E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 1,774.75 1,796.75 22.00 1.2% 1,864.75
High 1,802.50 1,816.75 14.25 0.8% 1,869.25
Low 1,763.75 1,772.75 9.00 0.5% 1,713.00
Close 1,797.25 1,790.00 -7.25 -0.4% 1,776.50
Range 38.75 44.00 5.25 13.5% 156.25
ATR 55.25 54.44 -0.80 -1.5% 0.00
Volume 411,987 360,065 -51,922 -12.6% 2,287,007
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,925.25 1,901.50 1,814.25
R3 1,881.25 1,857.50 1,802.00
R2 1,837.25 1,837.25 1,798.00
R1 1,813.50 1,813.50 1,794.00 1,803.50
PP 1,793.25 1,793.25 1,793.25 1,788.00
S1 1,769.50 1,769.50 1,786.00 1,759.50
S2 1,749.25 1,749.25 1,782.00
S3 1,705.25 1,725.50 1,778.00
S4 1,661.25 1,681.50 1,765.75
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 2,255.00 2,172.00 1,862.50
R3 2,098.75 2,015.75 1,819.50
R2 1,942.50 1,942.50 1,805.25
R1 1,859.50 1,859.50 1,790.75 1,823.00
PP 1,786.25 1,786.25 1,786.25 1,768.00
S1 1,703.25 1,703.25 1,762.25 1,666.50
S2 1,630.00 1,630.00 1,747.75
S3 1,473.75 1,547.00 1,733.50
S4 1,317.50 1,390.75 1,690.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,816.75 1,713.00 103.75 5.8% 50.75 2.8% 74% True False 468,733
10 1,879.00 1,713.00 166.00 9.3% 53.50 3.0% 46% False False 450,063
20 1,959.50 1,698.25 261.25 14.6% 59.75 3.3% 35% False False 524,060
40 2,165.00 1,698.25 466.75 26.1% 53.00 3.0% 20% False False 448,245
60 2,174.00 1,698.25 475.75 26.6% 49.25 2.8% 19% False False 299,962
80 2,276.25 1,698.25 578.00 32.3% 49.75 2.8% 16% False False 225,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,003.75
2.618 1,932.00
1.618 1,888.00
1.000 1,860.75
0.618 1,844.00
HIGH 1,816.75
0.618 1,800.00
0.500 1,794.75
0.382 1,789.50
LOW 1,772.75
0.618 1,745.50
1.000 1,728.75
1.618 1,701.50
2.618 1,657.50
4.250 1,585.75
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 1,794.75 1,787.75
PP 1,793.25 1,785.50
S1 1,791.50 1,783.50

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

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