E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1,730.00 1,645.25 -84.75 -4.9% 1,794.50
High 1,739.75 1,706.25 -33.50 -1.9% 1,815.25
Low 1,634.25 1,605.75 -28.50 -1.7% 1,705.25
Close 1,640.75 1,700.25 59.50 3.6% 1,773.25
Range 105.50 100.50 -5.00 -4.7% 110.00
ATR 52.78 56.19 3.41 6.5% 0.00
Volume 136,486 97,640 -38,846 -28.5% 2,263,586
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,972.25 1,936.75 1,755.50
R3 1,871.75 1,836.25 1,728.00
R2 1,771.25 1,771.25 1,718.75
R1 1,735.75 1,735.75 1,709.50 1,753.50
PP 1,670.75 1,670.75 1,670.75 1,679.50
S1 1,635.25 1,635.25 1,691.00 1,653.00
S2 1,570.25 1,570.25 1,681.75
S3 1,469.75 1,534.75 1,672.50
S4 1,369.25 1,434.25 1,645.00
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 1,605.75 174.25 10.2% 71.25 4.2% 54% False True 163,763
10 1,815.25 1,605.75 209.50 12.3% 63.50 3.7% 45% False True 324,652
20 1,941.25 1,605.75 335.50 19.7% 52.75 3.1% 28% False True 329,524
40 1,977.25 1,605.75 371.50 21.8% 48.25 2.8% 25% False True 362,355
60 1,977.25 1,605.75 371.50 21.8% 49.00 2.9% 25% False True 399,242
80 2,070.75 1,605.75 465.00 27.3% 47.75 2.8% 20% False True 342,849
100 2,070.75 1,605.75 465.00 27.3% 45.25 2.7% 20% False True 274,380
120 2,070.75 1,605.75 465.00 27.3% 43.75 2.6% 20% False True 228,757
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 15.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,133.50
2.618 1,969.25
1.618 1,868.75
1.000 1,806.75
0.618 1,768.25
HIGH 1,706.25
0.618 1,667.75
0.500 1,656.00
0.382 1,644.25
LOW 1,605.75
0.618 1,543.75
1.000 1,505.25
1.618 1,443.25
2.618 1,342.75
4.250 1,178.50
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1,685.50 1,691.25
PP 1,670.75 1,682.25
S1 1,656.00 1,673.25

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

View Archives - Comment on this page... - Back to Index of Symbols