E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 2,038.25 2,043.50 5.25 0.3% 1,974.00
High 2,049.50 2,062.75 13.25 0.6% 2,049.50
Low 2,021.50 2,017.00 -4.50 -0.2% 1,971.25
Close 2,044.00 2,034.00 -10.00 -0.5% 2,044.00
Range 28.00 45.75 17.75 63.4% 78.25
ATR 35.85 36.56 0.71 2.0% 0.00
Volume 868 808 -60 -6.9% 2,701
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 2,175.25 2,150.25 2,059.25
R3 2,129.50 2,104.50 2,046.50
R2 2,083.75 2,083.75 2,042.50
R1 2,058.75 2,058.75 2,038.25 2,048.50
PP 2,038.00 2,038.00 2,038.00 2,032.75
S1 2,013.00 2,013.00 2,029.75 2,002.50
S2 1,992.25 1,992.25 2,025.50
S3 1,946.50 1,967.25 2,021.50
S4 1,900.75 1,921.50 2,008.75
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 2,256.25 2,228.50 2,087.00
R3 2,178.00 2,150.25 2,065.50
R2 2,099.75 2,099.75 2,058.25
R1 2,072.00 2,072.00 2,051.25 2,086.00
PP 2,021.50 2,021.50 2,021.50 2,028.50
S1 1,993.75 1,993.75 2,036.75 2,007.50
S2 1,943.25 1,943.25 2,029.75
S3 1,865.00 1,915.50 2,022.50
S4 1,786.75 1,837.25 2,001.00
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 1,994.25 68.50 3.4% 34.75 1.7% 58% True False 572
10 2,062.75 1,958.50 104.25 5.1% 35.50 1.7% 72% True False 512
20 2,062.75 1,882.25 180.50 8.9% 36.00 1.8% 84% True False 383
40 2,062.75 1,774.75 288.00 14.2% 37.00 1.8% 90% True False 485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.63
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,257.25
2.618 2,182.50
1.618 2,136.75
1.000 2,108.50
0.618 2,091.00
HIGH 2,062.75
0.618 2,045.25
0.500 2,040.00
0.382 2,034.50
LOW 2,017.00
0.618 1,988.75
1.000 1,971.25
1.618 1,943.00
2.618 1,897.25
4.250 1,822.50
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 2,040.00 2,033.75
PP 2,038.00 2,033.25
S1 2,036.00 2,033.00

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

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