E-mini NASDAQ-100 Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 2,000.25 1,982.50 -17.75 -0.9% 1,968.75
High 2,000.75 2,037.50 36.75 1.8% 2,009.25
Low 1,976.75 1,978.00 1.25 0.1% 1,947.00
Close 1,982.50 2,035.75 53.25 2.7% 2,001.25
Range 24.00 59.50 35.50 147.9% 62.25
ATR 34.92 36.68 1.76 5.0% 0.00
Volume 88,401 91,056 2,655 3.0% 1,708,689
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,195.50 2,175.25 2,068.50
R3 2,136.00 2,115.75 2,052.00
R2 2,076.50 2,076.50 2,046.75
R1 2,056.25 2,056.25 2,041.25 2,066.50
PP 2,017.00 2,017.00 2,017.00 2,022.25
S1 1,996.75 1,996.75 2,030.25 2,007.00
S2 1,957.50 1,957.50 2,024.75
S3 1,898.00 1,937.25 2,019.50
S4 1,838.50 1,877.75 2,003.00
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,172.50 2,149.25 2,035.50
R3 2,110.25 2,087.00 2,018.25
R2 2,048.00 2,048.00 2,012.75
R1 2,024.75 2,024.75 2,007.00 2,036.50
PP 1,985.75 1,985.75 1,985.75 1,991.75
S1 1,962.50 1,962.50 1,995.50 1,974.00
S2 1,923.50 1,923.50 1,989.75
S3 1,861.25 1,900.25 1,984.25
S4 1,799.00 1,838.00 1,967.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,037.50 1,976.75 60.75 3.0% 30.25 1.5% 97% True False 204,445
10 2,037.50 1,947.00 90.50 4.4% 32.75 1.6% 98% True False 291,954
20 2,038.50 1,888.75 149.75 7.4% 35.50 1.7% 98% False False 304,511
40 2,054.25 1,813.75 240.50 11.8% 41.50 2.0% 92% False False 428,439
60 2,077.75 1,813.75 264.00 13.0% 35.25 1.7% 84% False False 395,633
80 2,077.75 1,813.75 264.00 13.0% 32.25 1.6% 84% False False 349,083
100 2,077.75 1,813.75 264.00 13.0% 30.25 1.5% 84% False False 279,288
120 2,077.75 1,799.00 278.75 13.7% 28.00 1.4% 85% False False 232,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.35
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,290.50
2.618 2,193.25
1.618 2,133.75
1.000 2,097.00
0.618 2,074.25
HIGH 2,037.50
0.618 2,014.75
0.500 2,007.75
0.382 2,000.75
LOW 1,978.00
0.618 1,941.25
1.000 1,918.50
1.618 1,881.75
2.618 1,822.25
4.250 1,725.00
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 2,026.50 2,026.25
PP 2,017.00 2,016.75
S1 2,007.75 2,007.00

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

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