E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	1,818.00	1,845.25	27.25	1.5%	1,827.75
High	1,853.50	1,854.50	1.00	0.1%	1,870.25
Low	1,815.25	1,800.00	-15.25	-0.8%	1,787.75
Close	1,840.50	1,813.75	-26.75	-1.5%	1,840.50
Range	38.25	54.50	16.25	42.5%	82.50
ATR	47.03	47.56	0.53	1.1%	0.00
Volume	412,529	294,471	-118,058	-28.6%	2,105,803

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,986.25	1,954.50	1,843.75
R3	1,931.75	1,900.00	1,828.75
R2	1,877.25	1,877.25	1,823.75
R1	1,845.50	1,845.50	1,818.75	1,834.00
PP	1,822.75	1,822.75	1,822.75	1,817.00
S1	1,791.00	1,791.00	1,808.75	1,779.50
S2	1,768.25	1,768.25	1,803.75
S3	1,713.75	1,736.50	1,798.75
S4	1,659.25	1,682.00	1,783.75

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,080.25	2,043.00	1,886.00
R3	1,997.75	1,960.50	1,863.25
R2	1,915.25	1,915.25	1,855.50
R1	1,878.00	1,878.00	1,848.00	1,896.50
PP	1,832.75	1,832.75	1,832.75	1,842.25
S1	1,795.50	1,795.50	1,833.00	1,814.00
S2	1,750.25	1,750.25	1,825.50
S3	1,667.75	1,713.00	1,817.75
S4	1,585.25	1,630.50	1,795.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,870.25	1,787.75	82.50	4.5%	46.50	2.6%	32%	False	False	393,999
10	1,870.25	1,765.25	105.00	5.8%	46.25	2.5%	46%	False	False	464,162
20	1,887.25	1,765.25	122.00	6.7%	49.50	2.7%	40%	False	False	468,015
40	2,070.75	1,765.25	305.50	16.8%	48.75	2.7%	16%	False	False	353,289
60	2,070.75	1,765.25	305.50	16.8%	43.50	2.4%	16%	False	False	235,738
80	2,070.75	1,765.25	305.50	16.8%	42.00	2.3%	16%	False	False	176,956

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	True
Bear Hook	False
Bull Hook	False
Stretch	12.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,086.00
2.618	1,997.25
1.618	1,942.75
1.000	1,909.00
0.618	1,888.25
HIGH	1,854.50
0.618	1,833.75
0.500	1,827.25
0.382	1,820.75
LOW	1,800.00
0.618	1,766.25
1.000	1,745.50
1.618	1,711.75
2.618	1,657.25
4.250	1,568.50

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	1,827.25	1,831.75
PP	1,822.75	1,825.75
S1	1,818.25	1,819.75

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