E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 2,159.75 2,131.00 -28.75 -1.3% 2,131.00
High 2,165.00 2,146.25 -18.75 -0.9% 2,165.00
Low 2,124.75 2,112.50 -12.25 -0.6% 2,112.50
Close 2,131.50 2,125.00 -6.50 -0.3% 2,125.00
Range 40.25 33.75 -6.50 -16.1% 52.50
ATR 39.81 39.38 -0.43 -1.1% 0.00
Volume 117,077 197,716 80,639 68.9% 650,733
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,229.25 2,210.75 2,143.50
R3 2,195.50 2,177.00 2,134.25
R2 2,161.75 2,161.75 2,131.25
R1 2,143.25 2,143.25 2,128.00 2,135.50
PP 2,128.00 2,128.00 2,128.00 2,124.00
S1 2,109.50 2,109.50 2,122.00 2,102.00
S2 2,094.25 2,094.25 2,118.75
S3 2,060.50 2,075.75 2,115.75
S4 2,026.75 2,042.00 2,106.50
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 2,291.75 2,260.75 2,154.00
R3 2,239.25 2,208.25 2,139.50
R2 2,186.75 2,186.75 2,134.50
R1 2,155.75 2,155.75 2,129.75 2,145.00
PP 2,134.25 2,134.25 2,134.25 2,128.75
S1 2,103.25 2,103.25 2,120.25 2,092.50
S2 2,081.75 2,081.75 2,115.50
S3 2,029.25 2,050.75 2,110.50
S4 1,976.75 1,998.25 2,096.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,165.00 2,098.50 66.50 3.1% 32.75 1.5% 40% False False 212,799
10 2,165.00 2,021.00 144.00 6.8% 36.25 1.7% 72% False False 298,111
20 2,174.00 2,021.00 153.00 7.2% 37.75 1.8% 68% False False 152,167
40 2,258.25 2,004.75 253.50 11.9% 44.75 2.1% 47% False False 76,311
60 2,276.25 2,004.75 271.50 12.8% 43.00 2.0% 44% False False 50,890
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,289.75
2.618 2,234.50
1.618 2,200.75
1.000 2,180.00
0.618 2,167.00
HIGH 2,146.25
0.618 2,133.25
0.500 2,129.50
0.382 2,125.50
LOW 2,112.50
0.618 2,091.75
1.000 2,078.75
1.618 2,058.00
2.618 2,024.25
4.250 1,969.00
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 2,129.50 2,138.75
PP 2,128.00 2,134.25
S1 2,126.50 2,129.50

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

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