E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1,966.00 1,964.00 -2.00 -0.1% 1,921.00
High 1,977.25 1,976.00 -1.25 -0.1% 1,977.25
Low 1,952.50 1,923.75 -28.75 -1.5% 1,918.75
Close 1,965.50 1,943.50 -22.00 -1.1% 1,965.50
Range 24.75 52.25 27.50 111.1% 58.50
ATR 43.51 44.13 0.62 1.4% 0.00
Volume 440,377 346,035 -94,342 -21.4% 2,107,363
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,104.50 2,076.25 1,972.25
R3 2,052.25 2,024.00 1,957.75
R2 2,000.00 2,000.00 1,953.00
R1 1,971.75 1,971.75 1,948.25 1,959.75
PP 1,947.75 1,947.75 1,947.75 1,941.75
S1 1,919.50 1,919.50 1,938.75 1,907.50
S2 1,895.50 1,895.50 1,934.00
S3 1,843.25 1,867.25 1,929.25
S4 1,791.00 1,815.00 1,914.75
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,129.25 2,106.00 1,997.75
R3 2,070.75 2,047.50 1,981.50
R2 2,012.25 2,012.25 1,976.25
R1 1,989.00 1,989.00 1,970.75 2,000.50
PP 1,953.75 1,953.75 1,953.75 1,959.75
S1 1,930.50 1,930.50 1,960.25 1,942.00
S2 1,895.25 1,895.25 1,954.75
S3 1,836.75 1,872.00 1,949.50
S4 1,778.25 1,813.50 1,933.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,977.25 1,923.75 53.50 2.8% 36.25 1.9% 37% False True 409,618
10 1,977.25 1,810.00 167.25 8.6% 42.75 2.2% 80% False False 392,400
20 1,977.25 1,787.75 189.50 9.8% 44.25 2.3% 82% False False 396,730
40 1,977.25 1,765.25 212.00 10.9% 47.00 2.4% 84% False False 437,873
60 2,070.75 1,765.25 305.50 15.7% 45.75 2.4% 58% False False 335,009
80 2,070.75 1,765.25 305.50 15.7% 43.00 2.2% 58% False False 251,374
100 2,070.75 1,765.25 305.50 15.7% 42.25 2.2% 58% False False 201,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,198.00
2.618 2,112.75
1.618 2,060.50
1.000 2,028.25
0.618 2,008.25
HIGH 1,976.00
0.618 1,956.00
0.500 1,950.00
0.382 1,943.75
LOW 1,923.75
0.618 1,891.50
1.000 1,871.50
1.618 1,839.25
2.618 1,787.00
4.250 1,701.75
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1,950.00 1,950.50
PP 1,947.75 1,948.25
S1 1,945.50 1,945.75

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

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