E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 1,826.75 1,815.75 -11.00 -0.6% 1,866.75
High 1,839.00 1,854.50 15.50 0.8% 1,887.25
Low 1,806.25 1,804.00 -2.25 -0.1% 1,806.25
Close 1,822.00 1,832.25 10.25 0.6% 1,822.00
Range 32.75 50.50 17.75 54.2% 81.00
ATR 45.41 45.77 0.36 0.8% 0.00
Volume 476,841 326,610 -150,231 -31.5% 1,863,179
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,981.75 1,957.50 1,860.00
R3 1,931.25 1,907.00 1,846.25
R2 1,880.75 1,880.75 1,841.50
R1 1,856.50 1,856.50 1,837.00 1,868.50
PP 1,830.25 1,830.25 1,830.25 1,836.25
S1 1,806.00 1,806.00 1,827.50 1,818.00
S2 1,779.75 1,779.75 1,823.00
S3 1,729.25 1,755.50 1,818.25
S4 1,678.75 1,705.00 1,804.50
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2,081.50 2,032.75 1,866.50
R3 2,000.50 1,951.75 1,844.25
R2 1,919.50 1,919.50 1,836.75
R1 1,870.75 1,870.75 1,829.50 1,854.50
PP 1,838.50 1,838.50 1,838.50 1,830.50
S1 1,789.75 1,789.75 1,814.50 1,773.50
S2 1,757.50 1,757.50 1,807.25
S3 1,676.50 1,708.75 1,799.75
S4 1,595.50 1,627.75 1,777.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,887.25 1,804.00 83.25 4.5% 47.50 2.6% 34% False True 437,957
10 1,960.75 1,804.00 156.75 8.6% 47.25 2.6% 18% False True 437,980
20 2,009.00 1,804.00 205.00 11.2% 47.00 2.6% 14% False True 347,615
40 2,070.75 1,804.00 266.75 14.6% 42.25 2.3% 11% False True 174,303
60 2,070.75 1,789.25 281.50 15.4% 40.00 2.2% 15% False False 116,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,069.00
2.618 1,986.75
1.618 1,936.25
1.000 1,905.00
0.618 1,885.75
HIGH 1,854.50
0.618 1,835.25
0.500 1,829.25
0.382 1,823.25
LOW 1,804.00
0.618 1,772.75
1.000 1,753.50
1.618 1,722.25
2.618 1,671.75
4.250 1,589.50
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 1,831.25 1,845.50
PP 1,830.25 1,841.25
S1 1,829.25 1,836.75

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

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