E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 2,008.75 2,031.75 23.00 1.1% 2,055.75
High 2,037.25 2,053.75 16.50 0.8% 2,071.75
Low 2,007.00 1,992.50 -14.50 -0.7% 1,992.00
Close 2,032.50 2,000.00 -32.50 -1.6% 2,032.50
Range 30.25 61.25 31.00 102.5% 79.75
ATR 51.53 52.23 0.69 1.3% 0.00
Volume 486,391 137,737 -348,654 -71.7% 2,085,448
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 2,199.25 2,160.75 2,033.75
R3 2,138.00 2,099.50 2,016.75
R2 2,076.75 2,076.75 2,011.25
R1 2,038.25 2,038.25 2,005.50 2,027.00
PP 2,015.50 2,015.50 2,015.50 2,009.75
S1 1,977.00 1,977.00 1,994.50 1,965.50
S2 1,954.25 1,954.25 1,988.75
S3 1,893.00 1,915.75 1,983.25
S4 1,831.75 1,854.50 1,966.25
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 2,271.25 2,231.75 2,076.25
R3 2,191.50 2,152.00 2,054.50
R2 2,111.75 2,111.75 2,047.00
R1 2,072.25 2,072.25 2,039.75 2,052.00
PP 2,032.00 2,032.00 2,032.00 2,022.00
S1 1,992.50 1,992.50 2,025.25 1,972.50
S2 1,952.25 1,952.25 2,018.00
S3 1,872.50 1,912.75 2,010.50
S4 1,792.75 1,833.00 1,988.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.75 1,992.00 79.75 4.0% 54.25 2.7% 10% False False 444,637
10 2,101.75 1,982.25 119.50 6.0% 58.75 2.9% 15% False False 541,289
20 2,256.25 1,982.25 274.00 13.7% 54.00 2.7% 6% False False 497,734
40 2,256.25 1,982.25 274.00 13.7% 46.00 2.3% 6% False False 445,328
60 2,256.25 1,971.00 285.25 14.3% 40.00 2.0% 10% False False 354,177
80 2,256.25 1,835.25 421.00 21.1% 40.25 2.0% 39% False False 265,704
100 2,256.25 1,835.25 421.00 21.1% 38.50 1.9% 39% False False 212,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,314.00
2.618 2,214.00
1.618 2,152.75
1.000 2,115.00
0.618 2,091.50
HIGH 2,053.75
0.618 2,030.25
0.500 2,023.00
0.382 2,016.00
LOW 1,992.50
0.618 1,954.75
1.000 1,931.25
1.618 1,893.50
2.618 1,832.25
4.250 1,732.25
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 2,023.00 2,023.00
PP 2,015.50 2,015.25
S1 2,007.75 2,007.50

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

View Archives - Comment on this page... - Back to Index of Symbols