E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 2,113.75 2,124.25 10.50 0.5% 2,092.75
High 2,132.25 2,139.25 7.00 0.3% 2,139.25
Low 2,098.00 2,118.00 20.00 1.0% 2,052.00
Close 2,126.00 2,132.00 6.00 0.3% 2,132.00
Range 34.25 21.25 -13.00 -38.0% 87.25
ATR 48.11 46.19 -1.92 -4.0% 0.00
Volume 359,768 343,899 -15,869 -4.4% 1,847,760
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,193.50 2,184.00 2,143.75
R3 2,172.25 2,162.75 2,137.75
R2 2,151.00 2,151.00 2,136.00
R1 2,141.50 2,141.50 2,134.00 2,146.25
PP 2,129.75 2,129.75 2,129.75 2,132.00
S1 2,120.25 2,120.25 2,130.00 2,125.00
S2 2,108.50 2,108.50 2,128.00
S3 2,087.25 2,099.00 2,126.25
S4 2,066.00 2,077.75 2,120.25
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,369.50 2,338.00 2,180.00
R3 2,282.25 2,250.75 2,156.00
R2 2,195.00 2,195.00 2,148.00
R1 2,163.50 2,163.50 2,140.00 2,179.25
PP 2,107.75 2,107.75 2,107.75 2,115.50
S1 2,076.25 2,076.25 2,124.00 2,092.00
S2 2,020.50 2,020.50 2,116.00
S3 1,933.25 1,989.00 2,108.00
S4 1,846.00 1,901.75 2,084.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,139.25 2,052.00 87.25 4.1% 33.00 1.6% 92% True False 369,552
10 2,139.25 1,992.50 146.75 6.9% 43.75 2.0% 95% True False 396,859
20 2,139.25 1,982.25 157.00 7.4% 52.00 2.4% 95% True False 506,391
40 2,256.25 1,982.25 274.00 12.9% 48.75 2.3% 55% False False 481,592
60 2,256.25 1,982.25 274.00 12.9% 41.75 2.0% 55% False False 417,031
80 2,256.25 1,841.75 414.50 19.4% 40.25 1.9% 70% False False 313,577
100 2,256.25 1,835.25 421.00 19.7% 40.50 1.9% 70% False False 250,885
120 2,256.25 1,835.25 421.00 19.7% 37.25 1.7% 70% False False 209,081
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.85
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 2,229.50
2.618 2,195.00
1.618 2,173.75
1.000 2,160.50
0.618 2,152.50
HIGH 2,139.25
0.618 2,131.25
0.500 2,128.50
0.382 2,126.00
LOW 2,118.00
0.618 2,104.75
1.000 2,096.75
1.618 2,083.50
2.618 2,062.25
4.250 2,027.75
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 2,131.00 2,121.50
PP 2,129.75 2,111.00
S1 2,128.50 2,100.50

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

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