E-mini NASDAQ-100 Future March 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 1,781.00 1,787.75 6.75 0.4% 1,807.00
High 1,798.25 1,794.50 -3.75 -0.2% 1,823.50
Low 1,775.25 1,782.00 6.75 0.4% 1,773.00
Close 1,786.75 1,789.25 2.50 0.1% 1,779.25
Range 23.00 12.50 -10.50 -45.7% 50.50
ATR 26.55 25.54 -1.00 -3.8% 0.00
Volume 373,952 309,420 -64,532 -17.3% 1,687,843
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,826.00 1,820.25 1,796.00
R3 1,813.50 1,807.75 1,792.75
R2 1,801.00 1,801.00 1,791.50
R1 1,795.25 1,795.25 1,790.50 1,798.00
PP 1,788.50 1,788.50 1,788.50 1,790.00
S1 1,782.75 1,782.75 1,788.00 1,785.50
S2 1,776.00 1,776.00 1,787.00
S3 1,763.50 1,770.25 1,785.75
S4 1,751.00 1,757.75 1,782.50
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,943.50 1,911.75 1,807.00
R3 1,893.00 1,861.25 1,793.25
R2 1,842.50 1,842.50 1,788.50
R1 1,810.75 1,810.75 1,784.00 1,801.50
PP 1,792.00 1,792.00 1,792.00 1,787.25
S1 1,760.25 1,760.25 1,774.50 1,751.00
S2 1,741.50 1,741.50 1,770.00
S3 1,691.00 1,709.75 1,765.25
S4 1,640.50 1,659.25 1,751.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,823.50 1,773.00 50.50 2.8% 25.50 1.4% 32% False False 348,547
10 1,857.75 1,773.00 84.75 4.7% 25.75 1.4% 19% False False 362,177
20 1,867.75 1,747.00 120.75 6.7% 28.25 1.6% 35% False False 331,401
40 1,867.75 1,747.00 120.75 6.7% 26.25 1.5% 35% False False 257,672
60 1,867.75 1,722.75 145.00 8.1% 24.50 1.4% 46% False False 171,928
80 1,867.75 1,708.50 159.25 8.9% 24.00 1.3% 51% False False 128,979
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 4.65
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,847.50
2.618 1,827.25
1.618 1,814.75
1.000 1,807.00
0.618 1,802.25
HIGH 1,794.50
0.618 1,789.75
0.500 1,788.25
0.382 1,786.75
LOW 1,782.00
0.618 1,774.25
1.000 1,769.50
1.618 1,761.75
2.618 1,749.25
4.250 1,729.00
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 1,789.00 1,788.00
PP 1,788.50 1,786.75
S1 1,788.25 1,785.50

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

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