E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 1,782.75 1,781.50 -1.25 -0.1% 1,774.75
High 1,821.00 1,795.75 -25.25 -1.4% 1,831.25
Low 1,762.00 1,752.75 -9.25 -0.5% 1,763.75
Close 1,781.50 1,789.25 7.75 0.4% 1,786.50
Range 59.00 43.00 -16.00 -27.1% 67.50
ATR 51.92 51.28 -0.64 -1.2% 0.00
Volume 250,730 370,968 120,238 48.0% 2,000,354
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,908.25 1,891.75 1,813.00
R3 1,865.25 1,848.75 1,801.00
R2 1,822.25 1,822.25 1,797.25
R1 1,805.75 1,805.75 1,793.25 1,814.00
PP 1,779.25 1,779.25 1,779.25 1,783.50
S1 1,762.75 1,762.75 1,785.25 1,771.00
S2 1,736.25 1,736.25 1,781.25
S3 1,693.25 1,719.75 1,777.50
S4 1,650.25 1,676.75 1,765.50
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,996.25 1,959.00 1,823.50
R3 1,928.75 1,891.50 1,805.00
R2 1,861.25 1,861.25 1,799.00
R1 1,824.00 1,824.00 1,792.75 1,842.50
PP 1,793.75 1,793.75 1,793.75 1,803.25
S1 1,756.50 1,756.50 1,780.25 1,775.00
S2 1,726.25 1,726.25 1,774.00
S3 1,658.75 1,689.00 1,768.00
S4 1,591.25 1,621.50 1,749.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,831.25 1,752.75 78.50 4.4% 44.00 2.5% 46% False True 370,000
10 1,831.25 1,713.00 118.25 6.6% 47.50 2.7% 64% False False 419,366
20 1,879.00 1,698.25 180.75 10.1% 53.50 3.0% 50% False False 470,737
40 2,165.00 1,698.25 466.75 26.1% 53.50 3.0% 19% False False 446,567
60 2,174.00 1,698.25 475.75 26.6% 49.25 2.8% 19% False False 330,744
80 2,276.25 1,698.25 578.00 32.3% 49.25 2.7% 16% False False 248,143
100 2,276.25 1,698.25 578.00 32.3% 46.75 2.6% 16% False False 198,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,978.50
2.618 1,908.25
1.618 1,865.25
1.000 1,838.75
0.618 1,822.25
HIGH 1,795.75
0.618 1,779.25
0.500 1,774.25
0.382 1,769.25
LOW 1,752.75
0.618 1,726.25
1.000 1,709.75
1.618 1,683.25
2.618 1,640.25
4.250 1,570.00
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 1,784.25 1,788.50
PP 1,779.25 1,787.75
S1 1,774.25 1,787.00

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

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