E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 1,708.25 1,678.75 -29.50 -1.7% 1,748.00
High 1,717.75 1,753.50 35.75 2.1% 1,773.00
Low 1,674.00 1,668.75 -5.25 -0.3% 1,682.25
Close 1,676.75 1,750.50 73.75 4.4% 1,708.75
Range 43.75 84.75 41.00 93.7% 90.75
ATR 45.63 48.42 2.79 6.1% 0.00
Volume 536,846 378,869 -157,977 -29.4% 2,249,692
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,978.50 1,949.25 1,797.00
R3 1,893.75 1,864.50 1,773.75
R2 1,809.00 1,809.00 1,766.00
R1 1,779.75 1,779.75 1,758.25 1,794.50
PP 1,724.25 1,724.25 1,724.25 1,731.50
S1 1,695.00 1,695.00 1,742.75 1,709.50
S2 1,639.50 1,639.50 1,735.00
S3 1,554.75 1,610.25 1,727.25
S4 1,470.00 1,525.50 1,704.00
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,993.50 1,942.00 1,758.75
R3 1,902.75 1,851.25 1,733.75
R2 1,812.00 1,812.00 1,725.50
R1 1,760.50 1,760.50 1,717.00 1,741.00
PP 1,721.25 1,721.25 1,721.25 1,711.50
S1 1,669.75 1,669.75 1,700.50 1,650.00
S2 1,630.50 1,630.50 1,692.00
S3 1,539.75 1,579.00 1,683.75
S4 1,449.00 1,488.25 1,658.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,773.00 1,668.75 104.25 6.0% 54.75 3.1% 78% False True 462,599
10 1,812.25 1,668.75 143.50 8.2% 45.75 2.6% 57% False True 432,532
20 1,831.25 1,668.75 162.50 9.3% 44.25 2.5% 50% False True 404,567
40 1,964.75 1,668.75 296.00 16.9% 52.25 3.0% 28% False True 467,520
60 2,165.00 1,668.75 496.25 28.3% 50.00 2.9% 16% False True 428,196
80 2,174.00 1,668.75 505.25 28.9% 48.00 2.7% 16% False True 321,617
100 2,276.25 1,668.75 607.50 34.7% 48.50 2.8% 13% False True 257,330
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 10.20
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 2,113.75
2.618 1,975.50
1.618 1,890.75
1.000 1,838.25
0.618 1,806.00
HIGH 1,753.50
0.618 1,721.25
0.500 1,711.00
0.382 1,701.00
LOW 1,668.75
0.618 1,616.25
1.000 1,584.00
1.618 1,531.50
2.618 1,446.75
4.250 1,308.50
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 1,737.50 1,737.50
PP 1,724.25 1,724.25
S1 1,711.00 1,711.00

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

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