E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 1,788.75 1,775.50 -13.25 -0.7% 1,782.75
High 1,810.75 1,783.75 -27.00 -1.5% 1,821.00
Low 1,764.75 1,742.00 -22.75 -1.3% 1,742.00
Close 1,776.00 1,781.00 5.00 0.3% 1,781.00
Range 46.00 41.75 -4.25 -9.2% 79.00
ATR 50.90 50.25 -0.65 -1.3% 0.00
Volume 421,143 371,062 -50,081 -11.9% 1,413,903
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,894.25 1,879.25 1,804.00
R3 1,852.50 1,837.50 1,792.50
R2 1,810.75 1,810.75 1,788.75
R1 1,795.75 1,795.75 1,784.75 1,803.25
PP 1,769.00 1,769.00 1,769.00 1,772.50
S1 1,754.00 1,754.00 1,777.25 1,761.50
S2 1,727.25 1,727.25 1,773.25
S3 1,685.50 1,712.25 1,769.50
S4 1,643.75 1,670.50 1,758.00
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 2,018.25 1,978.75 1,824.50
R3 1,939.25 1,899.75 1,802.75
R2 1,860.25 1,860.25 1,795.50
R1 1,820.75 1,820.75 1,788.25 1,801.00
PP 1,781.25 1,781.25 1,781.25 1,771.50
S1 1,741.75 1,741.75 1,773.75 1,722.00
S2 1,702.25 1,702.25 1,766.50
S3 1,623.25 1,662.75 1,759.25
S4 1,544.25 1,583.75 1,737.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,821.00 1,742.00 79.00 4.4% 44.00 2.5% 49% False True 367,736
10 1,831.25 1,742.00 89.25 5.0% 42.50 2.4% 44% False True 408,314
20 1,879.00 1,713.00 166.00 9.3% 50.25 2.8% 41% False False 428,372
40 2,165.00 1,698.25 466.75 26.2% 54.00 3.0% 18% False False 449,400
60 2,174.00 1,698.25 475.75 26.7% 49.50 2.8% 17% False False 343,926
80 2,276.25 1,698.25 578.00 32.5% 49.50 2.8% 14% False False 258,043
100 2,276.25 1,698.25 578.00 32.5% 47.00 2.6% 14% False False 206,443
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 13.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,961.25
2.618 1,893.00
1.618 1,851.25
1.000 1,825.50
0.618 1,809.50
HIGH 1,783.75
0.618 1,767.75
0.500 1,763.00
0.382 1,758.00
LOW 1,742.00
0.618 1,716.25
1.000 1,700.25
1.618 1,674.50
2.618 1,632.75
4.250 1,564.50
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 1,775.00 1,779.50
PP 1,769.00 1,778.00
S1 1,763.00 1,776.50

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

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