E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 2,024.25 2,024.75 0.50 0.0% 1,989.50
High 2,030.50 2,025.00 -5.50 -0.3% 2,032.75
Low 2,005.75 2,000.25 -5.50 -0.3% 1,971.00
Close 2,025.00 2,006.00 -19.00 -0.9% 2,025.00
Range 24.75 24.75 0.00 0.0% 61.75
ATR 33.94 33.29 -0.66 -1.9% 0.00
Volume 225,069 281,648 56,579 25.1% 271,833
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,084.75 2,070.00 2,019.50
R3 2,060.00 2,045.25 2,012.75
R2 2,035.25 2,035.25 2,010.50
R1 2,020.50 2,020.50 2,008.25 2,015.50
PP 2,010.50 2,010.50 2,010.50 2,008.00
S1 1,995.75 1,995.75 2,003.75 1,990.75
S2 1,985.75 1,985.75 2,001.50
S3 1,961.00 1,971.00 1,999.25
S4 1,936.25 1,946.25 1,992.50
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,194.75 2,171.75 2,059.00
R3 2,133.00 2,110.00 2,042.00
R2 2,071.25 2,071.25 2,036.25
R1 2,048.25 2,048.25 2,030.75 2,059.75
PP 2,009.50 2,009.50 2,009.50 2,015.50
S1 1,986.50 1,986.50 2,019.25 1,998.00
S2 1,947.75 1,947.75 2,013.75
S3 1,886.00 1,924.75 2,008.00
S4 1,824.25 1,863.00 1,991.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,032.75 1,989.75 43.00 2.1% 24.25 1.2% 38% False False 110,053
10 2,063.00 1,971.00 92.00 4.6% 32.00 1.6% 38% False False 56,433
20 2,063.00 1,909.75 153.25 7.6% 32.00 1.6% 63% False False 28,537
40 2,078.00 1,835.25 242.75 12.1% 39.00 1.9% 70% False False 14,331
60 2,101.75 1,835.25 266.50 13.3% 32.75 1.6% 64% False False 9,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.05
Fibonacci Retracements and Extensions
4.250 2,130.25
2.618 2,089.75
1.618 2,065.00
1.000 2,049.75
0.618 2,040.25
HIGH 2,025.00
0.618 2,015.50
0.500 2,012.50
0.382 2,009.75
LOW 2,000.25
0.618 1,985.00
1.000 1,975.50
1.618 1,960.25
2.618 1,935.50
4.250 1,895.00
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 2,012.50 2,016.25
PP 2,010.50 2,012.75
S1 2,008.25 2,009.50

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

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