E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 1,891.50 1,901.00 9.50 0.5% 1,964.00
High 1,916.50 1,924.00 7.50 0.4% 1,976.00
Low 1,882.00 1,891.00 9.00 0.5% 1,888.25
Close 1,901.75 1,905.50 3.75 0.2% 1,929.50
Range 34.50 33.00 -1.50 -4.3% 87.75
ATR 40.71 40.16 -0.55 -1.4% 0.00
Volume 263,220 297,429 34,209 13.0% 1,729,150
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,005.75 1,988.75 1,923.75
R3 1,972.75 1,955.75 1,914.50
R2 1,939.75 1,939.75 1,911.50
R1 1,922.75 1,922.75 1,908.50 1,931.25
PP 1,906.75 1,906.75 1,906.75 1,911.00
S1 1,889.75 1,889.75 1,902.50 1,898.25
S2 1,873.75 1,873.75 1,899.50
S3 1,840.75 1,856.75 1,896.50
S4 1,807.75 1,823.75 1,887.25
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,194.50 2,149.75 1,977.75
R3 2,106.75 2,062.00 1,953.75
R2 2,019.00 2,019.00 1,945.50
R1 1,974.25 1,974.25 1,937.50 1,952.75
PP 1,931.25 1,931.25 1,931.25 1,920.50
S1 1,886.50 1,886.50 1,921.50 1,865.00
S2 1,843.50 1,843.50 1,913.50
S3 1,755.75 1,798.75 1,905.25
S4 1,668.00 1,711.00 1,881.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,941.25 1,876.50 64.75 3.4% 35.75 1.9% 45% False False 297,333
10 1,977.25 1,876.50 100.75 5.3% 36.25 1.9% 29% False False 335,284
20 1,977.25 1,801.75 175.50 9.2% 40.25 2.1% 59% False False 369,649
40 1,977.25 1,765.25 212.00 11.1% 44.25 2.3% 66% False False 412,625
60 2,070.75 1,765.25 305.50 16.0% 45.75 2.4% 46% False False 377,626
80 2,070.75 1,765.25 305.50 16.0% 42.75 2.2% 46% False False 283,429
100 2,070.75 1,765.25 305.50 16.0% 42.00 2.2% 46% False False 226,861
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 7.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,064.25
2.618 2,010.50
1.618 1,977.50
1.000 1,957.00
0.618 1,944.50
HIGH 1,924.00
0.618 1,911.50
0.500 1,907.50
0.382 1,903.50
LOW 1,891.00
0.618 1,870.50
1.000 1,858.00
1.618 1,837.50
2.618 1,804.50
4.250 1,750.75
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 1,907.50 1,903.75
PP 1,906.75 1,902.00
S1 1,906.25 1,900.25

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

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