E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 2,094.25 2,097.75 3.50 0.2% 2,031.75
High 2,114.00 2,129.25 15.25 0.7% 2,129.25
Low 2,085.75 2,075.50 -10.25 -0.5% 1,992.50
Close 2,100.50 2,094.50 -6.00 -0.3% 2,094.50
Range 28.25 53.75 25.50 90.3% 136.75
ATR 52.10 52.21 0.12 0.2% 0.00
Volume 527,705 394,851 -132,854 -25.2% 2,120,835
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 2,261.00 2,231.50 2,124.00
R3 2,207.25 2,177.75 2,109.25
R2 2,153.50 2,153.50 2,104.25
R1 2,124.00 2,124.00 2,099.50 2,112.00
PP 2,099.75 2,099.75 2,099.75 2,093.75
S1 2,070.25 2,070.25 2,089.50 2,058.00
S2 2,046.00 2,046.00 2,084.75
S3 1,992.25 2,016.50 2,079.75
S4 1,938.50 1,962.75 2,065.00
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 2,482.25 2,425.25 2,169.75
R3 2,345.50 2,288.50 2,132.00
R2 2,208.75 2,208.75 2,119.50
R1 2,151.75 2,151.75 2,107.00 2,180.25
PP 2,072.00 2,072.00 2,072.00 2,086.50
S1 2,015.00 2,015.00 2,082.00 2,043.50
S2 1,935.25 1,935.25 2,069.50
S3 1,798.50 1,878.25 2,057.00
S4 1,661.75 1,741.50 2,019.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,129.25 1,992.50 136.75 6.5% 54.25 2.6% 75% True False 424,167
10 2,129.25 1,992.00 137.25 6.6% 52.75 2.5% 75% True False 482,042
20 2,236.00 1,982.25 253.75 12.1% 57.25 2.7% 44% False False 532,396
40 2,256.25 1,982.25 274.00 13.1% 49.00 2.3% 41% False False 468,271
60 2,256.25 1,971.00 285.25 13.6% 41.75 2.0% 43% False False 387,152
80 2,256.25 1,835.25 421.00 20.1% 40.75 1.9% 62% False False 290,488
100 2,256.25 1,835.25 421.00 20.1% 39.75 1.9% 62% False False 232,413
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 14.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,357.75
2.618 2,270.00
1.618 2,216.25
1.000 2,183.00
0.618 2,162.50
HIGH 2,129.25
0.618 2,108.75
0.500 2,102.50
0.382 2,096.00
LOW 2,075.50
0.618 2,042.25
1.000 2,021.75
1.618 1,988.50
2.618 1,934.75
4.250 1,847.00
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 2,102.50 2,088.50
PP 2,099.75 2,082.50
S1 2,097.00 2,076.50

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

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