E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 1,939.00 1,922.25 -16.75 -0.9% 1,903.00
High 1,960.50 1,985.75 25.25 1.3% 1,949.50
Low 1,916.75 1,921.50 4.75 0.2% 1,872.75
Close 1,923.25 1,983.25 60.00 3.1% 1,921.00
Range 43.75 64.25 20.50 46.9% 76.75
ATR 41.69 43.31 1.61 3.9% 0.00
Volume 283,763 368,157 84,394 29.7% 1,583,514
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 2,156.25 2,134.00 2,018.50
R3 2,092.00 2,069.75 2,001.00
R2 2,027.75 2,027.75 1,995.00
R1 2,005.50 2,005.50 1,989.25 2,016.50
PP 1,963.50 1,963.50 1,963.50 1,969.00
S1 1,941.25 1,941.25 1,977.25 1,952.50
S2 1,899.25 1,899.25 1,971.50
S3 1,835.00 1,877.00 1,965.50
S4 1,770.75 1,812.75 1,948.00
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 1,985.75 1,898.75 87.00 4.4% 39.00 2.0% 97% True False 313,338
10 1,985.75 1,870.50 115.25 5.8% 40.50 2.0% 98% True False 305,814
20 1,985.75 1,781.25 204.50 10.3% 40.00 2.0% 99% True False 308,541
40 1,985.75 1,674.00 311.75 15.7% 47.25 2.4% 99% True False 305,912
60 1,985.75 1,674.00 311.75 15.7% 44.50 2.2% 99% True False 204,133
80 1,997.50 1,674.00 323.50 16.3% 48.00 2.4% 96% False False 153,207
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 9.08
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,258.75
2.618 2,154.00
1.618 2,089.75
1.000 2,050.00
0.618 2,025.50
HIGH 1,985.75
0.618 1,961.25
0.500 1,953.50
0.382 1,946.00
LOW 1,921.50
0.618 1,881.75
1.000 1,857.25
1.618 1,817.50
2.618 1,753.25
4.250 1,648.50
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 1,973.50 1,972.50
PP 1,963.50 1,962.00
S1 1,953.50 1,951.25

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

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