E-mini NASDAQ-100 Future March 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 1,785.50 1,795.75 10.25 0.6% 1,782.75
High 1,811.50 1,809.75 -1.75 -0.1% 1,821.00
Low 1,765.75 1,777.25 11.50 0.7% 1,742.00
Close 1,796.75 1,800.25 3.50 0.2% 1,781.00
Range 45.75 32.50 -13.25 -29.0% 79.00
ATR 48.60 47.45 -1.15 -2.4% 0.00
Volume 383,131 437,185 54,054 14.1% 1,413,903
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,893.25 1,879.25 1,818.00
R3 1,860.75 1,846.75 1,809.25
R2 1,828.25 1,828.25 1,806.25
R1 1,814.25 1,814.25 1,803.25 1,821.25
PP 1,795.75 1,795.75 1,795.75 1,799.25
S1 1,781.75 1,781.75 1,797.25 1,788.75
S2 1,763.25 1,763.25 1,794.25
S3 1,730.75 1,749.25 1,791.25
S4 1,698.25 1,716.75 1,782.50
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 2,018.25 1,978.75 1,824.50
R3 1,939.25 1,899.75 1,802.75
R2 1,860.25 1,860.25 1,795.50
R1 1,820.75 1,820.75 1,788.25 1,801.00
PP 1,781.25 1,781.25 1,781.25 1,771.50
S1 1,741.75 1,741.75 1,773.75 1,722.00
S2 1,702.25 1,702.25 1,766.50
S3 1,623.25 1,662.75 1,759.25
S4 1,544.25 1,583.75 1,737.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,811.50 1,742.00 69.50 3.9% 39.25 2.2% 84% False False 398,628
10 1,831.25 1,742.00 89.25 5.0% 41.75 2.3% 65% False False 384,314
20 1,879.00 1,713.00 166.00 9.2% 47.50 2.6% 53% False False 417,188
40 2,127.50 1,698.25 429.25 23.8% 54.25 3.0% 24% False False 469,796
60 2,174.00 1,698.25 475.75 26.4% 48.75 2.7% 21% False False 363,919
80 2,258.25 1,698.25 560.00 31.1% 49.50 2.8% 18% False False 273,053
100 2,276.25 1,698.25 578.00 32.1% 47.50 2.6% 18% False False 218,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,948.00
2.618 1,894.75
1.618 1,862.25
1.000 1,842.25
0.618 1,829.75
HIGH 1,809.75
0.618 1,797.25
0.500 1,793.50
0.382 1,789.75
LOW 1,777.25
0.618 1,757.25
1.000 1,744.75
1.618 1,724.75
2.618 1,692.25
4.250 1,639.00
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 1,798.00 1,796.25
PP 1,795.75 1,792.00
S1 1,793.50 1,788.00

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

View Archives - Comment on this page... - Back to Index of Symbols