E-mini NASDAQ-100 Future September 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 2,040.00 2,035.50 -4.50 -0.2% 2,000.25
High 2,043.75 2,051.25 7.50 0.4% 2,057.25
Low 2,029.50 2,031.00 1.50 0.1% 1,976.75
Close 2,034.75 2,043.56 8.81 0.4% 2,043.56
Range 14.25 20.25 6.00 42.1% 80.50
ATR 34.27 33.26 -1.00 -2.9% 0.00
Volume 81,899 66,498 -15,401 -18.8% 443,901
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,102.75 2,093.25 2,054.75
R3 2,082.50 2,073.00 2,049.25
R2 2,062.25 2,062.25 2,047.25
R1 2,052.75 2,052.75 2,045.50 2,057.50
PP 2,042.00 2,042.00 2,042.00 2,044.25
S1 2,032.50 2,032.50 2,041.75 2,037.25
S2 2,021.75 2,021.75 2,039.75
S3 2,001.50 2,012.25 2,038.00
S4 1,981.25 1,992.00 2,032.50
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,267.25 2,236.00 2,087.75
R3 2,186.75 2,155.50 2,065.75
R2 2,106.25 2,106.25 2,058.25
R1 2,075.00 2,075.00 2,051.00 2,090.75
PP 2,025.75 2,025.75 2,025.75 2,033.75
S1 1,994.50 1,994.50 2,036.25 2,010.25
S2 1,945.25 1,945.25 2,028.75
S3 1,864.75 1,914.00 2,021.50
S4 1,784.25 1,833.50 1,999.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,057.25 1,976.75 80.50 3.9% 28.50 1.4% 83% False False 88,780
10 2,057.25 1,947.00 110.25 5.4% 27.75 1.4% 88% False False 215,259
20 2,057.25 1,905.50 151.75 7.4% 33.50 1.6% 91% False False 267,913
40 2,057.25 1,813.75 243.50 11.9% 39.50 1.9% 94% False False 402,452
60 2,077.75 1,813.75 264.00 12.9% 34.50 1.7% 87% False False 380,903
80 2,077.75 1,813.75 264.00 12.9% 32.00 1.6% 87% False False 352,364
100 2,077.75 1,813.75 264.00 12.9% 30.25 1.5% 87% False False 281,931
120 2,077.75 1,813.75 264.00 12.9% 28.00 1.4% 87% False False 234,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,137.25
2.618 2,104.25
1.618 2,084.00
1.000 2,071.50
0.618 2,063.75
HIGH 2,051.25
0.618 2,043.50
0.500 2,041.00
0.382 2,038.75
LOW 2,031.00
0.618 2,018.50
1.000 2,010.75
1.618 1,998.25
2.618 1,978.00
4.250 1,945.00
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 2,042.75 2,043.50
PP 2,042.00 2,043.50
S1 2,041.00 2,043.50

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

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