E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 1,791.75 1,782.75 -9.00 -0.5% 1,774.75
High 1,800.00 1,821.00 21.00 1.2% 1,831.25
Low 1,770.00 1,762.00 -8.00 -0.5% 1,763.75
Close 1,786.50 1,781.50 -5.00 -0.3% 1,786.50
Range 30.00 59.00 29.00 96.7% 67.50
ATR 51.37 51.92 0.54 1.1% 0.00
Volume 424,777 250,730 -174,047 -41.0% 2,000,354
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,965.25 1,932.25 1,814.00
R3 1,906.25 1,873.25 1,797.75
R2 1,847.25 1,847.25 1,792.25
R1 1,814.25 1,814.25 1,787.00 1,801.25
PP 1,788.25 1,788.25 1,788.25 1,781.50
S1 1,755.25 1,755.25 1,776.00 1,742.25
S2 1,729.25 1,729.25 1,770.75
S3 1,670.25 1,696.25 1,765.25
S4 1,611.25 1,637.25 1,749.00
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,996.25 1,959.00 1,823.50
R3 1,928.75 1,891.50 1,805.00
R2 1,861.25 1,861.25 1,799.00
R1 1,824.00 1,824.00 1,792.75 1,842.50
PP 1,793.75 1,793.75 1,793.75 1,803.25
S1 1,756.50 1,756.50 1,780.25 1,775.00
S2 1,726.25 1,726.25 1,774.00
S3 1,658.75 1,689.00 1,768.00
S4 1,591.25 1,621.50 1,749.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,831.25 1,762.00 69.25 3.9% 44.25 2.5% 28% False True 367,819
10 1,831.25 1,713.00 118.25 6.6% 48.25 2.7% 58% False False 410,613
20 1,879.00 1,698.25 180.75 10.1% 57.25 3.2% 46% False False 484,416
40 2,165.00 1,698.25 466.75 26.2% 53.50 3.0% 18% False False 446,391
60 2,174.00 1,698.25 475.75 26.7% 48.75 2.7% 17% False False 324,576
80 2,276.25 1,698.25 578.00 32.4% 49.25 2.8% 14% False False 243,507
100 2,276.25 1,698.25 578.00 32.4% 46.25 2.6% 14% False False 194,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.50
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,071.75
2.618 1,975.50
1.618 1,916.50
1.000 1,880.00
0.618 1,857.50
HIGH 1,821.00
0.618 1,798.50
0.500 1,791.50
0.382 1,784.50
LOW 1,762.00
0.618 1,725.50
1.000 1,703.00
1.618 1,666.50
2.618 1,607.50
4.250 1,511.25
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 1,791.50 1,796.50
PP 1,788.25 1,791.50
S1 1,784.75 1,786.50

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

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