E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 2,146.50 2,176.25 29.75 1.4% 2,199.50
High 2,177.00 2,221.00 44.00 2.0% 2,218.25
Low 2,127.75 2,176.25 48.50 2.3% 2,146.50
Close 2,171.75 2,212.00 40.25 1.9% 2,149.75
Range 49.25 44.75 -4.50 -9.1% 71.75
ATR 35.82 36.78 0.96 2.7% 0.00
Volume 567,524 503,395 -64,129 -11.3% 2,142,471
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 2,337.25 2,319.50 2,236.50
R3 2,292.50 2,274.75 2,224.25
R2 2,247.75 2,247.75 2,220.25
R1 2,230.00 2,230.00 2,216.00 2,239.00
PP 2,203.00 2,203.00 2,203.00 2,207.50
S1 2,185.25 2,185.25 2,208.00 2,194.00
S2 2,158.25 2,158.25 2,203.75
S3 2,113.50 2,140.50 2,199.75
S4 2,068.75 2,095.75 2,187.50
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 2,386.75 2,340.00 2,189.25
R3 2,315.00 2,268.25 2,169.50
R2 2,243.25 2,243.25 2,163.00
R1 2,196.50 2,196.50 2,156.25 2,184.00
PP 2,171.50 2,171.50 2,171.50 2,165.25
S1 2,124.75 2,124.75 2,143.25 2,112.25
S2 2,099.75 2,099.75 2,136.50
S3 2,028.00 2,053.00 2,130.00
S4 1,956.25 1,981.25 2,110.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,221.00 2,127.75 93.25 4.2% 48.00 2.2% 90% True False 482,640
10 2,221.00 2,127.75 93.25 4.2% 43.25 2.0% 90% True False 433,230
20 2,221.00 2,097.50 123.50 5.6% 33.50 1.5% 93% True False 348,031
40 2,221.00 1,929.25 291.75 13.2% 32.50 1.5% 97% True False 240,103
60 2,221.00 1,835.25 385.75 17.4% 35.25 1.6% 98% True False 160,108
80 2,221.00 1,835.25 385.75 17.4% 33.50 1.5% 98% True False 120,106
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,411.25
2.618 2,338.25
1.618 2,293.50
1.000 2,265.75
0.618 2,248.75
HIGH 2,221.00
0.618 2,204.00
0.500 2,198.50
0.382 2,193.25
LOW 2,176.25
0.618 2,148.50
1.000 2,131.50
1.618 2,103.75
2.618 2,059.00
4.250 1,986.00
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 2,207.50 2,199.50
PP 2,203.00 2,187.00
S1 2,198.50 2,174.50

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

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