E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	1,860.00	1,894.50	34.50	1.9%	1,933.25
High	1,913.00	1,907.50	-5.50	-0.3%	1,957.25
Low	1,829.25	1,881.25	52.00	2.8%	1,813.75
Close	1,892.25	1,897.75	5.50	0.3%	1,892.25
Range	83.75	26.25	-57.50	-68.7%	143.50
ATR	43.70	42.45	-1.25	-2.9%	0.00
Volume	982,573	634,861	-347,712	-35.4%	3,049,608

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,974.25	1,962.25	1,912.25
R3	1,948.00	1,936.00	1,905.00
R2	1,921.75	1,921.75	1,902.50
R1	1,909.75	1,909.75	1,900.25	1,915.75
PP	1,895.50	1,895.50	1,895.50	1,898.50
S1	1,883.50	1,883.50	1,895.25	1,889.50
S2	1,869.25	1,869.25	1,893.00
S3	1,843.00	1,857.25	1,890.50
S4	1,816.75	1,831.00	1,883.25

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,318.25	2,248.75	1,971.25
R3	2,174.75	2,105.25	1,931.75
R2	2,031.25	2,031.25	1,918.50
R1	1,961.75	1,961.75	1,905.50	1,924.75
PP	1,887.75	1,887.75	1,887.75	1,869.25
S1	1,818.25	1,818.25	1,879.00	1,781.25
S2	1,744.25	1,744.25	1,866.00
S3	1,600.75	1,674.75	1,852.75
S4	1,457.25	1,531.25	1,813.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,951.75	1,813.75	138.00	7.3%	53.50	2.8%	61%	False	False	595,633
10	2,006.75	1,813.75	193.00	10.2%	48.50	2.6%	44%	False	False	574,904
20	2,054.25	1,813.75	240.50	12.7%	47.25	2.5%	35%	False	False	552,367
40	2,077.75	1,813.75	264.00	13.9%	35.00	1.8%	32%	False	False	441,195
60	2,077.75	1,813.75	264.00	13.9%	31.00	1.6%	32%	False	False	363,940
80	2,077.75	1,813.75	264.00	13.9%	29.00	1.5%	32%	False	False	272,983
100	2,077.75	1,799.00	278.75	14.7%	26.50	1.4%	35%	False	False	218,395

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	10.33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,019.00
2.618	1,976.25
1.618	1,950.00
1.000	1,933.75
0.618	1,923.75
HIGH	1,907.50
0.618	1,897.50
0.500	1,894.50
0.382	1,891.25
LOW	1,881.25
0.618	1,865.00
1.000	1,855.00
1.618	1,838.75
2.618	1,812.50
4.250	1,769.75

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	1,896.50	1,886.25
PP	1,895.50	1,874.75
S1	1,894.50	1,863.50

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