	1,787.25	-21.50	-1.2%	1,784.75
Close	1,821.75	1,792.50	-29.25	-1.6%	1,792.50
Range	14.50	40.75	26.25	181.0%	43.25
ATR	23.72	24.94	1.22	5.1%	0.00
Volume	396,955	241,967	-154,988	-39.0%	1,506,550

Daily Pivots for day following 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,924.75	1,899.50	1,815.00
R3	1,884.00	1,858.75	1,803.75
R2	1,843.25	1,843.25	1,800.00
R1	1,818.00	1,818.00	1,796.25	1,810.25
PP	1,802.50	1,802.50	1,802.50	1,798.75
S1	1,777.25	1,777.25	1,788.75	1,769.50
S2	1,761.75	1,761.75	1,785.00
S3	1,721.00	1,736.50	1,781.25
S4	1,680.25	1,695.75	1,770.00

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,931.50	1,905.25	1,816.25
R3	1,888.25	1,862.00	1,804.50
R2	1,845.00	1,845.00	1,800.50
R1	1,818.75	1,818.75	1,796.50	1,810.25
PP	1,801.75	1,801.75	1,801.75	1,797.50
S1	1,775.50	1,775.50	1,788.50	1,767.00
S2	1,758.50	1,758.50	1,784.50
S3	1,715.25	1,732.25	1,780.50
S4	1,672.00	1,689.00	1,768.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,828.00	1,784.75	43.25	2.4%	24.00	1.3%	18%	True	False	301,310
10	1,828.00	1,773.50	54.50	3.0%	22.75	1.3%	35%	True	False	314,498
20	1,867.75	1,773.00	94.75	5.3%	24.25	1.3%	21%	False	False	337,855
40	1,867.75	1,747.00	120.75	6.7%	25.75	1.4%	38%	False	False	300,807
60	1,867.75	1,747.00	120.75	6.7%	24.50	1.4%	38%	False	False	212,924
80	1,867.75	1,722.75	145.00	8.1%	24.50	1.4%	48%	False	False	159,731
100	1,867.75	1,648.00	219.75	12.3%	24.00	1.3%	66%	False	False	127,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.48
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	2,001.25
2.618	1,934.75
1.618	1,894.00
1.000	1,868.75
0.618	1,853.25
HIGH	1,828.00
0.618	1,812.50
0.500	1,807.50
0.382	1,802.75
LOW	1,787.25
0.618	1,762.00
1.000	1,746.50
1.618	1,721.25
2.618	1,680.50
4.250	1,614.00

Fisher Pivots for day following 09-Feb-2007
Pivot	1 day	3 day
R1	1,807.50	1,807.50
PP	1,802.50	1,802.50
S1	1,797.50	1,797.50

Download as Excel Spreadsheet

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

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