E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 2,064.50 2,113.75 49.25 2.4% 2,031.75
High 2,108.25 2,132.25 24.00 1.1% 2,129.25
Low 2,061.75 2,098.00 36.25 1.8% 1,992.50
Close 2,101.25 2,126.00 24.75 1.2% 2,094.50
Range 46.50 34.25 -12.25 -26.3% 136.75
ATR 49.18 48.11 -1.07 -2.2% 0.00
Volume 323,481 359,768 36,287 11.2% 2,120,835
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,221.50 2,208.00 2,144.75
R3 2,187.25 2,173.75 2,135.50
R2 2,153.00 2,153.00 2,132.25
R1 2,139.50 2,139.50 2,129.25 2,146.25
PP 2,118.75 2,118.75 2,118.75 2,122.00
S1 2,105.25 2,105.25 2,122.75 2,112.00
S2 2,084.50 2,084.50 2,119.75
S3 2,050.25 2,071.00 2,116.50
S4 2,016.00 2,036.75 2,107.25
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 2,132.25 2,052.00 80.25 3.8% 39.50 1.9% 92% True False 379,742
10 2,132.25 1,992.50 139.75 6.6% 44.50 2.1% 96% True False 411,108
20 2,180.00 1,982.25 197.75 9.3% 56.00 2.6% 73% False False 516,366
40 2,256.25 1,982.25 274.00 12.9% 50.00 2.4% 52% False False 479,583
60 2,256.25 1,982.25 274.00 12.9% 41.75 2.0% 52% False False 411,696
80 2,256.25 1,835.25 421.00 19.8% 40.75 1.9% 69% False False 309,284
100 2,256.25 1,835.25 421.00 19.8% 40.50 1.9% 69% False False 247,447
120 2,256.25 1,835.25 421.00 19.8% 37.25 1.8% 69% False False 206,215
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 10.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,277.75
2.618 2,222.00
1.618 2,187.75
1.000 2,166.50
0.618 2,153.50
HIGH 2,132.25
0.618 2,119.25
0.500 2,115.00
0.382 2,111.00
LOW 2,098.00
0.618 2,076.75
1.000 2,063.75
1.618 2,042.50
2.618 2,008.25
4.250 1,952.50
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 2,122.50 2,114.75
PP 2,118.75 2,103.50
S1 2,115.00 2,092.00

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

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