E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 20-Jun-2008

Day Change Summary
	Previous	Current
	19-Jun-2008	20-Jun-2008	Change	Change %	Previous Week
Open	1,961.00	1,992.50	31.50	1.6%	1,974.50
High	2,001.75	1,994.00	-7.75	-0.4%	2,005.75
Low	1,943.25	1,927.50	-15.75	-0.8%	1,927.50
Close	1,990.50	1,941.50	-49.00	-2.5%	1,941.50
Range	58.50	66.50	8.00	13.7%	78.25
ATR	41.89	43.65	1.76	4.2%	0.00
Volume	442,572	552,215	109,643	24.8%	2,181,198

Daily Pivots for day following 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,153.75	2,114.25	1,978.00
R3	2,087.25	2,047.75	1,959.75
R2	2,020.75	2,020.75	1,953.75
R1	1,981.25	1,981.25	1,947.50	1,967.75
PP	1,954.25	1,954.25	1,954.25	1,947.50
S1	1,914.75	1,914.75	1,935.50	1,901.25
S2	1,887.75	1,887.75	1,929.25
S3	1,821.25	1,848.25	1,923.25
S4	1,754.75	1,781.75	1,905.00

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,193.00	2,145.50	1,984.50
R3	2,114.75	2,067.25	1,963.00
R2	2,036.50	2,036.50	1,955.75
R1	1,989.00	1,989.00	1,948.75	1,973.50
PP	1,958.25	1,958.25	1,958.25	1,950.50
S1	1,910.75	1,910.75	1,934.25	1,895.50
S2	1,880.00	1,880.00	1,927.25
S3	1,801.75	1,832.50	1,920.00
S4	1,723.50	1,754.25	1,898.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,005.75	1,927.50	78.25	4.0%	45.75	2.4%	18%	False	True	436,239
10	2,009.00	1,919.25	89.75	4.6%	46.75	2.4%	25%	False	False	257,251
20	2,070.75	1,919.25	151.50	7.8%	43.25	2.2%	15%	False	False	129,281
40	2,070.75	1,919.25	151.50	7.8%	39.00	2.0%	15%	False	False	64,874
60	2,070.75	1,775.75	295.00	15.2%	39.25	2.0%	56%	False	False	43,466

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	9.60
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,276.50
2.618	2,168.00
1.618	2,101.50
1.000	2,060.50
0.618	2,035.00
HIGH	1,994.00
0.618	1,968.50
0.500	1,960.75
0.382	1,953.00
LOW	1,927.50
0.618	1,886.50
1.000	1,861.00
1.618	1,820.00
2.618	1,753.50
4.250	1,645.00

Fisher Pivots for day following 20-Jun-2008
Pivot	1 day	3 day
R1	1,960.75	1,964.50
PP	1,954.25	1,957.00
S1	1,948.00	1,949.25

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