E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 1,944.75 1,943.50 -1.25 -0.1% 1,833.25
High 1,959.25 1,973.00 13.75 0.7% 1,932.00
Low 1,923.75 1,933.50 9.75 0.5% 1,801.75
Close 1,941.50 1,965.75 24.25 1.2% 1,923.75
Range 35.50 39.50 4.00 11.3% 130.25
ATR 45.37 44.95 -0.42 -0.9% 0.00
Volume 386,802 443,815 57,013 14.7% 1,924,787
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,076.00 2,060.25 1,987.50
R3 2,036.50 2,020.75 1,976.50
R2 1,997.00 1,997.00 1,973.00
R1 1,981.25 1,981.25 1,969.25 1,989.00
PP 1,957.50 1,957.50 1,957.50 1,961.25
S1 1,941.75 1,941.75 1,962.25 1,949.50
S2 1,918.00 1,918.00 1,958.50
S3 1,878.50 1,902.25 1,955.00
S4 1,839.00 1,862.75 1,944.00
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,276.50 2,230.50 1,995.50
R3 2,146.25 2,100.25 1,959.50
R2 2,016.00 2,016.00 1,947.75
R1 1,970.00 1,970.00 1,935.75 1,993.00
PP 1,885.75 1,885.75 1,885.75 1,897.50
S1 1,839.75 1,839.75 1,911.75 1,862.75
S2 1,755.50 1,755.50 1,899.75
S3 1,625.25 1,709.50 1,888.00
S4 1,495.00 1,579.25 1,852.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,973.00 1,879.25 93.75 4.8% 41.00 2.1% 92% True False 405,704
10 1,973.00 1,801.75 171.25 8.7% 44.25 2.3% 96% True False 404,013
20 1,973.00 1,787.75 185.25 9.4% 43.50 2.2% 96% True False 405,565
40 2,001.75 1,765.25 236.50 12.0% 48.25 2.4% 85% False False 443,082
60 2,070.75 1,765.25 305.50 15.5% 45.25 2.3% 66% False False 321,923
80 2,070.75 1,765.25 305.50 15.5% 43.25 2.2% 66% False False 241,548
100 2,070.75 1,765.25 305.50 15.5% 42.25 2.2% 66% False False 193,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,141.00
2.618 2,076.50
1.618 2,037.00
1.000 2,012.50
0.618 1,997.50
HIGH 1,973.00
0.618 1,958.00
0.500 1,953.25
0.382 1,948.50
LOW 1,933.50
0.618 1,909.00
1.000 1,894.00
1.618 1,869.50
2.618 1,830.00
4.250 1,765.50
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 1,961.50 1,960.00
PP 1,957.50 1,954.25
S1 1,953.25 1,948.50

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

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