E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 1,974.50 1,954.50 -20.00 -1.0% 1,987.50
High 1,979.50 1,992.00 12.50 0.6% 2,000.50
Low 1,943.25 1,934.50 -8.75 -0.5% 1,910.25
Close 1,952.25 1,981.00 28.75 1.5% 1,965.00
Range 36.25 57.50 21.25 58.6% 90.25
ATR 42.00 43.10 1.11 2.6% 0.00
Volume 100,276 70,945 -29,331 -29.3% 2,172,013
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 2,141.75 2,118.75 2,012.50
R3 2,084.25 2,061.25 1,996.75
R2 2,026.75 2,026.75 1,991.50
R1 2,003.75 2,003.75 1,986.25 2,015.25
PP 1,969.25 1,969.25 1,969.25 1,975.00
S1 1,946.25 1,946.25 1,975.75 1,957.75
S2 1,911.75 1,911.75 1,970.50
S3 1,854.25 1,888.75 1,965.25
S4 1,796.75 1,831.25 1,949.50
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 1,996.25 1,919.50 76.75 3.9% 42.25 2.1% 80% False False 129,435
10 2,062.75 1,910.25 152.50 7.7% 47.75 2.4% 46% False False 295,766
20 2,062.75 1,910.25 152.50 7.7% 42.00 2.1% 46% False False 332,523
40 2,062.75 1,887.00 175.75 8.9% 40.75 2.1% 53% False False 328,734
60 2,062.75 1,767.50 295.25 14.9% 40.50 2.0% 72% False False 325,577
80 2,062.75 1,674.00 388.75 19.6% 43.25 2.2% 79% False False 294,151
100 2,062.75 1,674.00 388.75 19.6% 43.75 2.2% 79% False False 235,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,236.50
2.618 2,142.50
1.618 2,085.00
1.000 2,049.50
0.618 2,027.50
HIGH 1,992.00
0.618 1,970.00
0.500 1,963.25
0.382 1,956.50
LOW 1,934.50
0.618 1,899.00
1.000 1,877.00
1.618 1,841.50
2.618 1,784.00
4.250 1,690.00
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 1,975.00 1,975.75
PP 1,969.25 1,970.50
S1 1,963.25 1,965.50

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

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