E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 1,763.25 1,721.00 -42.25 -2.4% 1,794.50
High 1,763.25 1,740.75 -22.50 -1.3% 1,815.25
Low 1,706.00 1,684.00 -22.00 -1.3% 1,705.25
Close 1,715.50 1,726.25 10.75 0.6% 1,773.25
Range 57.25 56.75 -0.50 -0.9% 110.00
ATR 48.11 48.73 0.62 1.3% 0.00
Volume 153,681 103,606 -50,075 -32.6% 2,263,586
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,887.25 1,863.50 1,757.50
R3 1,830.50 1,806.75 1,741.75
R2 1,773.75 1,773.75 1,736.75
R1 1,750.00 1,750.00 1,731.50 1,762.00
PP 1,717.00 1,717.00 1,717.00 1,723.00
S1 1,693.25 1,693.25 1,721.00 1,705.00
S2 1,660.25 1,660.25 1,715.75
S3 1,603.50 1,636.50 1,710.75
S4 1,546.75 1,579.75 1,695.00
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,094.50 2,044.00 1,833.75
R3 1,984.50 1,934.00 1,803.50
R2 1,874.50 1,874.50 1,793.50
R1 1,824.00 1,824.00 1,783.25 1,794.25
PP 1,764.50 1,764.50 1,764.50 1,749.75
S1 1,714.00 1,714.00 1,763.25 1,684.25
S2 1,654.50 1,654.50 1,753.00
S3 1,544.50 1,604.00 1,743.00
S4 1,434.50 1,494.00 1,712.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,780.00 1,684.00 96.00 5.6% 50.25 2.9% 44% False True 295,514
10 1,859.50 1,684.00 175.50 10.2% 53.00 3.1% 24% False True 387,538
20 1,946.50 1,684.00 262.50 15.2% 46.25 2.7% 16% False True 354,721
40 1,977.25 1,684.00 293.25 17.0% 45.25 2.6% 14% False True 375,725
60 1,977.25 1,684.00 293.25 17.0% 46.75 2.7% 14% False True 410,156
80 2,070.75 1,684.00 386.75 22.4% 45.75 2.7% 11% False True 339,937
100 2,070.75 1,684.00 386.75 22.4% 43.75 2.5% 11% False True 272,043
120 2,070.75 1,684.00 386.75 22.4% 43.00 2.5% 11% False True 226,811
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 False
Bear Hook False
Bull Hook False
Stretch 11.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,982.00
2.618 1,889.25
1.618 1,832.50
1.000 1,797.50
0.618 1,775.75
HIGH 1,740.75
0.618 1,719.00
0.500 1,712.50
0.382 1,705.75
LOW 1,684.00
0.618 1,649.00
1.000 1,627.25
1.618 1,592.25
2.618 1,535.50
4.250 1,442.75
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 1,721.50 1,732.00
PP 1,717.00 1,730.00
S1 1,712.50 1,728.25

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

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