E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 1,943.25 1,918.75 -24.50 -1.3% 1,921.00
High 1,946.50 1,936.00 -10.50 -0.5% 1,977.25
Low 1,903.00 1,902.25 -0.75 0.0% 1,918.75
Close 1,919.25 1,916.00 -3.25 -0.2% 1,965.50
Range 43.50 33.75 -9.75 -22.4% 58.50
ATR 44.09 43.35 -0.74 -1.7% 0.00
Volume 352,952 385,099 32,147 9.1% 2,107,363
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,019.25 2,001.50 1,934.50
R3 1,985.50 1,967.75 1,925.25
R2 1,951.75 1,951.75 1,922.25
R1 1,934.00 1,934.00 1,919.00 1,926.00
PP 1,918.00 1,918.00 1,918.00 1,914.00
S1 1,900.25 1,900.25 1,913.00 1,892.25
S2 1,884.25 1,884.25 1,909.75
S3 1,850.50 1,866.50 1,906.75
S4 1,816.75 1,832.75 1,897.50
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,129.25 2,106.00 1,997.75
R3 2,070.75 2,047.50 1,981.50
R2 2,012.25 2,012.25 1,976.25
R1 1,989.00 1,989.00 1,970.75 2,000.50
PP 1,953.75 1,953.75 1,953.75 1,959.75
S1 1,930.50 1,930.50 1,960.25 1,942.00
S2 1,895.25 1,895.25 1,954.75
S3 1,836.75 1,872.00 1,949.50
S4 1,778.25 1,813.50 1,933.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,977.25 1,902.25 75.00 3.9% 38.75 2.0% 18% False True 393,655
10 1,977.25 1,876.50 100.75 5.3% 39.00 2.0% 39% False False 397,117
20 1,977.25 1,800.00 177.25 9.3% 43.75 2.3% 65% False False 395,186
40 1,977.25 1,765.25 212.00 11.1% 47.00 2.5% 71% False False 434,100
60 2,070.75 1,765.25 305.50 15.9% 46.25 2.4% 49% False False 347,291
80 2,070.75 1,765.25 305.50 15.9% 43.50 2.3% 49% False False 260,594
100 2,070.75 1,765.25 305.50 15.9% 42.00 2.2% 49% False False 208,603
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,079.50
2.618 2,024.25
1.618 1,990.50
1.000 1,969.75
0.618 1,956.75
HIGH 1,936.00
0.618 1,923.00
0.500 1,919.00
0.382 1,915.25
LOW 1,902.25
0.618 1,881.50
1.000 1,868.50
1.618 1,847.75
2.618 1,814.00
4.250 1,758.75
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 1,919.00 1,939.00
PP 1,918.00 1,931.50
S1 1,917.00 1,923.75

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

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