E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 14-May-2008

Day Change Summary
	Previous	Current
	13-May-2008	14-May-2008	Change	Change %	Previous Week
Open	1,997.25	2,006.25	9.00	0.5%	1,987.00
High	2,009.00	2,032.75	23.75	1.2%	2,005.50
Low	1,985.50	1,995.75	10.25	0.5%	1,950.00
Close	2,006.00	1,996.50	-9.50	-0.5%	1,963.25
Range	23.50	37.00	13.50	57.4%	55.50
ATR	39.13	38.98	-0.15	-0.4%	0.00
Volume	281,049	274,146	-6,903	-2.5%	1,606,768

Daily Pivots for day following 14-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,119.25	2,095.00	2,016.75
R3	2,082.25	2,058.00	2,006.75
R2	2,045.25	2,045.25	2,003.25
R1	2,021.00	2,021.00	2,000.00	2,014.50
PP	2,008.25	2,008.25	2,008.25	2,005.25
S1	1,984.00	1,984.00	1,993.00	1,977.50
S2	1,971.25	1,971.25	1,989.75
S3	1,934.25	1,947.00	1,986.25
S4	1,897.25	1,910.00	1,976.25

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,139.50	2,106.75	1,993.75
R3	2,084.00	2,051.25	1,978.50
R2	2,028.50	2,028.50	1,973.50
R1	1,995.75	1,995.75	1,968.25	1,984.50
PP	1,973.00	1,973.00	1,973.00	1,967.25
S1	1,940.25	1,940.25	1,958.25	1,929.00
S2	1,917.50	1,917.50	1,953.00
S3	1,862.00	1,884.75	1,948.00
S4	1,806.50	1,829.25	1,932.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,032.75	1,951.25	81.50	4.1%	30.25	1.5%	56%	True	False	299,334
10	2,032.75	1,921.50	111.25	5.6%	37.75	1.9%	67%	True	False	322,757
20	2,032.75	1,834.50	198.25	9.9%	37.75	1.9%	82%	True	False	316,362
40	2,032.75	1,709.75	323.00	16.2%	40.50	2.0%	89%	True	False	333,151
60	2,032.75	1,674.00	358.75	18.0%	43.25	2.2%	90%	True	False	251,717
80	2,032.75	1,674.00	358.75	18.0%	45.25	2.3%	90%	True	False	188,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,190.00
2.618	2,129.50
1.618	2,092.50
1.000	2,069.75
0.618	2,055.50
HIGH	2,032.75
0.618	2,018.50
0.500	2,014.25
0.382	2,010.00
LOW	1,995.75
0.618	1,973.00
1.000	1,958.75
1.618	1,936.00
2.618	1,899.00
4.250	1,838.50

Fisher Pivots for day following 14-May-2008
Pivot	1 day	3 day
R1	2,014.25	1,997.00
PP	2,008.25	1,997.00
S1	2,002.50	1,996.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols