E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 1,880.00 1,883.00 3.00 0.2% 1,984.75
High 1,919.25 1,905.00 -14.25 -0.7% 1,998.50
Low 1,859.25 1,848.75 -10.50 -0.6% 1,903.00
Close 1,881.00 1,856.00 -25.00 -1.3% 1,925.50
Range 60.00 56.25 -3.75 -6.3% 95.50
ATR 50.37 50.79 0.42 0.8% 0.00
Volume 540,891 707,613 166,722 30.8% 3,003,495
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 2,038.75 2,003.50 1,887.00
R3 1,982.50 1,947.25 1,871.50
R2 1,926.25 1,926.25 1,866.25
R1 1,891.00 1,891.00 1,861.25 1,880.50
PP 1,870.00 1,870.00 1,870.00 1,864.50
S1 1,834.75 1,834.75 1,850.75 1,824.25
S2 1,813.75 1,813.75 1,845.75
S3 1,757.50 1,778.50 1,840.50
S4 1,701.25 1,722.25 1,825.00
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 2,228.75 2,172.75 1,978.00
R3 2,133.25 2,077.25 1,951.75
R2 2,037.75 2,037.75 1,943.00
R1 1,981.75 1,981.75 1,934.25 1,962.00
PP 1,942.25 1,942.25 1,942.25 1,932.50
S1 1,886.25 1,886.25 1,916.75 1,866.50
S2 1,846.75 1,846.75 1,908.00
S3 1,751.25 1,790.75 1,899.25
S4 1,655.75 1,695.25 1,873.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,964.75 1,848.75 116.00 6.3% 58.00 3.1% 6% False True 550,804
10 2,082.75 1,848.75 234.00 12.6% 63.00 3.4% 3% False True 540,998
20 2,165.00 1,848.75 316.25 17.0% 48.75 2.6% 2% False True 400,464
40 2,174.00 1,848.75 325.25 17.5% 44.50 2.4% 2% False True 228,547
60 2,276.25 1,848.75 427.50 23.0% 47.00 2.5% 2% False True 152,451
80 2,276.25 1,848.75 427.50 23.0% 43.25 2.3% 2% False True 114,346
Crabel Price Patterns
NR True
NR4 True
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 15.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,144.00
2.618 2,052.25
1.618 1,996.00
1.000 1,961.25
0.618 1,939.75
HIGH 1,905.00
0.618 1,883.50
0.500 1,877.00
0.382 1,870.25
LOW 1,848.75
0.618 1,814.00
1.000 1,792.50
1.618 1,757.75
2.618 1,701.50
4.250 1,609.75
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 1,877.00 1,904.00
PP 1,870.00 1,888.00
S1 1,863.00 1,872.00

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

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