E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 1,855.50 1,836.25 -19.25 -1.0% 1,780.50
High 1,866.25 1,870.25 4.00 0.2% 1,891.25
Low 1,820.50 1,823.75 3.25 0.2% 1,767.50
Close 1,837.25 1,858.75 21.50 1.2% 1,869.75
Range 45.75 46.50 0.75 1.6% 123.75
ATR 45.37 45.45 0.08 0.2% 0.00
Volume 254,231 335,959 81,728 32.1% 1,687,415
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 1,990.50 1,971.00 1,884.25
R3 1,944.00 1,924.50 1,871.50
R2 1,897.50 1,897.50 1,867.25
R1 1,878.00 1,878.00 1,863.00 1,887.75
PP 1,851.00 1,851.00 1,851.00 1,855.75
S1 1,831.50 1,831.50 1,854.50 1,841.25
S2 1,804.50 1,804.50 1,850.25
S3 1,758.00 1,785.00 1,846.00
S4 1,711.50 1,738.50 1,833.25
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 2,214.00 2,165.75 1,937.75
R3 2,090.25 2,042.00 1,903.75
R2 1,966.50 1,966.50 1,892.50
R1 1,918.25 1,918.25 1,881.00 1,942.50
PP 1,842.75 1,842.75 1,842.75 1,855.00
S1 1,794.50 1,794.50 1,858.50 1,818.50
S2 1,719.00 1,719.00 1,847.00
S3 1,595.25 1,670.75 1,835.75
S4 1,471.50 1,547.00 1,801.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,893.75 1,820.50 73.25 3.9% 37.00 2.0% 52% False False 299,697
10 1,893.75 1,767.50 126.25 6.8% 40.75 2.2% 72% False False 326,832
20 1,893.75 1,674.00 219.75 11.8% 50.00 2.7% 84% False False 376,014
40 1,893.75 1,674.00 219.75 11.8% 45.75 2.5% 84% False False 189,342
60 1,932.75 1,674.00 258.75 13.9% 49.25 2.7% 71% False False 126,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.98
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,068.00
2.618 1,992.00
1.618 1,945.50
1.000 1,916.75
0.618 1,899.00
HIGH 1,870.25
0.618 1,852.50
0.500 1,847.00
0.382 1,841.50
LOW 1,823.75
0.618 1,795.00
1.000 1,777.25
1.618 1,748.50
2.618 1,702.00
4.250 1,626.00
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 1,854.75 1,854.25
PP 1,851.00 1,849.75
S1 1,847.00 1,845.50

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

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