E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 1,987.50 1,986.00 -1.50 -0.1% 2,037.00
High 2,000.50 1,989.50 -11.00 -0.5% 2,062.75
Low 1,949.00 1,956.50 7.50 0.4% 1,978.75
Close 1,987.75 1,973.25 -14.50 -0.7% 1,988.75
Range 51.50 33.00 -18.50 -35.9% 84.00
ATR 42.65 41.96 -0.69 -1.6% 0.00
Volume 524,914 512,506 -12,408 -2.4% 1,939,776
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 2,072.00 2,055.75 1,991.50
R3 2,039.00 2,022.75 1,982.25
R2 2,006.00 2,006.00 1,979.25
R1 1,989.75 1,989.75 1,976.25 1,981.50
PP 1,973.00 1,973.00 1,973.00 1,969.00
S1 1,956.75 1,956.75 1,970.25 1,948.50
S2 1,940.00 1,940.00 1,967.25
S3 1,907.00 1,923.75 1,964.25
S4 1,874.00 1,890.75 1,955.00
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 5.8% 51.00 2.6% 21% False False 470,015
10 2,062.75 1,949.00 113.75 5.8% 43.25 2.2% 21% False False 397,027
20 2,062.75 1,945.75 117.00 5.9% 40.25 2.0% 24% False False 372,324
40 2,062.75 1,781.25 281.50 14.3% 39.50 2.0% 68% False False 344,147
60 2,062.75 1,674.00 388.75 19.7% 42.00 2.1% 77% False False 357,945
80 2,062.75 1,674.00 388.75 19.7% 42.75 2.2% 77% False False 274,945
100 2,062.75 1,674.00 388.75 19.7% 45.25 2.3% 77% False False 220,063
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,129.75
2.618 2,076.00
1.618 2,043.00
1.000 2,022.50
0.618 2,010.00
HIGH 1,989.50
0.618 1,977.00
0.500 1,973.00
0.382 1,969.00
LOW 1,956.50
0.618 1,936.00
1.000 1,923.50
1.618 1,903.00
2.618 1,870.00
4.250 1,816.25
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 1,973.25 2,006.00
PP 1,973.00 1,995.00
S1 1,973.00 1,984.00

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

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