E-mini NASDAQ-100 Future September 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 1,939.25 1,969.50 30.25 1.6% 1,894.50
High 1,970.00 1,969.50 -0.50 0.0% 1,970.00
Low 1,930.00 1,948.25 18.25 0.9% 1,881.25
Close 1,969.50 1,950.50 -19.00 -1.0% 1,969.50
Range 40.00 21.25 -18.75 -46.9% 88.75
ATR 40.34 38.98 -1.36 -3.4% 0.00
Volume 323,828 256,176 -67,652 -20.9% 1,955,094
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 2,019.75 2,006.50 1,962.25
R3 1,998.50 1,985.25 1,956.25
R2 1,977.25 1,977.25 1,954.50
R1 1,964.00 1,964.00 1,952.50 1,960.00
PP 1,956.00 1,956.00 1,956.00 1,954.00
S1 1,942.75 1,942.75 1,948.50 1,938.75
S2 1,934.75 1,934.75 1,946.50
S3 1,913.50 1,921.50 1,944.75
S4 1,892.25 1,900.25 1,938.75
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 2,206.50 2,176.75 2,018.25
R3 2,117.75 2,088.00 1,994.00
R2 2,029.00 2,029.00 1,985.75
R1 1,999.25 1,999.25 1,977.75 2,014.00
PP 1,940.25 1,940.25 1,940.25 1,947.75
S1 1,910.50 1,910.50 1,961.25 1,925.50
S2 1,851.50 1,851.50 1,953.25
S3 1,762.75 1,821.75 1,945.00
S4 1,674.00 1,733.00 1,920.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,970.00 1,888.75 81.25 4.2% 31.50 1.6% 76% False False 315,281
10 1,970.00 1,813.75 156.25 8.0% 42.50 2.2% 88% False False 455,457
20 2,011.50 1,813.75 197.75 10.1% 43.75 2.2% 69% False False 497,488
40 2,077.75 1,813.75 264.00 13.5% 35.50 1.8% 52% False False 434,729
60 2,077.75 1,813.75 264.00 13.5% 32.00 1.6% 52% False False 390,168
80 2,077.75 1,813.75 264.00 13.5% 29.75 1.5% 52% False False 292,686
100 2,077.75 1,813.75 264.00 13.5% 27.25 1.4% 52% False False 234,158
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.10
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,059.75
2.618 2,025.25
1.618 2,004.00
1.000 1,990.75
0.618 1,982.75
HIGH 1,969.50
0.618 1,961.50
0.500 1,959.00
0.382 1,956.25
LOW 1,948.25
0.618 1,935.00
1.000 1,927.00
1.618 1,913.75
2.618 1,892.50
4.250 1,858.00
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 1,959.00 1,950.00
PP 1,956.00 1,949.25
S1 1,953.25 1,948.75

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

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