E-mini NASDAQ-100 Future December 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 1,878.00 1,911.00 33.00 1.8% 1,968.25
High 1,931.00 1,927.50 -3.50 -0.2% 1,979.00
Low 1,841.75 1,902.50 60.75 3.3% 1,835.25
Close 1,913.25 1,918.75 5.50 0.3% 1,913.25
Range 89.25 25.00 -64.25 -72.0% 143.75
ATR 42.93 41.65 -1.28 -3.0% 0.00
Volume 165 95 -70 -42.4% 766
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,991.25 1,980.00 1,932.50
R3 1,966.25 1,955.00 1,925.50
R2 1,941.25 1,941.25 1,923.25
R1 1,930.00 1,930.00 1,921.00 1,935.50
PP 1,916.25 1,916.25 1,916.25 1,919.00
S1 1,905.00 1,905.00 1,916.50 1,910.50
S2 1,891.25 1,891.25 1,914.25
S3 1,866.25 1,880.00 1,912.00
S4 1,841.25 1,855.00 1,905.00
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 2,340.50 2,270.50 1,992.25
R3 2,196.75 2,126.75 1,952.75
R2 2,053.00 2,053.00 1,939.50
R1 1,983.00 1,983.00 1,926.50 1,946.00
PP 1,909.25 1,909.25 1,909.25 1,890.75
S1 1,839.25 1,839.25 1,900.00 1,802.50
S2 1,765.50 1,765.50 1,887.00
S3 1,621.75 1,695.50 1,873.75
S4 1,478.00 1,551.75 1,834.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,974.00 1,835.25 138.75 7.2% 53.50 2.8% 60% False False 155
10 2,029.25 1,835.25 194.00 10.1% 46.75 2.4% 43% False False 126
20 2,078.00 1,835.25 242.75 12.7% 46.00 2.4% 34% False False 124
40 2,101.75 1,835.25 266.50 13.9% 33.00 1.7% 31% False False 94
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 10.98
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,033.75
2.618 1,993.00
1.618 1,968.00
1.000 1,952.50
0.618 1,943.00
HIGH 1,927.50
0.618 1,918.00
0.500 1,915.00
0.382 1,912.00
LOW 1,902.50
0.618 1,887.00
1.000 1,877.50
1.618 1,862.00
2.618 1,837.00
4.250 1,796.25
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 1,917.50 1,907.00
PP 1,916.25 1,895.00
S1 1,915.00 1,883.00

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

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