E-mini NASDAQ-100 Future December 2007


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 2,124.25 2,130.75 6.50 0.3% 2,092.75
High 2,139.25 2,144.75 5.50 0.3% 2,139.25
Low 2,118.00 2,125.75 7.75 0.4% 2,052.00
Close 2,132.00 2,138.50 6.50 0.3% 2,132.00
Range 21.25 19.00 -2.25 -10.6% 87.25
ATR 46.19 44.25 -1.94 -4.2% 0.00
Volume 343,899 268,677 -75,222 -21.9% 1,847,760
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,193.25 2,185.00 2,149.00
R3 2,174.25 2,166.00 2,143.75
R2 2,155.25 2,155.25 2,142.00
R1 2,147.00 2,147.00 2,140.25 2,151.00
PP 2,136.25 2,136.25 2,136.25 2,138.50
S1 2,128.00 2,128.00 2,136.75 2,132.00
S2 2,117.25 2,117.25 2,135.00
S3 2,098.25 2,109.00 2,133.25
S4 2,079.25 2,090.00 2,128.00
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 2,144.75 2,052.00 92.75 4.3% 30.25 1.4% 93% True False 325,535
10 2,144.75 1,995.25 149.50 7.0% 39.50 1.8% 96% True False 409,953
20 2,144.75 1,982.25 162.50 7.6% 49.00 2.3% 96% True False 475,621
40 2,256.25 1,982.25 274.00 12.8% 48.25 2.3% 57% False False 474,078
60 2,256.25 1,982.25 274.00 12.8% 41.75 1.9% 57% False False 417,758
80 2,256.25 1,902.50 353.75 16.5% 39.25 1.8% 67% False False 316,934
100 2,256.25 1,835.25 421.00 19.7% 40.50 1.9% 72% False False 253,571
120 2,256.25 1,835.25 421.00 19.7% 37.25 1.7% 72% False False 211,320
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.15
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 2,225.50
2.618 2,194.50
1.618 2,175.50
1.000 2,163.75
0.618 2,156.50
HIGH 2,144.75
0.618 2,137.50
0.500 2,135.25
0.382 2,133.00
LOW 2,125.75
0.618 2,114.00
1.000 2,106.75
1.618 2,095.00
2.618 2,076.00
4.250 2,045.00
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 2,137.50 2,132.75
PP 2,136.25 2,127.00
S1 2,135.25 2,121.50

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

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