E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 1,796.75 1,792.25 -4.50 -0.3% 1,864.75
High 1,816.75 1,829.00 12.25 0.7% 1,869.25
Low 1,772.75 1,784.00 11.25 0.6% 1,713.00
Close 1,790.00 1,820.25 30.25 1.7% 1,776.50
Range 44.00 45.00 1.00 2.3% 156.25
ATR 54.44 53.77 -0.67 -1.2% 0.00
Volume 360,065 411,525 51,460 14.3% 2,287,007
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,946.00 1,928.25 1,845.00
R3 1,901.00 1,883.25 1,832.50
R2 1,856.00 1,856.00 1,828.50
R1 1,838.25 1,838.25 1,824.50 1,847.00
PP 1,811.00 1,811.00 1,811.00 1,815.50
S1 1,793.25 1,793.25 1,816.00 1,802.00
S2 1,766.00 1,766.00 1,812.00
S3 1,721.00 1,748.25 1,808.00
S4 1,676.00 1,703.25 1,795.50
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 1,829.00 1,713.00 116.00 6.4% 46.75 2.6% 92% True False 456,902
10 1,879.00 1,713.00 166.00 9.1% 52.75 2.9% 65% False False 458,309
20 1,919.25 1,698.25 221.00 12.1% 58.75 3.2% 55% False False 525,729
40 2,165.00 1,698.25 466.75 25.6% 53.50 2.9% 26% False False 450,458
60 2,174.00 1,698.25 475.75 26.1% 49.25 2.7% 26% False False 306,817
80 2,276.25 1,698.25 578.00 31.8% 49.50 2.7% 21% False False 230,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,020.25
2.618 1,946.75
1.618 1,901.75
1.000 1,874.00
0.618 1,856.75
HIGH 1,829.00
0.618 1,811.75
0.500 1,806.50
0.382 1,801.25
LOW 1,784.00
0.618 1,756.25
1.000 1,739.00
1.618 1,711.25
2.618 1,666.25
4.250 1,592.75
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 1,815.75 1,812.25
PP 1,811.00 1,804.25
S1 1,806.50 1,796.50

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

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