E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 1,934.50 1,968.75 34.25 1.8% 1,987.50
High 1,970.50 1,992.50 22.00 1.1% 2,000.50
Low 1,919.50 1,952.50 33.00 1.7% 1,910.25
Close 1,965.00 1,980.50 15.50 0.8% 1,965.00
Range 51.00 40.00 -11.00 -21.6% 90.25
ATR 43.97 43.68 -0.28 -0.6% 0.00
Volume 242,630 131,468 -111,162 -45.8% 2,172,013
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 2,095.25 2,077.75 2,002.50
R3 2,055.25 2,037.75 1,991.50
R2 2,015.25 2,015.25 1,987.75
R1 1,997.75 1,997.75 1,984.25 2,006.50
PP 1,975.25 1,975.25 1,975.25 1,979.50
S1 1,957.75 1,957.75 1,976.75 1,966.50
S2 1,935.25 1,935.25 1,973.25
S3 1,895.25 1,917.75 1,969.50
S4 1,855.25 1,877.75 1,958.50
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 2,229.25 2,187.50 2,014.75
R3 2,139.00 2,097.25 1,989.75
R2 2,048.75 2,048.75 1,981.50
R1 2,007.00 2,007.00 1,973.25 1,982.75
PP 1,958.50 1,958.50 1,958.50 1,946.50
S1 1,916.75 1,916.75 1,956.75 1,892.50
S2 1,868.25 1,868.25 1,948.50
S3 1,778.00 1,826.50 1,940.25
S4 1,687.75 1,736.25 1,915.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,992.50 1,910.25 82.25 4.2% 46.00 2.3% 85% True False 355,713
10 2,062.75 1,910.25 152.50 7.7% 50.25 2.5% 46% False False 398,752
20 2,062.75 1,910.25 152.50 7.7% 43.50 2.2% 46% False False 371,910
40 2,062.75 1,872.75 190.00 9.6% 40.25 2.0% 57% False False 343,639
60 2,062.75 1,748.50 314.25 15.9% 41.00 2.1% 74% False False 338,858
80 2,062.75 1,674.00 388.75 19.6% 43.00 2.2% 79% False False 290,745
100 2,062.75 1,674.00 388.75 19.6% 44.25 2.2% 79% False False 232,693
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 11.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,162.50
2.618 2,097.25
1.618 2,057.25
1.000 2,032.50
0.618 2,017.25
HIGH 1,992.50
0.618 1,977.25
0.500 1,972.50
0.382 1,967.75
LOW 1,952.50
0.618 1,927.75
1.000 1,912.50
1.618 1,887.75
2.618 1,847.75
4.250 1,782.50
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 1,977.75 1,970.75
PP 1,975.25 1,961.00
S1 1,972.50 1,951.50

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

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