E-mini NASDAQ-100 Future September 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 1,997.00 2,003.00 6.00 0.3% 1,968.75
High 2,008.50 2,006.50 -2.00 -0.1% 2,009.25
Low 1,991.25 1,981.25 -10.00 -0.5% 1,947.00
Close 2,000.75 2,001.25 0.50 0.0% 2,001.25
Range 17.25 25.25 8.00 46.4% 62.25
ATR 36.53 35.72 -0.81 -2.2% 0.00
Volume 342,460 166,789 -175,671 -51.3% 1,708,689
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,072.00 2,062.00 2,015.25
R3 2,046.75 2,036.75 2,008.25
R2 2,021.50 2,021.50 2,006.00
R1 2,011.50 2,011.50 2,003.50 2,004.00
PP 1,996.25 1,996.25 1,996.25 1,992.50
S1 1,986.25 1,986.25 1,999.00 1,978.50
S2 1,971.00 1,971.00 1,996.50
S3 1,945.75 1,961.00 1,994.25
S4 1,920.50 1,935.75 1,987.25
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 2,172.50 2,149.25 2,035.50
R3 2,110.25 2,087.00 2,018.25
R2 2,048.00 2,048.00 2,012.75
R1 2,024.75 2,024.75 2,007.00 2,036.50
PP 1,985.75 1,985.75 1,985.75 1,991.75
S1 1,962.50 1,962.50 1,995.50 1,974.00
S2 1,923.50 1,923.50 1,989.75
S3 1,861.25 1,900.25 1,984.25
S4 1,799.00 1,838.00 1,967.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,009.25 1,947.00 62.25 3.1% 27.25 1.4% 87% False False 341,737
10 2,038.50 1,947.00 91.50 4.6% 32.25 1.6% 59% False False 344,184
20 2,038.50 1,829.25 209.25 10.5% 36.75 1.8% 82% False False 376,409
40 2,065.50 1,813.75 251.75 12.6% 40.25 2.0% 74% False False 446,291
60 2,077.75 1,813.75 264.00 13.2% 34.75 1.7% 71% False False 405,823
80 2,077.75 1,813.75 264.00 13.2% 32.00 1.6% 71% False False 346,846
100 2,077.75 1,813.75 264.00 13.2% 30.00 1.5% 71% False False 277,496
120 2,077.75 1,794.00 283.75 14.2% 27.75 1.4% 73% False False 231,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,113.75
2.618 2,072.50
1.618 2,047.25
1.000 2,031.75
0.618 2,022.00
HIGH 2,006.50
0.618 1,996.75
0.500 1,994.00
0.382 1,991.00
LOW 1,981.25
0.618 1,965.75
1.000 1,956.00
1.618 1,940.50
2.618 1,915.25
4.250 1,874.00
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 1,998.75 1,999.25
PP 1,996.25 1,997.25
S1 1,994.00 1,995.25

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

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