E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 1,920.00 1,922.25 2.25 0.1% 1,903.00
High 1,933.75 1,941.75 8.00 0.4% 1,949.50
Low 1,898.75 1,918.75 20.00 1.1% 1,872.75
Close 1,921.00 1,926.50 5.50 0.3% 1,921.00
Range 35.00 23.00 -12.00 -34.3% 76.75
ATR 44.00 42.50 -1.50 -3.4% 0.00
Volume 421,390 304,354 -117,036 -27.8% 1,583,514
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 1,998.00 1,985.25 1,939.25
R3 1,975.00 1,962.25 1,932.75
R2 1,952.00 1,952.00 1,930.75
R1 1,939.25 1,939.25 1,928.50 1,945.50
PP 1,929.00 1,929.00 1,929.00 1,932.25
S1 1,916.25 1,916.25 1,924.50 1,922.50
S2 1,906.00 1,906.00 1,922.25
S3 1,883.00 1,893.25 1,920.25
S4 1,860.00 1,870.25 1,913.75
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 2,144.75 2,109.50 1,963.25
R3 2,068.00 2,032.75 1,942.00
R2 1,991.25 1,991.25 1,935.00
R1 1,956.00 1,956.00 1,928.00 1,973.50
PP 1,914.50 1,914.50 1,914.50 1,923.25
S1 1,879.25 1,879.25 1,914.00 1,897.00
S2 1,837.75 1,837.75 1,907.00
S3 1,761.00 1,802.50 1,900.00
S4 1,684.25 1,725.75 1,878.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,949.50 1,872.75 76.75 4.0% 39.25 2.0% 70% False False 302,742
10 1,949.50 1,781.25 168.25 8.7% 38.50 2.0% 86% False False 317,423
20 1,949.50 1,777.25 172.25 8.9% 40.75 2.1% 87% False False 321,784
40 1,949.50 1,674.00 275.50 14.3% 46.25 2.4% 92% False False 284,955
60 1,949.50 1,674.00 275.50 14.3% 44.75 2.3% 92% False False 190,133
80 2,100.00 1,674.00 426.00 22.1% 49.25 2.6% 59% False False 142,699
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 7.98
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,039.50
2.618 2,002.00
1.618 1,979.00
1.000 1,964.75
0.618 1,956.00
HIGH 1,941.75
0.618 1,933.00
0.500 1,930.25
0.382 1,927.50
LOW 1,918.75
0.618 1,904.50
1.000 1,895.75
1.618 1,881.50
2.618 1,858.50
4.250 1,821.00
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 1,930.25 1,923.75
PP 1,929.00 1,921.00
S1 1,927.75 1,918.25

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

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