E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 1,744.75 1,737.75 -7.00 -0.4% 1,845.75
High 1,749.25 1,759.75 10.50 0.6% 1,855.50
Low 1,735.50 1,733.25 -2.25 -0.1% 1,720.00
Close 1,737.50 1,754.50 17.00 1.0% 1,726.25
Range 13.75 26.50 12.75 92.7% 135.50
ATR 30.85 30.54 -0.31 -1.0% 0.00
Volume 422,567 0 -422,567 -100.0% 2,603,683
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,828.75 1,818.00 1,769.00
R3 1,802.25 1,791.50 1,761.75
R2 1,775.75 1,775.75 1,759.25
R1 1,765.00 1,765.00 1,757.00 1,770.50
PP 1,749.25 1,749.25 1,749.25 1,751.75
S1 1,738.50 1,738.50 1,752.00 1,744.00
S2 1,722.75 1,722.75 1,749.75
S3 1,696.25 1,712.00 1,747.25
S4 1,669.75 1,685.50 1,740.00
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 2,173.75 2,085.50 1,800.75
R3 2,038.25 1,950.00 1,763.50
R2 1,902.75 1,902.75 1,751.00
R1 1,814.50 1,814.50 1,738.75 1,791.00
PP 1,767.25 1,767.25 1,767.25 1,755.50
S1 1,679.00 1,679.00 1,713.75 1,655.50
S2 1,631.75 1,631.75 1,701.50
S3 1,496.25 1,543.50 1,689.00
S4 1,360.75 1,408.00 1,651.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,763.00 1,704.75 58.25 3.3% 31.00 1.8% 85% False False 424,282
10 1,856.75 1,704.75 152.00 8.7% 39.50 2.3% 33% False False 439,564
20 1,857.50 1,704.75 152.75 8.7% 30.00 1.7% 33% False False 379,455
40 1,867.75 1,704.75 163.00 9.3% 27.25 1.6% 31% False False 360,641
60 1,867.75 1,704.75 163.00 9.3% 27.25 1.6% 31% False False 327,866
80 1,867.75 1,704.75 163.00 9.3% 25.75 1.5% 31% False False 246,576
100 1,867.75 1,704.75 163.00 9.3% 25.25 1.4% 31% False False 197,290
120 1,867.75 1,648.00 219.75 12.5% 24.75 1.4% 48% False False 164,423
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 6.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,872.50
2.618 1,829.25
1.618 1,802.75
1.000 1,786.25
0.618 1,776.25
HIGH 1,759.75
0.618 1,749.75
0.500 1,746.50
0.382 1,743.25
LOW 1,733.25
0.618 1,716.75
1.000 1,706.75
1.618 1,690.25
2.618 1,663.75
4.250 1,620.50
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 1,751.75 1,748.00
PP 1,749.25 1,741.75
S1 1,746.50 1,735.50

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

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