E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 23-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 23-Nov-2006 Change Change % Previous Week
Open 1,838.00 1,844.00 6.00 0.3% 1,780.50
High 1,847.50 1,844.00 -3.50 -0.2% 1,834.50
Low 1,827.50 1,844.00 16.50 0.9% 1,777.75
Close 1,846.00 1,844.00 -2.00 -0.1% 1,827.75
Range 20.00 0.00 -20.00 -100.0% 56.75
ATR 21.73 20.32 -1.41 -6.5% 0.00
Volume 343 343 0 0.0% 2,580
Daily Pivots for day following 23-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,844.00 1,844.00 1,844.00
R3 1,844.00 1,844.00 1,844.00
R2 1,844.00 1,844.00 1,844.00
R1 1,844.00 1,844.00 1,844.00 1,844.00
PP 1,844.00 1,844.00 1,844.00 1,844.00
S1 1,844.00 1,844.00 1,844.00 1,844.00
S2 1,844.00 1,844.00 1,844.00
S3 1,844.00 1,844.00 1,844.00
S4 1,844.00 1,844.00 1,844.00
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,983.50 1,962.50 1,859.00
R3 1,926.75 1,905.75 1,843.25
R2 1,870.00 1,870.00 1,838.25
R1 1,849.00 1,849.00 1,833.00 1,859.50
PP 1,813.25 1,813.25 1,813.25 1,818.50
S1 1,792.25 1,792.25 1,822.50 1,802.75
S2 1,756.50 1,756.50 1,817.25
S3 1,699.75 1,735.50 1,812.25
S4 1,643.00 1,678.75 1,796.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,847.50 1,816.25 31.25 1.7% 12.50 0.7% 89% False False 360
10 1,847.50 1,765.00 82.50 4.5% 16.75 0.9% 96% False False 421
20 1,847.50 1,722.75 124.75 6.8% 21.50 1.2% 97% False False 300
40 1,847.50 1,658.75 188.75 10.2% 22.00 1.2% 98% False False 205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.88
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1,844.00
2.618 1,844.00
1.618 1,844.00
1.000 1,844.00
0.618 1,844.00
HIGH 1,844.00
0.618 1,844.00
0.500 1,844.00
0.382 1,844.00
LOW 1,844.00
0.618 1,844.00
1.000 1,844.00
1.618 1,844.00
2.618 1,844.00
4.250 1,844.00
Fisher Pivots for day following 23-Nov-2006
Pivot 1 day 3 day
R1 1,844.00 1,841.75
PP 1,844.00 1,839.75
S1 1,844.00 1,837.50

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

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