E-mini NASDAQ-100 Future September 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 1,944.75 1,939.25 -5.50 -0.3% 1,894.50
High 1,960.00 1,970.00 10.00 0.5% 1,970.00
Low 1,927.50 1,930.00 2.50 0.1% 1,881.25
Close 1,939.50 1,969.50 30.00 1.5% 1,969.50
Range 32.50 40.00 7.50 23.1% 88.75
ATR 40.37 40.34 -0.03 -0.1% 0.00
Volume 311,159 323,828 12,669 4.1% 1,955,094
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 2,076.50 2,063.00 1,991.50
R3 2,036.50 2,023.00 1,980.50
R2 1,996.50 1,996.50 1,976.75
R1 1,983.00 1,983.00 1,973.25 1,989.75
PP 1,956.50 1,956.50 1,956.50 1,960.00
S1 1,943.00 1,943.00 1,965.75 1,949.75
S2 1,916.50 1,916.50 1,962.25
S3 1,876.50 1,903.00 1,958.50
S4 1,836.50 1,863.00 1,947.50
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 2,206.50 2,176.75 2,018.25
R3 2,117.75 2,088.00 1,994.00
R2 2,029.00 2,029.00 1,985.75
R1 1,999.25 1,999.25 1,977.75 2,014.00
PP 1,940.25 1,940.25 1,940.25 1,947.75
S1 1,910.50 1,910.50 1,961.25 1,925.50
S2 1,851.50 1,851.50 1,953.25
S3 1,762.75 1,821.75 1,945.00
S4 1,674.00 1,733.00 1,920.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,970.00 1,881.25 88.75 4.5% 32.50 1.7% 99% True False 391,018
10 1,970.00 1,813.75 156.25 7.9% 43.00 2.2% 100% True False 500,470
20 2,011.50 1,813.75 197.75 10.0% 44.75 2.3% 79% False False 512,743
40 2,077.75 1,813.75 264.00 13.4% 35.75 1.8% 59% False False 435,703
60 2,077.75 1,813.75 264.00 13.4% 32.00 1.6% 59% False False 385,904
80 2,077.75 1,813.75 264.00 13.4% 29.75 1.5% 59% False False 289,484
100 2,077.75 1,813.75 264.00 13.4% 27.25 1.4% 59% False False 231,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,140.00
2.618 2,074.75
1.618 2,034.75
1.000 2,010.00
0.618 1,994.75
HIGH 1,970.00
0.618 1,954.75
0.500 1,950.00
0.382 1,945.25
LOW 1,930.00
0.618 1,905.25
1.000 1,890.00
1.618 1,865.25
2.618 1,825.25
4.250 1,760.00
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 1,963.00 1,961.00
PP 1,956.50 1,952.50
S1 1,950.00 1,944.00

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

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