E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 1,807.00 1,827.00 20.00 1.1% 1,796.50
High 1,860.50 1,879.00 18.50 1.0% 1,879.00
Low 1,783.50 1,825.50 42.00 2.4% 1,761.50
Close 1,847.75 1,863.50 15.75 0.9% 1,863.50
Range 77.00 53.50 -23.50 -30.5% 117.50
ATR 58.14 57.81 -0.33 -0.6% 0.00
Volume 531,765 580,744 48,979 9.2% 2,360,206
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 2,016.50 1,993.50 1,893.00
R3 1,963.00 1,940.00 1,878.25
R2 1,909.50 1,909.50 1,873.25
R1 1,886.50 1,886.50 1,868.50 1,898.00
PP 1,856.00 1,856.00 1,856.00 1,861.75
S1 1,833.00 1,833.00 1,858.50 1,844.50
S2 1,802.50 1,802.50 1,853.75
S3 1,749.00 1,779.50 1,848.75
S4 1,695.50 1,726.00 1,834.00
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 2,187.25 2,142.75 1,928.00
R3 2,069.75 2,025.25 1,895.75
R2 1,952.25 1,952.25 1,885.00
R1 1,907.75 1,907.75 1,874.25 1,930.00
PP 1,834.75 1,834.75 1,834.75 1,845.75
S1 1,790.25 1,790.25 1,852.75 1,812.50
S2 1,717.25 1,717.25 1,842.00
S3 1,599.75 1,672.75 1,831.25
S4 1,482.25 1,555.25 1,799.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,879.00 1,761.50 117.50 6.3% 53.00 2.8% 87% True False 472,041
10 1,887.00 1,698.25 188.75 10.1% 66.25 3.6% 88% False False 579,550
20 2,082.75 1,698.25 384.50 20.6% 64.75 3.5% 43% False False 560,274
40 2,174.00 1,698.25 475.75 25.5% 51.25 2.8% 35% False False 373,261
60 2,251.00 1,698.25 552.75 29.7% 51.50 2.8% 30% False False 249,029
80 2,276.25 1,698.25 578.00 31.0% 48.75 2.6% 29% False False 186,786
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 13.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,106.50
2.618 2,019.00
1.618 1,965.50
1.000 1,932.50
0.618 1,912.00
HIGH 1,879.00
0.618 1,858.50
0.500 1,852.25
0.382 1,846.00
LOW 1,825.50
0.618 1,792.50
1.000 1,772.00
1.618 1,739.00
2.618 1,685.50
4.250 1,598.00
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 1,859.75 1,852.75
PP 1,856.00 1,842.00
S1 1,852.25 1,831.25

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

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