E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	2,055.25	1,987.50	-67.75	-3.3%	2,037.00
High	2,062.75	2,000.50	-62.25	-3.0%	2,062.75
Low	1,987.00	1,949.00	-38.00	-1.9%	1,978.75
Close	1,988.75	1,987.75	-1.00	-0.1%	1,988.75
Range	75.75	51.50	-24.25	-32.0%	84.00
ATR	41.96	42.65	0.68	1.6%	0.00
Volume	381,105	524,914	143,809	37.7%	1,939,776

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,133.50	2,112.25	2,016.00
R3	2,082.00	2,060.75	2,002.00
R2	2,030.50	2,030.50	1,997.25
R1	2,009.25	2,009.25	1,992.50	2,020.00
PP	1,979.00	1,979.00	1,979.00	1,984.50
S1	1,957.75	1,957.75	1,983.00	1,968.50
S2	1,927.50	1,927.50	1,978.25
S3	1,876.00	1,906.25	1,973.50
S4	1,824.50	1,854.75	1,959.50

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,262.00	2,209.50	2,035.00
R3	2,178.00	2,125.50	2,011.75
R2	2,094.00	2,094.00	2,004.25
R1	2,041.50	2,041.50	1,996.50	2,025.75
PP	2,010.00	2,010.00	2,010.00	2,002.25
S1	1,957.50	1,957.50	1,981.00	1,941.75
S2	1,926.00	1,926.00	1,973.25
S3	1,842.00	1,873.50	1,965.75
S4	1,758.00	1,789.50	1,942.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,062.75	1,949.00	113.75	5.7%	54.50	2.7%	34%	False	True	441,791
10	2,062.75	1,949.00	113.75	5.7%	44.50	2.2%	34%	False	True	373,972
20	2,062.75	1,945.75	117.00	5.9%	40.75	2.0%	36%	False	False	359,718
40	2,062.75	1,781.25	281.50	14.2%	39.25	2.0%	73%	False	False	340,071
60	2,062.75	1,674.00	388.75	19.6%	43.00	2.2%	81%	False	False	356,373
80	2,062.75	1,674.00	388.75	19.6%	42.75	2.2%	81%	False	False	268,552
100	2,062.75	1,674.00	388.75	19.6%	45.50	2.3%	81%	False	False	214,940

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	7.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,219.50
2.618	2,135.25
1.618	2,083.75
1.000	2,052.00
0.618	2,032.25
HIGH	2,000.50
0.618	1,980.75
0.500	1,974.75
0.382	1,968.75
LOW	1,949.00
0.618	1,917.25
1.000	1,897.50
1.618	1,865.75
2.618	1,814.25
4.250	1,730.00

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	1,983.50	2,006.00
PP	1,979.00	1,999.75
S1	1,974.75	1,993.75

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