E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 1,803.75 1,810.75 7.00 0.4% 1,780.50
High 1,818.75 1,835.50 16.75 0.9% 1,816.50
Low 1,792.00 1,798.00 6.00 0.3% 1,747.00
Close 1,810.50 1,834.50 24.00 1.3% 1,797.25
Range 26.75 37.50 10.75 40.2% 69.50
ATR 26.69 27.47 0.77 2.9% 0.00
Volume 267,087 355,926 88,839 33.3% 871,574
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,935.25 1,922.25 1,855.00
R3 1,897.75 1,884.75 1,844.75
R2 1,860.25 1,860.25 1,841.50
R1 1,847.25 1,847.25 1,838.00 1,853.75
PP 1,822.75 1,822.75 1,822.75 1,826.00
S1 1,809.75 1,809.75 1,831.00 1,816.25
S2 1,785.25 1,785.25 1,827.50
S3 1,747.75 1,772.25 1,824.25
S4 1,710.25 1,734.75 1,814.00
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,995.50 1,965.75 1,835.50
R3 1,926.00 1,896.25 1,816.25
R2 1,856.50 1,856.50 1,810.00
R1 1,826.75 1,826.75 1,803.50 1,841.50
PP 1,787.00 1,787.00 1,787.00 1,794.25
S1 1,757.25 1,757.25 1,791.00 1,772.00
S2 1,717.50 1,717.50 1,784.50
S3 1,648.00 1,687.75 1,778.25
S4 1,578.50 1,618.25 1,759.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,835.50 1,770.50 65.00 3.5% 32.00 1.7% 98% True False 368,828
10 1,835.50 1,747.00 88.50 4.8% 28.50 1.6% 99% True False 238,224
20 1,848.75 1,747.00 101.75 5.5% 27.50 1.5% 86% False False 264,663
40 1,848.75 1,747.00 101.75 5.5% 24.50 1.3% 86% False False 141,406
60 1,848.75 1,722.75 126.00 6.9% 24.50 1.3% 89% False False 94,316
80 1,848.75 1,648.00 200.75 10.9% 24.00 1.3% 93% False False 70,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,995.00
2.618 1,933.75
1.618 1,896.25
1.000 1,873.00
0.618 1,858.75
HIGH 1,835.50
0.618 1,821.25
0.500 1,816.75
0.382 1,812.25
LOW 1,798.00
0.618 1,774.75
1.000 1,760.50
1.618 1,737.25
2.618 1,699.75
4.250 1,638.50
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 1,828.50 1,827.50
PP 1,822.75 1,820.75
S1 1,816.75 1,813.75

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

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