E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 1,710.00 1,692.25 -17.75 -1.0% 1,708.25
High 1,748.25 1,766.50 18.25 1.0% 1,776.25
Low 1,668.50 1,689.25 20.75 1.2% 1,668.75
Close 1,689.75 1,764.75 75.00 4.4% 1,718.00
Range 79.75 77.25 -2.50 -3.1% 107.50
ATR 52.78 54.52 1.75 3.3% 0.00
Volume 185,270 132,788 -52,482 -28.3% 2,112,047
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,972.00 1,945.50 1,807.25
R3 1,894.75 1,868.25 1,786.00
R2 1,817.50 1,817.50 1,779.00
R1 1,791.00 1,791.00 1,771.75 1,804.25
PP 1,740.25 1,740.25 1,740.25 1,746.75
S1 1,713.75 1,713.75 1,757.75 1,727.00
S2 1,663.00 1,663.00 1,750.50
S3 1,585.75 1,636.50 1,743.50
S4 1,508.50 1,559.25 1,722.25
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 2,043.50 1,988.25 1,777.00
R3 1,936.00 1,880.75 1,747.50
R2 1,828.50 1,828.50 1,737.75
R1 1,773.25 1,773.25 1,727.75 1,801.00
PP 1,721.00 1,721.00 1,721.00 1,734.75
S1 1,665.75 1,665.75 1,708.25 1,693.50
S2 1,613.50 1,613.50 1,698.25
S3 1,506.00 1,558.25 1,688.50
S4 1,398.50 1,450.75 1,659.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,776.25 1,668.50 107.75 6.1% 66.75 3.8% 89% False False 302,878
10 1,776.25 1,668.50 107.75 6.1% 60.75 3.4% 89% False False 382,738
20 1,812.25 1,668.50 143.75 8.1% 49.75 2.8% 67% False False 388,331
40 1,879.00 1,668.50 210.50 11.9% 53.50 3.0% 46% False False 436,374
60 2,165.00 1,668.50 496.50 28.1% 52.25 3.0% 19% False False 427,038
80 2,174.00 1,668.50 505.50 28.6% 49.00 2.8% 19% False False 340,515
100 2,276.25 1,668.50 607.75 34.4% 49.50 2.8% 16% False False 272,472
120 2,276.25 1,668.50 607.75 34.4% 47.00 2.7% 16% False False 227,066
Crabel Price Patterns
NR True
NR4 False
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 16.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,094.75
2.618 1,968.75
1.618 1,891.50
1.000 1,843.75
0.618 1,814.25
HIGH 1,766.50
0.618 1,737.00
0.500 1,728.00
0.382 1,718.75
LOW 1,689.25
0.618 1,641.50
1.000 1,612.00
1.618 1,564.25
2.618 1,487.00
4.250 1,361.00
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 1,752.50 1,750.50
PP 1,740.25 1,736.50
S1 1,728.00 1,722.50

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

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