E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 1,841.25 1,832.50 -8.75 -0.5% 1,817.75
High 1,868.50 1,848.50 -20.00 -1.1% 1,868.50
Low 1,833.00 1,819.25 -13.75 -0.8% 1,765.25
Close 1,839.75 1,828.75 -11.00 -0.6% 1,828.75
Range 35.50 29.25 -6.25 -17.6% 103.25
ATR 50.68 49.15 -1.53 -3.0% 0.00
Volume 542,827 532,829 -9,998 -1.8% 2,827,444
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,920.00 1,903.50 1,844.75
R3 1,890.75 1,874.25 1,836.75
R2 1,861.50 1,861.50 1,834.00
R1 1,845.00 1,845.00 1,831.50 1,838.50
PP 1,832.25 1,832.25 1,832.25 1,829.00
S1 1,815.75 1,815.75 1,826.00 1,809.50
S2 1,803.00 1,803.00 1,823.50
S3 1,773.75 1,786.50 1,820.75
S4 1,744.50 1,757.25 1,812.75
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 2,130.50 2,083.00 1,885.50
R3 2,027.25 1,979.75 1,857.25
R2 1,924.00 1,924.00 1,847.75
R1 1,876.50 1,876.50 1,838.25 1,900.25
PP 1,820.75 1,820.75 1,820.75 1,832.75
S1 1,773.25 1,773.25 1,819.25 1,797.00
S2 1,717.50 1,717.50 1,809.75
S3 1,614.25 1,670.00 1,800.25
S4 1,511.00 1,566.75 1,772.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,868.50 1,765.25 103.25 5.6% 50.25 2.7% 62% False False 565,488
10 1,877.50 1,765.25 112.25 6.1% 53.75 2.9% 57% False False 509,686
20 1,994.00 1,765.25 228.75 12.5% 51.25 2.8% 28% False False 485,113
40 2,070.75 1,765.25 305.50 16.7% 46.25 2.5% 21% False False 293,403
60 2,070.75 1,765.25 305.50 16.7% 42.50 2.3% 21% False False 195,753
80 2,070.75 1,765.25 305.50 16.7% 42.00 2.3% 21% False False 146,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.78
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,972.75
2.618 1,925.00
1.618 1,895.75
1.000 1,877.75
0.618 1,866.50
HIGH 1,848.50
0.618 1,837.25
0.500 1,834.00
0.382 1,830.50
LOW 1,819.25
0.618 1,801.25
1.000 1,790.00
1.618 1,772.00
2.618 1,742.75
4.250 1,695.00
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 1,834.00 1,828.25
PP 1,832.25 1,827.75
S1 1,830.50 1,827.00

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

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