E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 1,765.25 1,720.50 -44.75 -2.5% 1,708.25
High 1,775.50 1,728.25 -47.25 -2.7% 1,776.25
Low 1,715.75 1,703.50 -12.25 -0.7% 1,668.75
Close 1,718.50 1,722.98 4.48 0.3% 1,718.00
Range 59.75 24.75 -35.00 -58.6% 107.50
ATR 54.90 52.74 -2.15 -3.9% 0.00
Volume 98,488 69,716 -28,772 -29.2% 2,112,047
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 1,792.50 1,782.50 1,736.50
R3 1,767.75 1,757.75 1,729.75
R2 1,743.00 1,743.00 1,727.50
R1 1,733.00 1,733.00 1,725.25 1,738.00
PP 1,718.25 1,718.25 1,718.25 1,720.75
S1 1,708.25 1,708.25 1,720.75 1,713.25
S2 1,693.50 1,693.50 1,718.50
S3 1,668.75 1,683.50 1,716.25
S4 1,644.00 1,658.75 1,709.25
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 6.3% 64.25 3.7% 51% False False 156,308
10 1,776.25 1,668.50 107.75 6.3% 59.75 3.5% 51% False False 302,819
20 1,812.25 1,668.50 143.75 8.3% 49.50 2.9% 38% False False 357,136
40 1,879.00 1,668.50 210.50 12.2% 50.00 2.9% 26% False False 405,678
60 2,165.00 1,668.50 496.50 28.8% 52.25 3.0% 11% False False 416,888
80 2,174.00 1,668.50 505.50 29.3% 49.75 2.9% 11% False False 342,593
100 2,276.25 1,668.50 607.75 35.3% 49.50 2.9% 9% False False 274,152
120 2,276.25 1,668.50 607.75 35.3% 47.25 2.7% 9% False False 228,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.33
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1,833.50
2.618 1,793.00
1.618 1,768.25
1.000 1,753.00
0.618 1,743.50
HIGH 1,728.25
0.618 1,718.75
0.500 1,716.00
0.382 1,713.00
LOW 1,703.50
0.618 1,688.25
1.000 1,678.75
1.618 1,663.50
2.618 1,638.75
4.250 1,598.25
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 1,720.50 1,732.50
PP 1,718.25 1,729.25
S1 1,716.00 1,726.00

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

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