E-mini NASDAQ-100 Future June 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 1,886.50 1,910.25 23.75 1.3% 1,907.25
High 1,911.75 1,925.75 14.00 0.7% 1,918.75
Low 1,882.25 1,886.25 4.00 0.2% 1,882.00
Close 1,910.50 1,896.25 -14.25 -0.7% 1,910.50
Range 29.50 39.50 10.00 33.9% 36.75
ATR 21.42 22.72 1.29 6.0% 0.00
Volume 448,685 317,294 -131,391 -29.3% 1,427,368
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 2,021.25 1,998.25 1,918.00
R3 1,981.75 1,958.75 1,907.00
R2 1,942.25 1,942.25 1,903.50
R1 1,919.25 1,919.25 1,899.75 1,911.00
PP 1,902.75 1,902.75 1,902.75 1,898.50
S1 1,879.75 1,879.75 1,892.75 1,871.50
S2 1,863.25 1,863.25 1,889.00
S3 1,823.75 1,840.25 1,885.50
S4 1,784.25 1,800.75 1,874.50
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 2,014.00 1,999.00 1,930.75
R3 1,977.25 1,962.25 1,920.50
R2 1,940.50 1,940.50 1,917.25
R1 1,925.50 1,925.50 1,913.75 1,933.00
PP 1,903.75 1,903.75 1,903.75 1,907.50
S1 1,888.75 1,888.75 1,907.25 1,896.25
S2 1,867.00 1,867.00 1,903.75
S3 1,830.25 1,852.00 1,900.50
S4 1,793.50 1,815.25 1,890.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,925.75 1,882.00 43.75 2.3% 28.25 1.5% 33% True False 297,080
10 1,925.75 1,868.00 57.75 3.0% 23.00 1.2% 49% True False 280,304
20 1,925.75 1,831.25 94.50 5.0% 21.00 1.1% 69% True False 273,896
40 1,925.75 1,770.25 155.50 8.2% 21.25 1.1% 81% True False 255,694
60 1,925.75 1,707.00 218.75 11.5% 25.25 1.3% 87% True False 214,859
80 1,925.75 1,707.00 218.75 11.5% 24.25 1.3% 87% True False 161,179
100 1,925.75 1,707.00 218.75 11.5% 24.25 1.3% 87% True False 128,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.63
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 2,093.50
2.618 2,029.25
1.618 1,989.75
1.000 1,965.25
0.618 1,950.25
HIGH 1,925.75
0.618 1,910.75
0.500 1,906.00
0.382 1,901.25
LOW 1,886.25
0.618 1,861.75
1.000 1,846.75
1.618 1,822.25
2.618 1,782.75
4.250 1,718.50
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 1,906.00 1,904.00
PP 1,902.75 1,901.25
S1 1,899.50 1,898.75

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

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