E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 1,731.75 1,736.75 5.00 0.3% 1,875.25
High 1,755.75 1,776.50 20.75 1.2% 1,915.50
Low 1,726.00 1,705.25 -20.75 -1.2% 1,741.25
Close 1,737.50 1,775.25 37.75 2.2% 1,770.00
Range 29.75 71.25 41.50 139.5% 174.25
ATR 45.60 47.43 1.83 4.0% 0.00
Volume 484,670 408,212 -76,458 -15.8% 1,721,196
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,966.00 1,942.00 1,814.50
R3 1,894.75 1,870.75 1,794.75
R2 1,823.50 1,823.50 1,788.25
R1 1,799.50 1,799.50 1,781.75 1,811.50
PP 1,752.25 1,752.25 1,752.25 1,758.50
S1 1,728.25 1,728.25 1,768.75 1,740.25
S2 1,681.00 1,681.00 1,762.25
S3 1,609.75 1,657.00 1,755.75
S4 1,538.50 1,585.75 1,736.00
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,331.75 2,225.00 1,865.75
R3 2,157.50 2,050.75 1,818.00
R2 1,983.25 1,983.25 1,802.00
R1 1,876.50 1,876.50 1,786.00 1,842.75
PP 1,809.00 1,809.00 1,809.00 1,792.00
S1 1,702.25 1,702.25 1,754.00 1,668.50
S2 1,634.75 1,634.75 1,738.00
S3 1,460.50 1,528.00 1,722.00
S4 1,286.25 1,353.75 1,674.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,815.25 1,705.25 110.00 6.2% 56.00 3.2% 64% False True 485,541
10 1,924.00 1,705.25 218.75 12.3% 52.50 3.0% 32% False True 424,072
20 1,977.25 1,705.25 272.00 15.3% 44.75 2.5% 26% False True 386,998
40 1,977.25 1,705.25 272.00 15.3% 44.00 2.5% 26% False True 398,756
60 2,001.75 1,705.25 296.50 16.7% 47.00 2.6% 24% False True 423,536
80 2,070.75 1,705.25 365.50 20.6% 45.25 2.6% 19% False True 332,656
100 2,070.75 1,705.25 365.50 20.6% 43.50 2.4% 19% False True 266,202
120 2,070.75 1,705.25 365.50 20.6% 42.50 2.4% 19% False True 221,940
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 13.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,079.25
2.618 1,963.00
1.618 1,891.75
1.000 1,847.75
0.618 1,820.50
HIGH 1,776.50
0.618 1,749.25
0.500 1,741.00
0.382 1,732.50
LOW 1,705.25
0.618 1,661.25
1.000 1,634.00
1.618 1,590.00
2.618 1,518.75
4.250 1,402.50
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 1,763.75 1,764.50
PP 1,752.25 1,753.50
S1 1,741.00 1,742.75

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

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